■ 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 — 420 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)AMD open contracts per strike for Fri, Sep 18.
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: 100 +3K · 475 −3K · 510 +1K · 350 +875
Volume by strike · Fri, Sep 18
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 18
— call IV— put IVATM ≈ 47.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 18
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 18
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.97
-0.19
450
0.0019
0.06
-0.19
-0.03
0.94
-0.28
460
0.0029
0.08
-0.28
-0.06
0.91
-0.41
470
0.0043
0.12
-0.41
-0.09
0.86
-0.57
480
0.0061
0.16
-0.57
-0.14
0.79
-0.74
490
0.0081
0.21
-0.74
-0.21
0.70
-0.89
500
0.0100
0.25
-0.89
-0.30
0.59
-0.99
510
0.0112
0.28
-0.99
-0.41
0.47
-1.00
520
0.0116
0.28
-1.01
-0.53
0.36
-0.94
530
0.0109
0.27
-0.95
-0.64
0.26
-0.81
540
0.0095
0.23
-0.82
-0.74
0.18
-0.65
550
0.0077
0.19
-0.66
-0.82
0.12
-0.50
560
0.0058
0.15
-0.50
-0.88
0.05
-0.25
580
0.0030
0.08
-0.25
-0.95
0.02
-0.12
600
0.0014
0.04
-0.11
-0.98
0.01
-0.06
620
0.0007
0.02
-0.05
-0.99
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.