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

Analyze the complete XP 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 XP.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

Exp: 2026-10-02

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

382.000

Shows put vs call positioning

IV Skew

8.51

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 100%

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: 67%

Current DPI is 0.948(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

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. Structural constraints from options positioning are relatively light. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2028-01-21 options expiry. 100% confidence

The support levels for XP are at 20.94, 20.61, and 19.37, while the resistance levels are at 21.40, 21.73, and 22.97. The pivot point, a key reference price for traders, is at 9.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.30), pin strength 0.70.

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

The expected range for the next 1 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: 0.00, Call: 0.00, Put: 0.00, Straddle Cost: 0.00.

Market signals are mixed and less reliable. The short-term gamma flip is near 14.82 .