Max pain // Cboe delayed data · as of Aug 5, 10:10 PM ET

ABNB max pain

Spot (delayed)$153.62
Max pain · Fri, Aug 21$141-8.2% vs spot
Expected move (ATM straddle)±$13.5±8.8% by Fri, Aug 21
Put/Call OI0.377K puts / 19K calls
Call wall$155largest call OI
Put wall$120largest put OI
IV3044.1%30-day implied vol
Net GEX+$7.3Mper 1% move · flip ≈ $100
Earnings · expectedWed, Aug 5usually after the close

Event risk before this expiration: Jobs report Fri, Aug 7 · CPI release Wed, Aug 12 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Fri, Aug 7$145-5.6%2d← 1st expiry after earnings (Wed, Aug 5)
Fri, Aug 14$145-5.6%9d
Fri, Aug 21$141-8.2%16d
Fri, Aug 28$146-5.0%23d
Fri, Sep 4$147-4.3%30d
Fri, Sep 11$147-4.3%37d
Fri, Sep 18$135-12.1%44d
Fri, Oct 16$145-5.6%72d

The writer-loss curve — where max pain comes from

spot14175102129156183210$100M$0
■ 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 — 141 — is the max pain price.

Open interest by strike · Fri, Aug 21

spot141751201361451601908K8K
■ calls (up)■ puts (down)ABNB open contracts per strike for Fri, Aug 21.

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 21

spot14175120136145160190162162
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 21

spot75102129156183210181%46%
— call IV— put IVATM ≈ 52.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 21

spotflip 10075120136145160190+$4.2M$4.2M
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 21

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.72-0.181440.01980.11-0.18-0.28
0.70-0.181450.02050.11-0.18-0.30
0.68-0.191460.02120.11-0.19-0.32
0.66-0.191470.02180.12-0.20-0.34
0.64-0.201480.02230.12-0.20-0.37
0.61-0.201490.02280.12-0.20-0.39
0.59-0.201500.02310.12-0.21-0.41
0.53-0.21152.50.02370.13-0.21-0.47
0.47-0.211550.02380.13-0.21-0.53
0.41-0.20157.50.02340.13-0.20-0.59
0.36-0.191600.02260.12-0.19-0.65
0.30-0.18162.50.02130.11-0.18-0.70
0.25-0.161650.01970.10-0.16-0.75
0.21-0.14167.50.01780.09-0.14-0.80
0.17-0.131700.01570.08-0.13-0.84

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 49 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot80122133143157.5182.58K0
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.

All expirations combined — total open interest

spot55115131143162.519516K16K
■ calls (up)■ puts (down)Every expiration combined: 108K call contracts, 99K put contracts open.

Reading this honestly

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.

Keep going: ABNB workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk