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

Analyze the complete PEP 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 PEP.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

160

Exp: 2026-03-27

Gamma Flip

150.66

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.700

Shows put vs call positioning

IV Skew

-0.11

Put–call IV difference

Max Pain Price Volatility

σ = 11.19

medium volatility

Confidence 75%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. 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: 100%

Current DPI is 0.059(bullish). Bullish, momentum neutral or unclear.

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 2026-06-18 options expiry. 100% confidence

The support levels for PEP are at 150.59, 148.89, and 145.41, while the resistance levels are at 152.87, 154.57, and 158.05. 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 1.13% 1-day move.

The expected range for the next 2 days is 149.53 — 155.42 , corresponding to +2.43% / -1.45% .

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 157.68 (3.92% above spot).

Bearish positioning points to downside pressure toward 148.50 (2.13% below spot).

Options flow strength: 0.61 (0–1 scale). ATM Strike: 152.50, Call: 0.80, Put: 1.62, Straddle Cost: 2.42.

Price moves are likely to stay range-bound. The short-term gamma flip is near 150.57 , with intermediate positioning around 150.66 . The mid-term gamma flip remains near 150.28.