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: 2026-08-17 (EDT)

Max Pain Price

430

Exp: 2026-08-21

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.833

Shows put vs call positioning

IV Skew

-4.60

Put–call IV difference

Max Pain Price Volatility

σ = 59.49

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: 67%

Current DPI is -0.526(bearish). Bearish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-08-21 options expiry. 90% confidence

The support levels for LII are at 407.16, 396.70, and 343.14, while the resistance levels are at 425.10, 435.56, and 489.12. The pivot point, a key reference price for traders, is at 430.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)

Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 1.68% 1-day move.

The expected range for the next 4 days is 407.25 — 491.19 , corresponding to +18.04% / -2.13% .

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 549.20 (31.98% above spot).

Bearish positioning points to downside pressure toward 403.17 (3.11% below spot).

Options flow strength: 0.63 (0–1 scale). ATM Strike: 420.00, Call: 5.40, Put: 8.55, Straddle Cost: 13.95.

Market signals are mixed and less reliable. The short-term gamma flip is near 424.06 .