■ 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 — 485 — is the max pain price.
Open interest by strike · Mon, Aug 10
■ calls (up)■ puts (down)AMD open contracts per strike for Mon, Aug 10.
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 · Mon, Aug 10
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Aug 10
— call IV— put IVATM ≈ 88.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Aug 10
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, Aug 10
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.56
-1.19
450
0.0051
0.34
-1.20
-0.44
0.54
-1.20
455
0.0051
0.34
-1.20
-0.46
0.51
-1.20
460
0.0051
0.34
-1.21
-0.49
0.49
-1.20
465
0.0051
0.34
-1.21
-0.52
0.46
-1.20
470
0.0051
0.34
-1.20
-0.54
0.44
-1.19
475
0.0051
0.34
-1.19
-0.56
0.41
-1.17
480
0.0050
0.33
-1.17
-0.59
0.39
-1.15
485
0.0050
0.33
-1.15
-0.61
0.37
-1.13
490
0.0049
0.32
-1.13
-0.64
0.34
-1.10
495
0.0048
0.32
-1.10
-0.66
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 10 strikes around the money — all 29 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
History starts accruing now: first snapshot taken 2026-07-28. We chart only days we actually observed — check back as the record builds. The measured hit-rate across all tickers lives on the accuracy ledger.
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.