Max pain // Cboe delayed data · as of Sep 12, 3:44 AM ET

AMD max pain

Spot (delayed)$515.78
Max pain · Fri, Oct 9$490-5.0% vs spot
Expected move (ATM straddle)±$55.63±10.8% by Fri, Oct 9
Put/Call OI2.2817K puts / 8K calls
Call wall$490largest call OI
Put wall$310largest put OI
IV3048.4%30-day implied vol
Net GEX+$4.7Mper 1% move · flip ≈ $505
Earnings · expectedTue, Nov 3usually after the close

Event risk before this expiration: FOMC decision Wed, Sep 16 · Jobs report Fri, Oct 2 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Mon, Sep 14$502.5-2.6%3d
Wed, Sep 16$495-4.0%5d
Fri, Sep 18$420-18.6%7d
Mon, Sep 21$510-1.1%10d
Wed, Sep 23$510-1.1%12d
Fri, Sep 25$470-8.9%14d
Fri, Oct 2$470-8.9%21d
Fri, Oct 9$490-5.0%28d

The writer-loss curve — where max pain comes from

spot49040188336484632780$526M$0
■ 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 — 490 — is the max pain price.

Open interest by strike · Fri, Oct 9

spot490403804304805305809K9K
■ calls (up)■ puts (down)AMD open contracts per strike for Fri, Oct 9.

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 · Fri, Oct 9

spot49040380430480530580868868
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Oct 9

spot200316432548664780145%48%
— call IV— put IVATM ≈ 48.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Oct 9

spotflip 505290390440490540590+$1.7M$1.7M
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, Oct 9

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.73-0.414800.00470.47-0.41-0.27
0.71-0.434850.00490.49-0.43-0.29
0.68-0.444900.00510.51-0.45-0.32
0.66-0.464950.00530.53-0.46-0.34
0.63-0.475000.00540.54-0.47-0.37
0.60-0.485050.00560.55-0.48-0.40
0.57-0.495100.00570.56-0.49-0.43
0.54-0.495150.00570.57-0.50-0.46
0.52-0.495200.00580.57-0.50-0.49
0.49-0.495250.00580.57-0.50-0.52
0.46-0.495300.00570.57-0.50-0.55
0.43-0.495350.00570.56-0.49-0.57
0.40-0.485400.00560.56-0.48-0.60
0.38-0.475450.00550.54-0.48-0.63
0.35-0.465500.00540.53-0.47-0.65

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

spot100195350445500537.511K0
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

07-2808-0508-1308-2108-3109-08521.17424.31
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.

All expirations combined — total open interest

spot513521035049065063K63K
■ calls (up)■ puts (down)Every expiration combined: 1.5M call contracts, 1.7M put contracts open.

Reading this honestly

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.

Keep going: AMD workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk