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UBER Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete UBER options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around UBER.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
79
Exp: 2026-02-06
Gamma Flip
78.10
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.596
Shows put vs call positioning
IV Skew
-3.49
Put–call IV difference
Max Pain Price Volatility
σ = 10.59
medium volatility
Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.519(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding positions.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for UBER are at 74.16, 73.25, and 69.78, while the resistance levels are at 75.38, 76.29, and 79.76. The pivot point, a key reference price for traders, is at 79.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (0.20), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.72% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 73.70 80.60 , corresponding to +7.80% / -1.43% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 84.57 (13.11% above spot).

Bearish positioning points to downside pressure toward 73.42 (1.81% below spot).


Options flow strength: 0.68 (0–1 scale). ATM Strike: 75.00, Call: 0.03, Put: 1.26, Straddle Cost: 1.28.


Price moves may extend once a direction forms. The short-term gamma flip is near 76.72 , with intermediate positioning around 78.10 . The mid-term gamma flip remains near 78.67.