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

Analyze the complete VLTO 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 VLTO.

Latest Data: 2026-02-06 (EDT)

Max Pain Price

100

Exp: 2026-02-20

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.724

Shows put vs call positioning

IV Skew

-9.68

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 50%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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 -0.573(strong-bullish). Bullish, 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 moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for VLTO are at 89.84, 88.74, and 85.71, while the resistance levels are at 91.30, 92.40, and 95.43. The pivot point, a key reference price for traders, is at 100.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 14)

Based on the latest options positioning (DTE 14), the ATM straddle implies a standardized 0.89% 1-day move.

The expected range for the next 14 days is 90.05 — 98.46 , corresponding to +8.71% / -0.57% .

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 104.92 (15.85% above spot).

Bearish positioning points to downside pressure toward 90.00 (0.63% below spot).

Options flow strength: 0.56 (0–1 scale). ATM Strike: 90.00, Call: 1.88, Put: 1.12, Straddle Cost: 3.00.

Market signals are mixed and less reliable. No short-term gamma flip is observed . The mid-term gamma flip remains near 99.07.