UPS Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete UPS 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 UPS.
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 -0.373(bearish). Bearish, momentum neutral or unclear.
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 2026-04-17 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)
Expiry 2026-03-27 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.70.
Based on same-day expiring options (0DTE), the ATM straddle implies an 1.16% standardized 1-day equivalent move, serving as an intraday volatility reference.
The implied intraday range is approximately 92.15 — 97.23 , corresponding to +2.56% / -2.79% .
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 98.77 (4.19% above spot).
Bearish positioning points to downside pressure toward 90.42 (4.62% below spot).
Options flow strength: 0.58 (0–1 scale). ATM Strike: 95.00, Call: 0.99, Put: 0.11, Straddle Cost: 1.09.
Price moves may extend once a direction forms. The short-term gamma flip is near 97.03 , with intermediate positioning around 96.70 . The mid-term gamma flip remains near 97.06.