■ 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 — 575 — is the max pain price.
Open interest by strike · Mon, Oct 19
■ calls (up)■ puts (down)AMD open contracts per strike for Mon, Oct 19.
Open-interest change · 2026-10-15 → 2026-10-16
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: 552.5 +708 · 520 +692 · 540 +603 · 522.5 +559
Volume by strike · Mon, Oct 19
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Oct 19
— call IV— put IVATM ≈ 45.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Oct 19
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, Oct 19
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.88
-0.77
500
0.0077
0.10
-0.77
-0.12
0.84
-0.95
505
0.0097
0.12
-0.95
-0.15
0.80
-1.13
510
0.0119
0.14
-1.14
-0.20
0.73
-1.31
515
0.0142
0.16
-1.32
-0.27
0.66
-1.46
520
0.0163
0.18
-1.47
-0.34
0.62
-1.51
522.5
0.0172
0.18
-1.52
-0.38
0.58
-1.55
525
0.0179
0.19
-1.55
-0.42
0.53
-1.56
527.5
0.0184
0.19
-1.56
-0.47
0.49
-1.55
530
0.0186
0.19
-1.55
-0.51
0.44
-1.51
532.5
0.0186
0.19
-1.52
-0.56
0.39
-1.46
535
0.0182
0.18
-1.46
-0.61
0.35
-1.38
537.5
0.0177
0.18
-1.38
-0.65
0.31
-1.28
540
0.0168
0.17
-1.29
-0.70
0.27
-1.17
542.5
0.0158
0.16
-1.18
-0.74
0.23
-1.06
545
0.0146
0.15
-1.06
-0.77
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 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.