WhaleQuant.io

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: 2026-03-25 (EDT)
Max Pain Price
125
Exp: 2026-04-17
Gamma Flip
108.68
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.487
Shows put vs call positioning
IV Skew
-4.03
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

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: 67%

Current DPI is 0.483(bullish). Bullish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

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. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for PCAR are at 115.49, 114.21, and 111.01, while the resistance levels are at 117.19, 118.47, and 121.67. The pivot point, a key reference price for traders, is at 125.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.26% 1-day move.


The expected range for the next 23 days is 113.68 119.28 , corresponding to +2.52% / -2.28% .

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 120.96 (3.97% above spot).

Bearish positioning points to downside pressure toward 112.22 (3.54% below spot).


Options flow strength: 0.67 (0–1 scale). ATM Strike: 115.00, Call: 4.30, Put: 2.73, Straddle Cost: 7.03.


Price moves are likely to stay range-bound. The short-term gamma flip is near 110.46 , with intermediate positioning around 108.68 . The mid-term gamma flip remains near 109.07.