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

Analyze the complete VFC 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 VFC.

Latest Data: 2026-07-14 (EDT)
Max Pain Price
18
Exp: 2026-07-17
Gamma Flip
16.69
Gamma Flip (≈60 days)
Put/Call OI Ratio
2.840
Shows put vs call positioning
IV Skew
-1.02
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. 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: 60%

Current DPI is -0.116(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding positions. Trend approaching turning point (Momentum Deceleration) with High Saturation Gamma saturation

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-09-18 options expiry. 90% confidence

The support levels for VFC are at 16.54, 16.35, and 15.54, while the resistance levels are at 16.80, 16.99, and 17.80. The pivot point, a key reference price for traders, is at 18.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 2.70% 1-day move.


The expected range for the next 3 days is 15.99 17.61 , corresponding to +5.61% / -4.07% .

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 18.16 (8.93% above spot).

Bearish positioning points to downside pressure toward 15.64 (6.15% below spot).


Options flow strength: 0.64 (0–1 scale). ATM Strike: 16.50, Call: 0.53, Put: 0.24, Straddle Cost: 0.78.


Price moves may extend once a direction forms. The short-term gamma flip is near 16.75 , with intermediate positioning around 16.69 . The mid-term gamma flip remains near 19.48.