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

Analyze the complete XPEV 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 XPEV.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
20
Exp: 2026-02-06
Gamma Flip
18.20
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.907
Shows put vs call positioning
IV Skew
-2.90
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 75%

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 -0.131(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. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for XPEV are at 17.56, 17.33, and 16.23, while the resistance levels are at 17.88, 18.11, and 19.21. The pivot point, a key reference price for traders, is at 20.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.30), pin strength 0.80.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.24% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 17.25 19.34 , corresponding to +9.15% / -2.64% .

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 20.73 (16.98% above spot).

Bearish positioning points to downside pressure toward 16.94 (4.42% below spot).


Options flow strength: 0.49 (0–1 scale). ATM Strike: 17.50, Call: 0.18, Put: 0.04, Straddle Cost: 0.22.


Price moves may extend once a direction forms. The short-term gamma flip is near 17.92 , with intermediate positioning around 18.20 . The mid-term gamma flip remains near 18.32.