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 — 125 — is the max pain price.
Open interest by strike · Fri, Aug 14
■ calls (up)■ puts (down)ABVX open contracts per strike for Fri, Aug 14.
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 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 14
— call IV— put IVATM ≈ 65.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 14
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 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.83
-0.15
110
0.0145
0.06
-0.15
-0.17
0.75
-0.19
115
0.0192
0.08
-0.19
-0.26
0.68
-0.21
118
0.0217
0.09
-0.21
-0.32
0.64
-0.22
120
0.0229
0.09
-0.22
-0.36
0.61
-0.22
121
0.0233
0.09
-0.22
-0.39
0.59
-0.23
122
0.0237
0.10
-0.23
-0.41
0.56
-0.23
123
0.0239
0.10
-0.23
-0.44
0.52
-0.23
125
0.0240
0.10
-0.23
-0.49
0.49
-0.23
126
0.0240
0.10
-0.24
-0.51
0.47
-0.23
127
0.0238
0.10
-0.24
-0.53
0.45
-0.23
128
0.0235
0.10
-0.24
-0.56
0.40
-0.23
130
0.0228
0.10
-0.23
-0.60
0.38
-0.23
131
0.0223
0.09
-0.23
-0.62
0.35
-0.23
133
0.0212
0.09
-0.23
-0.66
0.33
-0.22
134
0.0206
0.09
-0.22
-0.68
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 48 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.