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 — 110 — is the max pain price.
Open interest by strike · Fri, Aug 21
■ calls (up)■ puts (down)ABVX open contracts per strike for Fri, Aug 21.
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 21
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 21
— call IV— put IVATM ≈ 67.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 21
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 21
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.90
-0.09
100
0.0076
0.05
-0.09
-0.10
0.86
-0.11
105
0.0103
0.07
-0.11
-0.14
0.80
-0.14
110
0.0135
0.09
-0.14
-0.20
0.72
-0.16
115
0.0165
0.10
-0.16
-0.28
0.70
-0.17
116
0.0171
0.10
-0.17
-0.30
0.63
-0.18
120
0.0187
0.11
-0.18
-0.38
0.61
-0.18
121
0.0190
0.12
-0.19
-0.40
0.55
-0.19
124
0.0194
0.12
-0.19
-0.45
0.53
-0.19
125
0.0194
0.12
-0.20
-0.47
0.51
-0.19
126
0.0194
0.12
-0.20
-0.49
0.47
-0.20
128
0.0192
0.12
-0.20
-0.53
0.46
-0.20
129
0.0191
0.12
-0.20
-0.55
0.44
-0.20
130
0.0188
0.12
-0.20
-0.57
0.42
-0.19
131
0.0186
0.12
-0.20
-0.58
0.40
-0.19
132
0.0183
0.12
-0.20
-0.60
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 49 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.