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

Analyze the complete LYV 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 LYV.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

160

Exp: 2026-03-27

Gamma Flip

153.20

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.041

Shows put vs call positioning

IV Skew

-2.13

Put–call IV difference

Max Pain Price Volatility

σ = 5.01

medium 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

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: 83%

Current DPI is 0.414(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2027-01-15 options expiry. 100% confidence

The support levels for LYV are at 153.86, 152.27, and 146.86, while the resistance levels are at 155.98, 157.57, and 162.98. The pivot point, a key reference price for traders, is at 160.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.77% 1-day move.

The expected range for the next 2 days is 151.35 — 160.30 , corresponding to +3.47% / -2.30% .

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 163.62 (5.62% above spot).

Bearish positioning points to downside pressure toward 149.60 (3.43% below spot).

Options flow strength: 0.56 (0–1 scale). ATM Strike: 155.00, Call: 1.90, Put: 1.98, Straddle Cost: 3.88.

Price moves are likely to stay range-bound. The short-term gamma flip is near 153.46 , with intermediate positioning around 153.20 . The mid-term gamma flip remains near 153.10.