■ 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 — 510 — is the max pain price.
Open interest by strike · Wed, Sep 23
■ calls (up)■ puts (down)AMD open contracts per strike for Wed, Sep 23.
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: 510 +129 · 507.5 +31 · 480 +29 · 600 +29
Volume by strike · Wed, Sep 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Wed, Sep 23
— call IV— put IVATM ≈ 45.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Wed, Sep 23
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 · Wed, Sep 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.69
-0.66
497.5
0.0080
0.33
-0.66
-0.31
0.67
-0.68
500
0.0082
0.34
-0.68
-0.34
0.65
-0.69
502.5
0.0084
0.35
-0.69
-0.36
0.62
-0.70
505
0.0086
0.36
-0.71
-0.38
0.60
-0.71
507.5
0.0088
0.36
-0.72
-0.40
0.58
-0.72
510
0.0089
0.37
-0.73
-0.42
0.56
-0.73
512.5
0.0090
0.37
-0.73
-0.45
0.53
-0.73
515
0.0091
0.37
-0.74
-0.47
0.51
-0.74
517.5
0.0091
0.37
-0.74
-0.49
0.49
-0.74
520
0.0091
0.37
-0.74
-0.51
0.47
-0.73
522.5
0.0091
0.37
-0.74
-0.54
0.44
-0.73
525
0.0090
0.37
-0.73
-0.56
0.40
-0.71
530
0.0088
0.36
-0.72
-0.60
0.38
-0.70
532.5
0.0087
0.36
-0.71
-0.62
0.36
-0.69
535
0.0085
0.35
-0.69
-0.64
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 56 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.