Since the two effects are simultaneous, no, as this is a situation where the usual priority in forming chains does not apply.
Both effects are activating and trying to resolve at the same time but can't and so must form a chain, anything your opponent activates would be activated after both and so cannot force itself into a chain link between the two.
I'm trying to think of another example of such so as to be certain...:
From the UDE Specific Card Questions and Answers Pages:
You must chain "
Divine Wrath" to an effect directly preceeding it in the chain. For example, if "
Airknight Parshath" equipped with "
Cestus of Dagla" attacks a Defense Position monster, "
Airknight Parshath" inflicts damage to the opponent's Life Points during damage calculation. Then, during effect resolution, there are 2 simultaneous Trigger Effects that the controller places in a chain however he likes. If the effect of "
Airknight Parshath" is Step 1 and "
Cestus of Dagla" is Step 2, the opponent cannot chain "
Divine Wrath". However, if "
Cestus of Dagla" is Step 1 and "
Airknight Parshath" is Step 2, "
Divine Wrath" can be chained. In this case, the effect of "
Airknight Parshath" that allows the controller to draw a card is negated, "
Airknight Parshath" is destroyed, and the effect of "
Cestus of Dagla"
Disappears before it resolves.
Another example: if "D.D. Warrior Lady" attacks a face-down "
Morphing Jar", and activates her effect to remove both cards from play, "D.D. Warrior Lady" is Step 1 because she is controlled by the turn player, and "
Morphing Jar" is Step 2. So "
Divine Wrath" can be chained to the effect of "
Morphing Jar" to negate its effect, but not to the effect of "D.D. Warrior Lady" to negate her effect.