WhaleQuant.io

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

Analyze the complete EIX 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 EIX.

Latest Data: 2026-10-13 (EDT)
Max Pain Price
57.5
Exp: 2026-10-16
Gamma Flip
50.94
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.976
Shows put vs call positioning
IV Skew
-0.34
Put–call IV difference
Max Pain Price Volatility
σ = 6.28
medium 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: 71%

Current DPI is -0.215(neutral). ⏳ Neutral distribution, DPI neutral, but makers are actively shedding positions. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions remain relatively smooth. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for EIX are at 55.09, 54.50, and 52.49, while the resistance levels are at 55.87, 56.46, and 58.47. The pivot point, a key reference price for traders, is at 57.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 2.08% 1-day move.


The expected range for the next 3 days is 54.19 — 65.06 , corresponding to +17.27% / -2.33% .

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 71.27 (28.45% above spot).

Bearish positioning points to downside pressure toward 53.70 (3.21% below spot).


Options flow strength: 0.80 (0–1 scale). ATM Strike: 55.00, Call: 1.15, Put: 0.85, Straddle Cost: 2.00.


Price moves are likely to stay range-bound. The short-term gamma flip is near 53.45 , with intermediate positioning around 50.94 . The mid-term gamma flip remains near 50.94.