■ 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 — 65.5 — is the max pain price.
Open interest by strike · Fri, Aug 28
■ calls (up)■ puts (down)AGQ 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 ≈ 81.5% · 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
0.62
-0.19
74
0.0380
0.05
-0.20
-0.38
0.60
-0.20
74.5
0.0385
0.05
-0.20
-0.40
0.58
-0.20
75
0.0390
0.05
-0.20
-0.42
0.56
-0.20
75.5
0.0393
0.05
-0.20
-0.44
0.55
-0.20
76
0.0395
0.05
-0.20
-0.46
0.51
-0.20
77
0.0396
0.05
-0.21
-0.50
0.47
-0.20
78
0.0393
0.05
-0.21
-0.54
0.45
-0.20
78.5
0.0390
0.05
-0.21
-0.56
0.43
-0.20
79
0.0385
0.05
-0.20
-0.57
0.40
-0.20
80
0.0375
0.05
-0.20
-0.61
0.36
-0.20
81
0.0362
0.05
-0.20
-0.64
0.35
-0.19
81.5
0.0354
0.05
-0.20
-0.66
0.33
-0.19
82
0.0346
0.05
-0.19
-0.68
0.32
-0.19
82.5
0.0338
0.04
-0.19
-0.69
0.30
-0.18
83
0.0330
0.04
-0.19
-0.70
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.