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

Analyze the complete XLP 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 XLP.

Latest Data: 2026-08-28 (EDT)
Max Pain Price
85.5
Exp: 2026-09-04
Gamma Flip
86.68
Gamma Flip (≈60 days)
Put/Call OI Ratio
3.207
Shows put vs call positioning
IV Skew
0.44
Put–call IV difference
Max Pain Price Volatility
σ = 6.49
medium 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 -0.116(bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-09-18 options expiry. 90% confidence

The support levels for XLP are at 85.17, 84.76, and 84.13, while the resistance levels are at 85.73, 86.14, and 86.77. The pivot point, a key reference price for traders, is at 85.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 7)

Based on the latest options positioning (DTE 7), the ATM straddle implies a standardized 0.50% 1-day move.


The expected range for the next 7 days is 84.58 86.24 , corresponding to +0.92% / -1.02% .

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 86.70 (1.46% above spot).

Bearish positioning points to downside pressure toward 84.04 (1.64% below spot).


Options flow strength: 0.59 (0–1 scale). ATM Strike: 85.50, Call: 0.64, Put: 0.49, Straddle Cost: 1.13.


Price moves may extend once a direction forms. The short-term gamma flip is near 86.55 , with intermediate positioning around 86.68 . The mid-term gamma flip remains near 86.68.