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

Analyze the complete NSC 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 NSC.

Latest Data: 2026-03-25 (EDT)
Max Pain Price
320
Exp: 2026-03-27
Gamma Flip
302.73
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.105
Shows put vs call positioning
IV Skew
-7.26
Put–call IV difference
Max Pain Price Volatility
σ = 14.26
high 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: 50%

Current DPI is -0.496(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for NSC are at 280.37, 277.00, and 270.19, while the resistance levels are at 284.85, 288.22, and 295.03. The pivot point, a key reference price for traders, is at 320.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.28% 1-day move.


The expected range for the next 2 days is 278.98 299.89 , corresponding to +6.11% / -1.29% .

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 315.58 (11.67% above spot).

Bearish positioning points to downside pressure toward 277.48 (1.82% below spot).


Options flow strength: 0.38 (0–1 scale). ATM Strike: 285.00, Call: 2.55, Put: 2.55, Straddle Cost: 5.10.


Price moves may extend once a direction forms. The short-term gamma flip is near 303.29 , with intermediate positioning around 302.73 . The mid-term gamma flip remains near 299.33.