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

Analyze the complete LKQ 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 LKQ.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

32.5

Exp: 2026-04-17

Gamma Flip

33.36

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.803

Shows put vs call positioning

IV Skew

-3.97

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low 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: 80%

Current DPI is -0.099(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 are moderately choppy. Price action is strongly influenced by existing options constraints. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-05-15 options expiry. 90% confidence

The support levels for LKQ are at 29.31, 29.04, and 28.15, while the resistance levels are at 29.67, 29.94, and 30.83. The pivot point, a key reference price for traders, is at 32.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.20% 1-day move.

The expected range for the next 23 days is 28.21 — 29.96 , corresponding to +1.58% / -4.33% .

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 30.17 (2.31% above spot).

Bearish positioning points to downside pressure toward 27.36 (7.24% below spot).

Options flow strength: 0.66 (0–1 scale). ATM Strike: 30.00, Call: 0.85, Put: 0.85, Straddle Cost: 1.70.

Market signals are mixed and less reliable. The short-term gamma flip is near 27.41 , with intermediate positioning around 33.36 . The mid-term gamma flip remains near 33.36.