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

Analyze the complete VRT 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 VRT.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
180
Exp: 2026-02-06
Gamma Flip
173.74
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.398
Shows put vs call positioning
IV Skew
-3.23
Put–call IV difference
Max Pain Price Volatility
σ = 24.20
high 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 0.881(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 remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-02-13 options expiry. 100% confidence

The support levels for VRT are at 190.91, 185.31, and 148.60, while the resistance levels are at 200.25, 205.85, and 242.56. The pivot point, a key reference price for traders, is at 180.00.

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 neutral (0.00), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.58% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 188.74 200.43 , corresponding to +2.48% / -3.50% .

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 202.93 (3.76% above spot).

Bearish positioning points to downside pressure toward 184.66 (5.58% below spot).


Options flow strength: 0.65 (0–1 scale). ATM Strike: 195.00, Call: 0.69, Put: 2.41, Straddle Cost: 3.10.


Price moves are likely to stay range-bound. The short-term gamma flip is near 176.12 , with intermediate positioning around 173.74 . The mid-term gamma flip remains near 173.98.