Event risk before this expiration:Jobs report Fri, Aug 7 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.
■ put-side pain■ call-side painTotal payout option writers would owe at each settle price (both sides, all open interest, ×100 shares) — low settles hurt put writers, high settles hurt call writers. The minimum — 145 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)ABNB open contracts per strike for Fri, Aug 7.
Open-interest change — building vs unwinding
Needs two observed snapshot days for this expiration — the comparison appears automatically once the next weekday snapshot lands. We diff real observations only; nothing is estimated.
Volume by strike · Fri, Aug 7
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 7
— call IV— put IVATM ≈ 119.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 7
Net dealer gamma per strike, in dollars per 1% move, assuming the standard convention (dealers long calls, short puts) — an assumption, not an observation. Above the amber flip level hedging tends to dampen moves; below it, to amplify them.
Greeks by strike · Fri, Aug 7
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.76
-1.11
144
0.0232
0.04
-1.11
-0.24
0.73
-1.20
145
0.0244
0.04
-1.20
-0.27
0.70
-1.27
146
0.0255
0.04
-1.28
-0.29
0.68
-1.35
147
0.0265
0.04
-1.35
-0.32
0.65
-1.41
148
0.0274
0.04
-1.41
-0.35
0.62
-1.46
149
0.0281
0.04
-1.46
-0.38
0.59
-1.50
150
0.0286
0.04
-1.50
-0.41
0.52
-1.55
152.5
0.0295
0.04
-1.55
-0.48
0.45
-1.52
155
0.0294
0.04
-1.52
-0.56
0.38
-1.42
157.5
0.0284
0.04
-1.43
-0.63
0.31
-1.26
160
0.0265
0.04
-1.27
-0.69
0.25
-1.07
162.5
0.0239
0.04
-1.07
-0.76
0.19
-0.86
165
0.0209
0.03
-0.87
-0.81
0.15
-0.67
167.5
0.0176
0.03
-0.68
-0.86
0.11
-0.51
170
0.0144
0.02
-0.51
-0.89
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 54 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.
Stacked — layer the expirations
Call open interest per strike, stacked across the checked expirations — each color is one expiry. Strikes are pruned to the liquid center of each chain.
Max pain is arithmetic, not prophecy: the settle price that would minimize what option writers pay out at expiration, computed from open interest alone. Prices sometimes gravitate toward heavy strikes into expiry — dealer hedging is a real flow — but the evidence that max pain predicts settlement better than chance is mixed, and we are not going to pretend otherwise. Use it as a map of where positioning is stacked, next to the fundamentals and the earnings calendar, not as a target.
Data: Cboe delayed public feed (~15 minutes), refreshed here about every 15 minutes. Open interest itself updates once daily, before the open. Educational information, not investment advice.