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

Analyze the complete FIS 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 FIS.

Latest Data: 2026-10-01 (EDT)
Max Pain Price
36
Exp: 2026-10-02
Gamma Flip
36.76
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.631
Shows put vs call positioning
IV Skew
-1.85
Put–call IV difference
Max Pain Price Volatility
σ = 11.59
medium volatility
Confidence 88%

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: 60%

Current DPI is -0.665(bullish). Bullish, momentum neutral or unclear.

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 remain relatively smooth. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-10-16 options expiry. 100% confidence

The support levels for FIS are at 32.85, 32.48, and 31.24, while the resistance levels are at 33.35, 33.72, and 34.96. The pivot point, a key reference price for traders, is at 36.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is neutral (0.00), pin strength 0.70.


Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 2.19% 1-day move.


The expected range for the next 1 days is 32.79 — 35.82 , corresponding to +8.22% / -0.95% .

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 38.06 (14.98% above spot).

Bearish positioning points to downside pressure toward 32.90 (0.60% below spot).


Options flow strength: 0.44 (0–1 scale). ATM Strike: 33.00, Call: 0.42, Put: 0.30, Straddle Cost: 0.73.


Price moves may extend once a direction forms. The short-term gamma flip is near 38.29 , with intermediate positioning around 36.76 . The mid-term gamma flip remains near 38.48.