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 — 103 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)ABT 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 ≈ 41.1% · 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
0.99
-0.01
99
0.0094
0.00
-0.01
-0.01
0.97
-0.03
100
0.0191
0.01
-0.03
-0.03
0.95
-0.05
101
0.0350
0.01
-0.05
-0.05
0.91
-0.10
102
0.0578
0.01
-0.10
-0.09
0.84
-0.16
103
0.0871
0.02
-0.16
-0.16
0.75
-0.22
104
0.1210
0.03
-0.22
-0.26
0.61
-0.28
105
0.1497
0.03
-0.28
-0.39
0.46
-0.29
106
0.1563
0.03
-0.29
-0.54
0.32
-0.25
107
0.1375
0.03
-0.26
-0.69
0.20
-0.18
108
0.1060
0.02
-0.18
-0.81
0.12
-0.11
109
0.0728
0.02
-0.11
-0.89
0.07
-0.07
110
0.0462
0.01
-0.06
-0.94
0.04
-0.04
111
0.0284
0.01
-0.04
-0.97
0.02
-0.02
112
0.0170
0.00
-0.02
-0.99
0.01
-0.01
113
0.0099
0.00
-0.02
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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.