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

Analyze the complete SOC 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 SOC.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

17.5

Exp: 2026-03-27

Gamma Flip

12.52

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.030

Shows put vs call positioning

IV Skew

1.45

Put–call IV difference

Max Pain Price Volatility

σ = 9.35

medium volatility

Confidence 52%

Near-Term Options-Derived Market Structure

BEARISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a moderate bearish bias. Downside factors are present but not dominant. 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: 67%

Current DPI is 0.878(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 positioning suggests a structurally constrained trading environment, where price movements are more likely to stall or mean-revert rather than extend. Volatility conditions are moderately choppy. Price action is strongly influenced by existing options constraints. 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 SOC are at 17.37, 16.90, and 13.90, while the resistance levels are at 18.01, 18.48, and 21.48. The pivot point, a key reference price for traders, is at 17.50.

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

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 4.80% 1-day move.

The expected range for the next 2 days is 16.61 — 18.11 , corresponding to +2.39% / -6.12% .

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 18.09 (2.29% above spot).

Bearish positioning points to downside pressure toward 16.14 (8.77% below spot).

Options flow strength: 0.73 (0–1 scale). ATM Strike: 17.50, Call: 0.65, Put: 0.55, Straddle Cost: 1.20.

Price moves are likely to stay range-bound. The short-term gamma flip is near 12.65 , with intermediate positioning around 12.52 . The mid-term gamma flip remains near 12.52.