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

Analyze the complete PG 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 PG.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

152.5

Exp: 2026-03-27

Gamma Flip

144.33

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.849

Shows put vs call positioning

IV Skew

1.60

Put–call IV difference

Max Pain Price Volatility

σ = 13.14

high 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

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 -0.454(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)

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 continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-04-17 options expiry. 100% confidence

The support levels for PG are at 143.18, 142.07, and 139.82, while the resistance levels are at 144.66, 145.77, and 148.02. The pivot point, a key reference price for traders, is at 152.50.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 1.13% 1-day move.

The expected range for the next 2 days is 141.91 — 145.67 , corresponding to +1.21% / -1.40% .

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 146.35 (1.69% above spot).

Bearish positioning points to downside pressure toward 141.02 (2.01% below spot).

Options flow strength: 0.66 (0–1 scale). ATM Strike: 144.00, Call: 1.12, Put: 1.18, Straddle Cost: 2.30.

Price moves may extend once a direction forms. The short-term gamma flip is near 144.32 , with intermediate positioning around 144.33 . The mid-term gamma flip remains near 144.48.