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

Analyze the complete JCI 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 JCI.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

150

Exp: 2026-04-17

Gamma Flip

111.15

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.426

Shows put vs call positioning

IV Skew

-3.89

Put–call IV difference

Max Pain Price Volatility

σ = 10.32

medium volatility

Confidence 52%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a moderate bearish bias. Downside factors are present but not dominant. 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: 62%

Current DPI is 0.878(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.. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

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 2026-04-17 options expiry. 100% confidence

The support levels for JCI are at 136.19, 134.24, and 128.89, while the resistance levels are at 138.77, 140.72, and 146.07. The pivot point, a key reference price for traders, is at 150.00.

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

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.39% 1-day move.

The expected range for the next 23 days is 131.47 — 142.80 , corresponding to +3.87% / -4.37% .

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 145.63 (5.93% above spot).

Bearish positioning points to downside pressure toward 128.19 (6.76% below spot).

Options flow strength: 0.86 (0–1 scale). ATM Strike: 135.00, Call: 5.95, Put: 3.20, Straddle Cost: 9.15.

Price moves are likely to stay range-bound. The short-term gamma flip is near 112.29 , with intermediate positioning around 111.15 . The mid-term gamma flip remains near 122.60.