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

Analyze the complete IQV 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 IQV.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

175

Exp: 2026-04-17

Gamma Flip

174.28

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.157

Shows put vs call positioning

IV Skew

-5.01

Put–call IV difference

Max Pain Price Volatility

σ = 16.35

high volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. 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 -0.358(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)

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 continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-05-15 options expiry. 100% confidence

The support levels for IQV are at 162.73, 159.23, and 142.65, while the resistance levels are at 168.55, 172.05, and 188.63. The pivot point, a key reference price for traders, is at 175.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.72% 1-day move.

The expected range for the next 23 days is 161.67 — 178.69 , corresponding to +7.88% / -2.40% .

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 187.81 (13.39% above spot).

Bearish positioning points to downside pressure toward 159.76 (3.55% below spot).

Options flow strength: 0.66 (0–1 scale). ATM Strike: 165.00, Call: 7.30, Put: 6.40, Straddle Cost: 13.70.

Price moves may extend once a direction forms. The short-term gamma flip is near 178.25 , with intermediate positioning around 174.28 . The mid-term gamma flip remains near 174.28.