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

Analyze the complete PCAR 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 PCAR.

Latest Data: 2026-10-13 (EDT)

Max Pain Price

110

Exp: 2026-10-16

Gamma Flip

128.31

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.276

Shows put vs call positioning

IV Skew

1.80

Put–call IV difference

Max Pain Price Volatility

σ = 10.26

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

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.709(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)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions remain relatively smooth. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-10-16 options expiry. 90% confidence

The support levels for PCAR are at 107.39, 106.50, and 104.42, while the resistance levels are at 108.57, 109.46, and 111.54. The pivot point, a key reference price for traders, is at 110.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 3)

Based on the latest options positioning (DTE 3), the ATM straddle implies a standardized 1.72% 1-day move.

The expected range for the next 3 days is 103.60 — 114.71 , corresponding to +6.23% / -4.05% .

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 119.45 (10.63% above spot).

Bearish positioning points to downside pressure toward 100.82 (6.63% below spot).

Options flow strength: 0.60 (0–1 scale). ATM Strike: 110.00, Call: 0.40, Put: 2.83, Straddle Cost: 3.23.

Price moves may extend once a direction forms. The short-term gamma flip is near 126.98 , with intermediate positioning around 128.31 . The mid-term gamma flip remains near 128.14.