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

Analyze the complete WYNN 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 WYNN.

Latest Data: 2026-07-14 (EDT)

Max Pain Price

105

Exp: 2026-07-17

Gamma Flip

101.21

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.558

Shows put vs call positioning

IV Skew

-4.37

Put–call IV difference

Max Pain Price Volatility

σ = 20.80

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

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 0.233(strong-bearish). Bearish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

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 2026-09-18 options expiry. 100% confidence

The support levels for WYNN are at 94.94, 93.78, and 89.73, while the resistance levels are at 96.86, 98.02, and 102.07. The pivot point, a key reference price for traders, is at 105.00.

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

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 1.80% 1-day move.

The expected range for the next 3 days is 93.93 — 102.68 , corresponding to +7.07% / -2.06% .

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 107.28 (11.87% above spot).

Bearish positioning points to downside pressure toward 93.12 (2.90% below spot).

Options flow strength: 0.67 (0–1 scale). ATM Strike: 96.00, Call: 1.38, Put: 1.61, Straddle Cost: 2.99.

Short-term moves may occur, but follow-through is uncertain. The short-term gamma flip is near 107.11 , with intermediate positioning around 101.21 . The mid-term gamma flip remains near 68.89.