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.
Near-Term Options-Derived Market Structure
BULLISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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: 67%
Current DPI is -0.194(strong-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
Short-Term Options-Implied Price Range & Flow Structure (DTE: 15)
Based on the latest options positioning (DTE 15), the ATM straddle implies a standardized 2.44% 1-day move.
The expected range for the next 15 days is 10.65 — 12.43 , corresponding to +14.42% / -1.95% .
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 13.75 (26.64% above spot).
Bearish positioning points to downside pressure toward 10.60 (2.44% below spot).
Options flow strength: 0.48 (0–1 scale). ATM Strike: 10.00, Call: 0.95, Put: 0.08, Straddle Cost: 1.02.
Market signals are mixed and less reliable. No short-term gamma flip is observed