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

Analyze the complete LII 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 LII.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

390

Exp: 2026-10-16

Gamma Flip

389.54

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.618

Shows put vs call positioning

IV Skew

-3.41

Put–call IV difference

Max Pain Price Volatility

σ = 68.38

high 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 -0.625(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 are moderately choppy. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-12-18 options expiry. 90% confidence

The support levels for LII are at 353.40, 345.17, and 316.25, while the resistance levels are at 367.52, 375.75, and 404.67. The pivot point, a key reference price for traders, is at 390.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 15)

Based on the latest options positioning (DTE 15), the ATM straddle implies a standardized 1.36% 1-day move.

The expected range for the next 15 days is 354.43 — 387.86 , corresponding to +7.60% / -1.67% .

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 408.79 (13.41% above spot).

Bearish positioning points to downside pressure toward 351.67 (2.44% below spot).

Options flow strength: 0.59 (0–1 scale). ATM Strike: 360.00, Call: 9.55, Put: 9.50, Straddle Cost: 19.05.

Price moves may extend once a direction forms. The short-term gamma flip is near 390.70 , with intermediate positioning around 389.54 . The mid-term gamma flip remains near 401.70.