■ 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 — 547.5 — is the max pain price.
Open interest by strike · Mon, Oct 26
■ calls (up)■ puts (down)AMD open contracts per strike for Mon, Oct 26.
Open-interest change · 2026-10-20 → 2026-10-21
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. Only strikes observed on both days are compared; 18 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 607.5 +362 · 575 +255 · 535 +224 · 450 +203
Volume by strike · Mon, Oct 26
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Oct 26
— call IV— put IVATM ≈ 56.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Oct 26
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 26
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.73
-1.34
490
0.0104
0.18
-1.35
-0.27
0.71
-1.41
492.5
0.0109
0.18
-1.41
-0.29
0.68
-1.46
495
0.0114
0.19
-1.47
-0.32
0.65
-1.51
497.5
0.0119
0.20
-1.52
-0.35
0.62
-1.55
500
0.0123
0.20
-1.56
-0.38
0.59
-1.58
502.5
0.0126
0.21
-1.58
-0.41
0.56
-1.60
505
0.0129
0.21
-1.60
-0.44
0.52
-1.60
507.5
0.0131
0.21
-1.61
-0.48
0.49
-1.60
510
0.0132
0.21
-1.60
-0.51
0.46
-1.58
512.5
0.0132
0.21
-1.58
-0.54
0.43
-1.55
515
0.0131
0.21
-1.55
-0.57
0.36
-1.45
520
0.0127
0.20
-1.45
-0.64
0.33
-1.39
522.5
0.0123
0.19
-1.39
-0.67
0.30
-1.32
525
0.0119
0.19
-1.31
-0.70
0.27
-1.24
527.5
0.0113
0.18
-1.23
-0.73
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.