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

Analyze the complete PSKY 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 PSKY.

Latest Data: 2026-03-25 (EDT)
Max Pain Price
10.5
Exp: 2026-03-27
Gamma Flip
11.08
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.663
Shows put vs call positioning
IV Skew
-3.26
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 88%

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 -0.506(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)

The market is positioned near a structural transition zone, where options exposure may shift the prevailing trading regime. Volatility conditions remain relatively smooth. Options constraints exert a moderate influence on price behavior. Once a directional move forms, continuation appears relatively easy. Structural sensitivity is elevated around the 2026-03-27 options expiry. 100% confidence

The support levels for PSKY are at 9.13, 8.99, and 8.13, while the resistance levels are at 9.33, 9.47, and 10.33. The pivot point, a key reference price for traders, is at 10.50.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 2.68% 1-day move.


The expected range for the next 2 days is 8.92 9.62 , corresponding to +4.23% / -3.37% .

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 9.83 (6.53% above spot).

Bearish positioning points to downside pressure toward 8.77 (4.95% below spot).


Options flow strength: 0.59 (0–1 scale). ATM Strike: 9.00, Call: 0.28, Put: 0.08, Straddle Cost: 0.35.


Price moves may extend once a direction forms. The short-term gamma flip is near 9.41 , with intermediate positioning around 11.08 . The mid-term gamma flip remains near 11.07.