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

Analyze the complete PFE 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 PFE.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

26.5

Exp: 2026-03-27

Gamma Flip

26.18

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.820

Shows put vs call positioning

IV Skew

3.65

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: 100%

Current DPI is 0.532(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 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 PFE are at 27.10, 26.83, and 26.21, while the resistance levels are at 27.46, 27.73, and 28.35. The pivot point, a key reference price for traders, is at 26.50.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.27% 1-day move.

The expected range for the next 2 days is 26.51 — 27.60 , corresponding to +1.18% / -2.82% .

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 27.71 (1.56% above spot).

Bearish positioning points to downside pressure toward 26.07 (4.43% below spot).

Options flow strength: 0.71 (0–1 scale). ATM Strike: 27.50, Call: 0.15, Put: 0.34, Straddle Cost: 0.49.

Price moves are likely to stay range-bound. The short-term gamma flip is near 26.21 , with intermediate positioning around 26.18 . The mid-term gamma flip remains near 26.17.