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

Analyze the complete WIT 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 WIT.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

7.5

Exp: 2026-04-17

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

2.214

Shows put vs call positioning

IV Skew

-1.50

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 88%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. 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: 71%

Current DPI is -0.71(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding 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 2026-06-18 options expiry. 90% confidence

The support levels for WIT are at 2.07, 2.05, and 1.95, while the resistance levels are at 2.11, 2.13, and 2.23. The pivot point, a key reference price for traders, is at 7.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 0.00% 1-day move.

The expected range for the next 23 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: 2.00, Call: 0.22, Put: 0.00, Straddle Cost: 0.00.

Market signals are mixed and less reliable. No short-term gamma flip is observed . The mid-term gamma flip remains near 1.81.