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: 2026-10-01 (EDT)

Max Pain Price

Exp: 2026-10-16

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.043

Shows put vs call positioning

IV Skew

-5.49

Put–call IV difference

Max Pain Price Volatility

σ = 8.47

medium 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

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: 67%

Current DPI is 0.934(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

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 2027-01-15 options expiry. 100% confidence

The support levels for VLTO are at 94.00, 93.09, and 91.42, while the resistance levels are at 95.20, 96.11, and 97.78. The pivot point, a key reference price for traders, is at 85.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 15)

Based on the latest options positioning (DTE 15), the ATM straddle implies a standardized 3.34% 1-day move.

The expected range for the next 15 days is 92.08 — 97.12 , corresponding to +2.67% / -2.67% .

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 97.76 (3.34% above spot).

Bearish positioning points to downside pressure toward 91.44 (3.34% below spot).

Options flow strength: 0.00 (0–1 scale). ATM Strike: 85.00, Call: 11.95, Put: 0.27, Straddle Cost: 12.22.

Market signals are mixed and less reliable. No short-term gamma flip is observed