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

Analyze the complete PNR 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 PNR.

Latest Data: 2026-08-28 (EDT)

Max Pain Price

67.5

Exp: 2026-09-18

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.630

Shows put vs call positioning

IV Skew

-5.87

Put–call IV difference

Max Pain Price Volatility

σ = 15.49

high volatility

Confidence 50%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options data shows a moderate bullish tilt. There is some directional support, though momentum remains limited. 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: 60%

Current DPI is -0.274(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 moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-09-18 options expiry. 100% confidence

The support levels for PNR are at 61.07, 60.36, and 57.72, while the resistance levels are at 62.27, 62.98, and 65.62. The pivot point, a key reference price for traders, is at 67.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 21)

Based on the latest options positioning (DTE 21), the ATM straddle implies a standardized 1.11% 1-day move.

The expected range for the next 21 days is 58.87 — 63.89 , corresponding to +3.60% / -4.53% .

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 65.34 (5.95% above spot).

Bearish positioning points to downside pressure toward 56.97 (7.62% below spot).

Options flow strength: 0.67 (0–1 scale). ATM Strike: 62.50, Call: 0.88, Put: 2.25, Straddle Cost: 3.12.

Market signals are mixed and less reliable. No short-term gamma flip is observed . The mid-term gamma flip remains near 58.40.