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 — 104 — is the max pain price.
Open interest by strike · Fri, Sep 4
■ calls (up)■ puts (down)ABT 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 ≈ 28.8% · 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
0.80
-0.04
99
0.0306
0.09
-0.04
-0.20
0.77
-0.04
100
0.0338
0.09
-0.05
-0.23
0.73
-0.05
101
0.0368
0.10
-0.05
-0.27
0.69
-0.05
102
0.0397
0.11
-0.05
-0.31
0.65
-0.05
103
0.0421
0.11
-0.05
-0.35
0.61
-0.06
104
0.0441
0.12
-0.06
-0.39
0.57
-0.06
105
0.0456
0.12
-0.06
-0.44
0.52
-0.06
106
0.0464
0.12
-0.06
-0.49
0.47
-0.06
107
0.0466
0.12
-0.06
-0.53
0.43
-0.06
108
0.0462
0.12
-0.06
-0.58
0.38
-0.05
109
0.0451
0.12
-0.06
-0.63
0.34
-0.05
110
0.0435
0.11
-0.05
-0.67
0.30
-0.05
111
0.0413
0.11
-0.05
-0.71
0.26
-0.04
112
0.0387
0.10
-0.05
-0.76
0.23
-0.04
113
0.0358
0.09
-0.04
-0.79
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 27 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.