■ 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 — 68 — is the max pain price.
Open interest by strike · Fri, Sep 11
■ calls (up)■ puts (down)AGQ open contracts per strike for Fri, Sep 11.
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, Sep 11
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 11
— call IV— put IVATM ≈ 79.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 11
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, Sep 11
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.64
-0.12
73
0.0247
0.07
-0.12
-0.37
0.61
-0.12
74
0.0252
0.07
-0.12
-0.39
0.59
-0.13
75
0.0255
0.08
-0.13
-0.42
0.56
-0.13
76
0.0257
0.08
-0.13
-0.45
0.54
-0.13
77
0.0258
0.08
-0.13
-0.47
0.53
-0.13
77.5
0.0258
0.08
-0.13
-0.48
0.51
-0.13
78
0.0257
0.08
-0.13
-0.50
0.50
-0.13
78.5
0.0257
0.08
-0.13
-0.51
0.49
-0.13
79
0.0256
0.08
-0.13
-0.52
0.46
-0.13
80
0.0253
0.08
-0.13
-0.55
0.44
-0.13
81
0.0249
0.08
-0.13
-0.57
0.42
-0.13
82
0.0245
0.08
-0.13
-0.59
0.41
-0.13
82.5
0.0243
0.08
-0.13
-0.60
0.40
-0.13
83
0.0240
0.08
-0.13
-0.61
0.39
-0.13
83.5
0.0237
0.07
-0.13
-0.62
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.