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

Analyze the complete Z 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 Z.

Latest Data: 2026-06-12 (EDT)
Max Pain Price
45
Exp: 2026-06-18
Gamma Flip
35.89
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.690
Shows put vs call positioning
IV Skew
-10.78
Put–call IV difference
Max Pain Price Volatility
σ = 12.21
high 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: 71%

Current DPI is -0.787(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)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions are elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-06-18 options expiry. 100% confidence

The support levels for Z are at 31.67, 31.14, and 28.11, while the resistance levels are at 32.39, 32.92, and 35.95. The pivot point, a key reference price for traders, is at 45.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 6)

Based on the latest options positioning (DTE 6), the ATM straddle implies a standardized 2.23% 1-day move.


The expected range for the next 6 days is 30.67 44.39 , corresponding to +38.57% / -4.23% .

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 54.08 (68.83% above spot).

Bearish positioning points to downside pressure toward 29.89 (6.67% below spot).


Options flow strength: 0.63 (0–1 scale). ATM Strike: 32.50, Call: 0.65, Put: 1.10, Straddle Cost: 1.75.


Price moves may extend once a direction forms. The short-term gamma flip is near 41.38 , with intermediate positioning around 35.89 . The mid-term gamma flip remains near 36.00.