WhaleQuant.io

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

Analyze the complete PANW 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 PANW.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
180
Exp: 2026-02-06
Gamma Flip
183.05
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.938
Shows put vs call positioning
IV Skew
-3.94
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: 60%

Current DPI is -0.659(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. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-02-20 options expiry. 100% confidence

The support levels for PANW are at 157.51, 154.81, and 143.70, while the resistance levels are at 161.13, 163.83, and 174.94. The pivot point, a key reference price for traders, is at 180.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 1.61% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 157.12 174.70 , corresponding to +9.65% / -1.38% .

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 186.41 (17.00% above spot).

Bearish positioning points to downside pressure toward 156.48 (1.78% below spot).


Options flow strength: 0.60 (0–1 scale). ATM Strike: 160.00, Call: 0.11, Put: 2.46, Straddle Cost: 2.57.


Price moves may extend once a direction forms. The short-term gamma flip is near 182.43 , with intermediate positioning around 183.05 . The mid-term gamma flip remains near 182.92.