WhaleQuant.io

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

Analyze the complete JOBY 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 JOBY.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
13
Exp: 2026-02-06
Gamma Flip
10.63
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.951
Shows put vs call positioning
IV Skew
-3.75
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 75%

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: 67%

Current DPI is -0.282(bullish). Bullish, 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 continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for JOBY are at 10.25, 9.85, and 7.33, while the resistance levels are at 10.79, 11.19, and 13.71. The pivot point, a key reference price for traders, is at 13.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.85% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 10.34 11.55 , corresponding to +9.76% / -1.71% .

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 12.37 (17.63% above spot).

Bearish positioning points to downside pressure toward 10.28 (2.28% below spot).


Options flow strength: 0.52 (0–1 scale). ATM Strike: 10.50, Call: 0.03, Put: 0.17, Straddle Cost: 0.19.


Price moves may extend once a direction forms. The short-term gamma flip is near 10.57 , with intermediate positioning around 10.63 . The mid-term gamma flip remains near 10.60.