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

Analyze the complete LEN 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 LEN.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

Exp: 2026-03-27

Gamma Flip

94.90

Gamma Flip (≈60 days)

Put/Call OI Ratio

2.427

Shows put vs call positioning

IV Skew

0.04

Put–call IV difference

Max Pain Price Volatility

σ = 9.63

medium volatility

Confidence 88%

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: 60%

Current DPI is -0.574(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..

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 are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-04-10 options expiry. 90% confidence

The support levels for LEN are at 91.44, 90.30, and 85.89, while the resistance levels are at 92.94, 94.08, and 98.49. The pivot point, a key reference price for traders, is at 94.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.03% 1-day move.

The expected range for the next 2 days is 89.25 — 97.19 , corresponding to +5.43% / -3.19% .

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 100.45 (8.95% above spot).

Bearish positioning points to downside pressure toward 87.69 (4.88% below spot).

Options flow strength: 0.62 (0–1 scale). ATM Strike: 92.00, Call: 1.38, Put: 1.27, Straddle Cost: 2.65.

Price moves may extend once a direction forms. The short-term gamma flip is near 94.74 , with intermediate positioning around 94.90 . The mid-term gamma flip remains near 95.42.