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

Analyze the complete LHX 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 LHX.

Latest Data: 2026-06-26 (EDT)
Max Pain Price
300
Exp: 2026-06-26
Gamma Flip
297.71
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.571
Shows put vs call positioning
IV Skew
-2.79
Put–call IV difference
Max Pain Price Volatility
σ = 23.76
high 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

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 -0.069(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 2026-07-17 options expiry. 100% confidence

The support levels for LHX are at 286.76, 281.37, and 262.95, while the resistance levels are at 295.74, 301.13, and 319.55. The pivot point, a key reference price for traders, is at 300.00.

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

Expiry 2026-06-26 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.80.


Based on same-day expiring options (0DTE), the ATM straddle implies an 0.00% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 0.00 0.00 , corresponding to +0.00% / -0.00% .

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 0.00 (0.00% above spot).

Bearish positioning points to downside pressure toward 0.00 (0.00% below spot).


Options flow strength: 0.00 (0–1 scale). ATM Strike: 290.00, Call: 0.00, Put: 3.13, Straddle Cost: 0.00.


Price moves may extend once a direction forms. The short-term gamma flip is near 297.69 , with intermediate positioning around 297.71 . The mid-term gamma flip remains near 298.15.