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

Analyze the complete WRB 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 WRB.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

72.5

Exp: 2026-10-16

Gamma Flip

84.16

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.355

Shows put vs call positioning

IV Skew

3.58

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: 73%

Current DPI is 0.569(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 are moderately choppy. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for WRB are at 68.50, 67.89, and 66.71, while the resistance levels are at 69.30, 69.91, and 71.09. The pivot point, a key reference price for traders, is at 72.50.

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

Based on the latest options positioning (DTE 15), the ATM straddle implies a standardized 0.00% 1-day move.

The expected range for the next 15 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: 70.00, Call: 2.90, Put: 0.00, Straddle Cost: 0.00.

Price moves may extend once a direction forms. The short-term gamma flip is near 84.16 , with intermediate positioning around 84.16 . The mid-term gamma flip remains near 84.16.