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.
■ 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 — 146 — is the max pain price.
Open interest by strike · Fri, Aug 28
■ calls (up)■ puts (down)ABNB open contracts per strike for Fri, Aug 28.
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 28
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 28
— call IV— put IVATM ≈ 47.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 28
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 28
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.71
-0.14
144
0.0184
0.13
-0.14
-0.29
0.69
-0.14
145
0.0190
0.14
-0.14
-0.31
0.67
-0.14
146
0.0195
0.14
-0.15
-0.33
0.65
-0.15
147
0.0200
0.14
-0.15
-0.35
0.63
-0.15
148
0.0204
0.14
-0.15
-0.37
0.61
-0.15
149
0.0208
0.15
-0.16
-0.39
0.59
-0.16
150
0.0211
0.15
-0.16
-0.41
0.53
-0.16
152.5
0.0216
0.15
-0.16
-0.47
0.48
-0.16
155
0.0217
0.15
-0.16
-0.52
0.43
-0.16
157.5
0.0215
0.15
-0.16
-0.58
0.38
-0.15
160
0.0209
0.14
-0.15
-0.63
0.33
-0.14
162.5
0.0199
0.14
-0.14
-0.68
0.28
-0.13
165
0.0187
0.13
-0.13
-0.72
0.24
-0.12
167.5
0.0173
0.12
-0.12
-0.77
0.20
-0.11
170
0.0157
0.11
-0.11
-0.81
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 40 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.