■ 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 — 75 — is the max pain price.
Open interest by strike · Fri, Aug 28
■ calls (up)■ puts (down)ACMR open contracts per strike for Fri, Aug 28.
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 28
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 28
— call IV— put IVATM ≈ 85.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 28
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 28
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.83
-0.13
70
0.0168
0.04
-0.13
-0.17
0.79
-0.15
72
0.0195
0.05
-0.15
-0.21
0.77
-0.15
73
0.0208
0.05
-0.15
-0.23
0.73
-0.17
75
0.0234
0.05
-0.17
-0.27
0.68
-0.18
77
0.0255
0.06
-0.18
-0.33
0.59
-0.19
80
0.0278
0.06
-0.19
-0.41
0.56
-0.19
81
0.0283
0.06
-0.20
-0.44
0.54
-0.20
82
0.0285
0.06
-0.20
-0.47
0.45
-0.20
85
0.0283
0.06
-0.20
-0.55
0.33
-0.18
90
0.0253
0.06
-0.18
-0.67
0.29
-0.17
92
0.0236
0.06
-0.17
-0.71
0.25
-0.17
94
0.0217
0.05
-0.17
-0.75
0.24
-0.16
95
0.0208
0.05
-0.16
-0.77
0.22
-0.15
96
0.0199
0.05
-0.16
-0.78
0.19
-0.14
98
0.0181
0.04
-0.15
-0.81
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.