LYB Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure
Analyze the complete LYB 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 LYB.
Near-Term Options-Derived Market Structure
BULLISH BIAS
Reflecting options positioning and volatility conditions over the coming sessions.
The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. Options Chian
On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 100%
Current DPI is 0.849(bullish). Bullish, 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 remain relatively smooth. Price action is strongly influenced by existing options constraints. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence
Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)
Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 2.19% 1-day move.
The expected range for the next 23 days is 71.52 — 79.08 , corresponding to +2.44% / -7.34% .
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 79.73 (3.29% above spot).
Bearish positioning points to downside pressure toward 68.64 (11.08% below spot).
Options flow strength: 0.95 (0–1 scale). ATM Strike: 77.50, Call: 4.05, Put: 4.05, Straddle Cost: 8.10.
Price moves are likely to stay range-bound. The short-term gamma flip is near 75.09 , with intermediate positioning around 74.63 . The mid-term gamma flip remains near 73.82.