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

Analyze the complete JBS 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 JBS.

Latest Data: 2026-08-17 (EDT)

Max Pain Price

12.5

Exp: 2026-08-21

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.481

Shows put vs call positioning

IV Skew

-0.32

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low 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

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: 71%

Current DPI is 0.689(bearish). Bearish, momentum neutral or unclear.

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 2027-01-15 options expiry. 100% confidence

The support levels for JBS are at 13.35, 13.23, and 12.80, while the resistance levels are at 13.53, 13.65, and 14.08. The pivot point, a key reference price for traders, is at 12.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)

Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 5.08% 1-day move.

The expected range for the next 4 days is 12.76 — 14.50 , corresponding to +7.92% / -5.10% .

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 15.17 (12.88% above spot).

Bearish positioning points to downside pressure toward 12.48 (7.17% below spot).

Options flow strength: 0.39 (0–1 scale). ATM Strike: 12.50, Call: 1.32, Put: 0.04, Straddle Cost: 1.36.

Market signals are mixed and less reliable. No short-term gamma flip is observed