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

Analyze the complete LCID 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 LCID.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
11.5
Exp: 2026-02-06
Gamma Flip
12.00
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.428
Shows put vs call positioning
IV Skew
3.41
Put–call IV difference
Max Pain Price Volatility
σ = 5.84
medium 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: 56%

Current DPI is -0.379(strong-bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions remain relatively smooth. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-02-20 options expiry. 90% confidence

The support levels for LCID are at 10.72, 10.51, and 9.17, while the resistance levels are at 11.00, 11.21, and 12.55. The pivot point, a key reference price for traders, is at 11.50.

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 2.67% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 10.40 11.16 , corresponding to +2.79% / -4.22% .

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 11.29 (3.92% above spot).

Bearish positioning points to downside pressure toward 10.14 (6.63% below spot).


Options flow strength: 0.52 (0–1 scale). ATM Strike: 11.00, Call: 0.04, Put: 0.25, Straddle Cost: 0.29.


Price moves may extend once a direction forms. The short-term gamma flip is near 11.80 , with intermediate positioning around 12.00 . The mid-term gamma flip remains near 13.28.