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: 2026-10-01 (EDT)

Max Pain Price

145

Exp: 2026-10-02

Gamma Flip

243.82

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.651

Shows put vs call positioning

IV Skew

-1.45

Put–call IV difference

Max Pain Price Volatility

σ = 48.93

high 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

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 60%

Current DPI is 0.254(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 2026-10-09 options expiry. 100% confidence

The support levels for VRT are at 238.15, 228.85, and 172.65, while the resistance levels are at 254.09, 263.39, and 319.59. The pivot point, a key reference price for traders, is at 145.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.30), pin strength 0.70.

Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 0.00% 1-day move.

The expected range for the next 1 days is 0.00 — 0.00 , corresponding to +0.00% / -0.00% .

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 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).

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

Price moves are likely to stay range-bound. The short-term gamma flip is near 243.82 , with intermediate positioning around 243.82 . The mid-term gamma flip remains near 243.82.