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

Analyze the complete SYK 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 SYK.

Latest Data: 2026-03-25 (EDT)
Max Pain Price
350
Exp: 2026-04-17
Gamma Flip
337.27
Gamma Flip (≈60 days)
Put/Call OI Ratio
0.895
Shows put vs call positioning
IV Skew
-1.67
Put–call IV difference
Max Pain Price Volatility
σ = 13.20
high volatility
Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. 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 -0.65(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 elevated, implying wider and less stable price swings. 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 SYK are at 324.37, 319.46, and 305.74, while the resistance levels are at 330.93, 335.84, and 349.56. The pivot point, a key reference price for traders, is at 350.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 23)

Based on the latest options positioning (DTE 23), the ATM straddle implies a standardized 1.17% 1-day move.


The expected range for the next 23 days is 318.31 341.58 , corresponding to +4.25% / -2.85% .

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 350.12 (6.86% above spot).

Bearish positioning points to downside pressure toward 313.06 (4.45% below spot).


Options flow strength: 0.76 (0–1 scale). ATM Strike: 330.00, Call: 7.65, Put: 10.75, Straddle Cost: 18.40.


Price moves may extend once a direction forms. The short-term gamma flip is near 337.49 , with intermediate positioning around 337.27 . The mid-term gamma flip remains near 342.19.