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

Analyze the complete VZLA 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 VZLA.

Latest Data: 2026-07-14 (EDT)

Max Pain Price

Exp: 2026-07-17

Gamma Flip

3.36

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.538

Shows put vs call positioning

IV Skew

-5.41

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low 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 0.387(bearish). Bearish, 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 elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-07-17 options expiry. 100% confidence

The support levels for VZLA are at 3.16, 3.11, and 2.75, while the resistance levels are at 3.24, 3.29, and 3.65. The pivot point, a key reference price for traders, is at 5.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 12.27% 1-day move.

The expected range for the next 3 days is 2.72 — 4.04 , corresponding to +26.26% / -15.06% .

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 4.56 (42.40% above spot).

Bearish positioning points to downside pressure toward 2.50 (21.88% below spot).

Options flow strength: 0.61 (0–1 scale). ATM Strike: 2.50, Call: 0.65, Put: 0.03, Straddle Cost: 0.68.

Market signals are mixed and less reliable. The short-term gamma flip is near 3.18 , with intermediate positioning around 3.36 .