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.
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 0.863(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.
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 2026-08-21 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)
Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 2.09% 1-day move.
The expected range for the next 4 days is 93.60 — 100.28 , corresponding to +3.65% / -3.25% .
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 102.30 (5.74% above spot).
Bearish positioning points to downside pressure toward 91.90 (5.01% below spot).
Options flow strength: 0.59 (0–1 scale). ATM Strike: 95.00, Call: 2.65, Put: 1.40, Straddle Cost: 4.05.
Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 97.28 , with intermediate positioning around 63.20 . The mid-term gamma flip remains near 63.20.