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

Analyze the complete PGR 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 PGR.

Latest Data: 2026-07-15 (EDT)

Max Pain Price

220

Exp: 2026-07-17

Gamma Flip

212.82

Gamma Flip (≈60 days)

Put/Call OI Ratio

1.063

Shows put vs call positioning

IV Skew

-2.91

Put–call IV difference

Max Pain Price Volatility

σ = 7.43

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

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 -0.516(strong-bearish). Bearish, momentum neutral or unclear.

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 are moderately choppy. Price action is strongly influenced by existing options constraints. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-07-17 options expiry. 90% confidence

The support levels for PGR are at 203.80, 201.66, and 194.60, while the resistance levels are at 206.64, 208.78, and 215.84. The pivot point, a key reference price for traders, is at 220.00.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.26% 1-day move.

The expected range for the next 2 days is 196.31 — 211.56 , corresponding to +3.09% / -4.34% .

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 214.59 (4.56% above spot).

Bearish positioning points to downside pressure toward 191.24 (6.81% below spot).

Options flow strength: 0.65 (0–1 scale). ATM Strike: 205.00, Call: 5.75, Put: 0.80, Straddle Cost: 6.55.

Price moves may extend once a direction forms. The short-term gamma flip is near 218.76 , with intermediate positioning around 212.82 . The mid-term gamma flip remains near 218.45.