Max pain // Cboe delayed data · as of Aug 5, 10:49 PM ET

ADBE max pain

Spot (delayed)$250.75
Max pain · Fri, Aug 7$245-2.3% vs spot
Expected move (ATM straddle)±$12.35±4.9% by Fri, Aug 7
Put/Call OI0.6818K puts / 26K calls
Call wall$265largest call OI
Put wall$250largest put OI
IV3049.2%30-day implied vol
Net GEX+$17.6Mper 1% move · flip ≈ $225
Earnings · expectedThu, Sep 10usually after the close

Event risk before this expiration: Jobs report Fri, Aug 7 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Fri, Aug 7$245-2.3%2d
Fri, Aug 14$240-4.3%9d
Fri, Aug 21$225-10.3%16d
Fri, Aug 28$230-8.3%23d
Fri, Sep 4$240-4.3%30d
Fri, Sep 11$260+3.7%37d← 1st expiry after earnings (Thu, Sep 10)
Fri, Sep 18$240-4.3%44d
Fri, Oct 16$230-8.3%72d

The writer-loss curve — where max pain comes from

spot245130170210250290330$185M$0
■ 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 — 245 — is the max pain price.

Open interest by strike · Fri, Aug 7

spot245130185222.5245267.52904K4K
■ calls (up)■ puts (down)ADBE 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

spot245130185222.5245267.52901K1K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 7

spot150186222258294330240%48%
— call IV— put IVATM ≈ 63.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 7

spotflip 225185217.5235252.5270287.5+$6.7M$6.7M
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 ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.98-0.11232.50.00380.01-0.11-0.02
0.97-0.152350.00500.01-0.15-0.03
0.96-0.21237.50.00670.02-0.21-0.04
0.94-0.282400.00900.02-0.29-0.06
0.92-0.39242.50.01190.03-0.39-0.08
0.89-0.532450.01540.04-0.53-0.11
0.84-0.70247.50.01940.05-0.70-0.16
0.79-0.902500.02360.06-0.90-0.21
0.72-1.09252.50.02740.06-1.09-0.28
0.65-1.262550.03040.07-1.26-0.35
0.57-1.37257.50.03220.08-1.37-0.43
0.49-1.412600.03240.08-1.41-0.51
0.41-1.37262.50.03140.07-1.38-0.59
0.34-1.272650.02920.07-1.28-0.66
0.28-1.13267.50.02620.06-1.14-0.73

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 52 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot130205242.5277.53154206K0
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.

All expirations combined — total open interest

spot115190257.533543055025K25K
■ calls (up)■ puts (down)Every expiration combined: 455K call contracts, 226K put contracts open.

Reading this honestly

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.

Keep going: ADBE workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk