WhaleQuant.io

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

Analyze the complete FCX 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 FCX.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
62
Exp: 2026-02-06
Gamma Flip
55.76
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.417
Shows put vs call positioning
IV Skew
-2.31
Put–call IV difference
Max Pain Price Volatility
σ = 7.83
medium volatility
Confidence 35%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

A slight bearish tilt is visible, though the signal is weak and insufficient for a strong directional call. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 100%

Current DPI is 0.888(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

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 moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-03-20 options expiry. 100% confidence

The support levels for FCX are at 60.10, 59.25, and 55.17, while the resistance levels are at 61.24, 62.09, and 66.17. The pivot point, a key reference price for traders, is at 62.00.

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 neutral (0.20), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.64% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 59.29 62.19 , corresponding to +2.51% / -2.27% .

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 62.96 (3.78% above spot).

Bearish positioning points to downside pressure toward 58.64 (3.35% below spot).


Options flow strength: 0.67 (0–1 scale). ATM Strike: 61.00, Call: 0.37, Put: 0.62, Straddle Cost: 0.99.


Price moves are likely to stay range-bound. The short-term gamma flip is near 57.69 , with intermediate positioning around 55.76 . The mid-term gamma flip remains near 55.57.