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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: 2026-02-06 (EDT)
Max Pain Price
17
Exp: 2026-02-06
Gamma Flip
21.67
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.134
Shows put vs call positioning
IV Skew
-1.01
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 35%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

A slight bearish tilt is visible, though the signal is weak and insufficient for a strong directional call. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 100%

Current DPI is 0.604(strong-bearish). Bearish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-02-20 options expiry. 90% confidence

The support levels for VFC are at 20.17, 19.92, and 18.78, while the resistance levels are at 20.51, 20.76, and 21.90. The pivot point, a key reference price for traders, is at 17.00.

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 bullish (0.30), pin strength 0.80.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.52% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 19.03 20.72 , corresponding to +1.88% / -6.42% .

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 20.89 (2.71% above spot).

Bearish positioning points to downside pressure toward 18.14 (10.83% below spot).


Options flow strength: 0.66 (0–1 scale). ATM Strike: 20.50, Call: 0.26, Put: 0.06, Straddle Cost: 0.31.


Market signals are mixed and less reliable. No short-term gamma flip is observed , with intermediate positioning around 21.67 . The mid-term gamma flip remains near 21.67.