■ 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 — 10 — is the max pain price.
Open interest by strike · Fri, Aug 28
■ calls (up)■ puts (down)AMPX open contracts per strike for Fri, Aug 28.
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, Aug 28
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 28
— call IV— put IVATM ≈ 80.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 28
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, Aug 28
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.96
-0.01
9
0.0357
0.00
-0.01
-0.04
0.94
-0.01
9.5
0.0514
0.00
-0.01
-0.06
0.91
-0.01
10
0.0726
0.00
-0.01
-0.10
0.86
-0.02
10.5
0.0993
0.01
-0.02
-0.14
0.80
-0.02
11
0.1297
0.01
-0.02
-0.20
0.73
-0.03
11.5
0.1592
0.01
-0.03
-0.28
0.64
-0.03
12
0.1818
0.01
-0.03
-0.36
0.54
-0.03
12.5
0.1925
0.01
-0.03
-0.46
0.45
-0.03
13
0.1904
0.01
-0.03
-0.56
0.36
-0.03
13.5
0.1781
0.01
-0.03
-0.64
0.29
-0.03
14
0.1596
0.01
-0.03
-0.71
0.23
-0.02
14.5
0.1388
0.01
-0.02
-0.78
0.18
-0.02
15
0.1183
0.01
-0.02
-0.82
0.15
-0.02
15.5
0.0995
0.01
-0.02
-0.86
0.12
-0.02
16
0.0830
0.01
-0.02
-0.89
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 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 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.