Event risk before this expiration:Jobs report Fri, Aug 7 · CPI release Wed, Aug 12 · Jobs report Fri, Sep 4 — 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 — 147 — is the max pain price.
Open interest by strike · Fri, Sep 4
■ calls (up)■ puts (down)ABNB open contracts per strike for Fri, Sep 4.
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, Sep 4
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 4
— call IV— put IVATM ≈ 46.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 4
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, Sep 4
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.76
-0.10
141
0.0158
0.14
-0.10
-0.24
0.74
-0.10
142
0.0164
0.14
-0.11
-0.26
0.72
-0.11
143
0.0170
0.15
-0.11
-0.28
0.67
-0.12
146
0.0185
0.16
-0.12
-0.34
0.65
-0.12
147
0.0189
0.16
-0.12
-0.35
0.63
-0.12
148
0.0193
0.17
-0.12
-0.37
0.59
-0.13
150
0.0199
0.17
-0.13
-0.41
0.54
-0.13
152.5
0.0204
0.17
-0.13
-0.47
0.49
-0.13
155
0.0206
0.17
-0.13
-0.52
0.44
-0.13
157.5
0.0204
0.17
-0.13
-0.57
0.39
-0.12
160
0.0198
0.17
-0.12
-0.62
0.34
-0.12
162.5
0.0191
0.16
-0.12
-0.67
0.30
-0.11
165
0.0180
0.15
-0.11
-0.71
0.22
-0.09
170
0.0155
0.13
-0.10
-0.79
0.19
-0.09
172.5
0.0141
0.12
-0.09
-0.82
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 30 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.