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

Analyze the complete LVS 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 LVS.

Latest Data: 2026-10-01 (EDT)

Max Pain Price

38.5

Exp: 2026-10-02

Gamma Flip

39.77

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.815

Shows put vs call positioning

IV Skew

-2.39

Put–call IV difference

Max Pain Price Volatility

σ = 6.01

medium volatility

Confidence 38%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

A slight bullish tilt is present, but the overall setup remains largely neutral with limited directional reliability. 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 -0.555(bearish). Bearish, 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 remain relatively smooth. Options constraints exert a moderate influence on price behavior. 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 LVS are at 36.48, 36.16, and 35.29, while the resistance levels are at 36.90, 37.22, and 38.09. The pivot point, a key reference price for traders, is at 38.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 1)

Expiry 2026-10-02 (DTE 1): Pinning structure with suppressed volatility. Option flow bias is neutral (0.00), pin strength 0.70.

Based on the latest options positioning (DTE 1), the ATM straddle implies a standardized 1.96% 1-day move.

The expected range for the next 1 days is 36.11 — 39.28 , corresponding to +7.07% / -1.58% .

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 41.31 (12.58% above spot).

Bearish positioning points to downside pressure toward 35.96 (1.99% below spot).

Options flow strength: 0.49 (0–1 scale). ATM Strike: 36.50, Call: 0.44, Put: 0.28, Straddle Cost: 0.72.

Price moves may extend once a direction forms. The short-term gamma flip is near 39.77 , with intermediate positioning around 39.77 . The mid-term gamma flip remains near 38.72.