■ 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 — 502.5 — is the max pain price.
Open interest by strike · Mon, Sep 14
■ calls (up)■ puts (down)AMD open contracts per strike for Mon, Sep 14.
Open-interest change · 2026-09-10 → 2026-09-11
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 515 +1K · 505 +1K · 490 +1K · 540 +442
Volume by strike · Mon, Sep 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 14
— call IV— put IVATM ≈ 32.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 14
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 · Mon, Sep 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.88
-0.53
497.5
0.0122
0.10
-0.53
-0.12
0.85
-0.63
500
0.0144
0.11
-0.63
-0.15
0.81
-0.74
502.5
0.0168
0.13
-0.74
-0.19
0.77
-0.85
505
0.0191
0.14
-0.85
-0.23
0.71
-0.95
507.5
0.0213
0.16
-0.95
-0.28
0.66
-1.03
510
0.0231
0.17
-1.03
-0.34
0.60
-1.09
512.5
0.0246
0.18
-1.10
-0.40
0.54
-1.13
515
0.0254
0.19
-1.13
-0.46
0.47
-1.12
517.5
0.0256
0.19
-1.13
-0.53
0.41
-1.09
520
0.0251
0.18
-1.09
-0.59
0.35
-1.02
522.5
0.0239
0.17
-1.03
-0.65
0.29
-0.93
525
0.0222
0.16
-0.94
-0.71
0.24
-0.83
527.5
0.0202
0.15
-0.83
-0.76
0.20
-0.71
530
0.0178
0.13
-0.72
-0.81
0.16
-0.60
532.5
0.0154
0.11
-0.60
-0.84
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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.