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Max pain // Cboe delayed data · as of Jul 29, 12:48 AM ET

AMZN max pain

Spot (delayed)$232.1
Max pain · Wed, Jul 29$230-0.9% vs spot
Expected move (ATM straddle)±$4.06±1.8% by Wed, Jul 29
Put/Call OI0.4916K puts / 34K calls
Call wall$235largest call OI
Put wall$225largest put OI
IV3042.3%30-day implied vol
Net GEX+$16.0Mper 1% move · flip ≈ $205
Earnings · expectedThu, Jul 30usually after the close

Max pain levels

ExpiryMax painvs spotDTE
Wed, Jul 29$230-0.9%today
Fri, Jul 31$235+1.2%2d← 1st expiry after earnings (Thu, Jul 30)
Mon, Aug 3$237.5+2.3%5d
Wed, Aug 5$247.5+6.6%7d
Fri, Aug 7$240+3.4%9d
Mon, Aug 10$235+1.2%12d
Fri, Aug 14$235+1.2%16d
Fri, Aug 21$240+3.4%23d

The writer-loss curve — where max pain comes from

spot230180208236264292320$269M$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 — 230 — is the max pain price.

Open interest by strike · Wed, Jul 29

spot230180212.5230247.52652905K5K
■ calls (up)■ puts (down)AMZN open contracts per strike for Wed, Jul 29.

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 · Wed, Jul 29

spot230180212.5230247.526529032K32K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Wed, Jul 29

spot185206227248269290153%38%
— call IV— put IVATM ≈ 38.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Wed, Jul 29

spotflip 205190212.5225237.5250262.5+$12.6M$12.6M
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, Jul 29

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.99-0.022150.00390.00-0.02-0.01
0.98-0.04217.50.00660.01-0.04-0.02
0.97-0.072200.01170.01-0.07-0.03
0.94-0.13222.50.02160.01-0.13-0.06
0.88-0.292250.04000.03-0.29-0.12
0.76-0.69227.50.06560.04-0.69-0.24
0.57-1.472300.08340.05-1.47-0.43
0.36-1.13232.50.07980.05-1.13-0.64
0.19-0.472350.05750.03-0.47-0.81
0.08-0.17237.50.03170.02-0.17-0.92
0.03-0.062400.01500.01-0.08-0.97
0.02-0.03242.50.00740.01-0.05-0.99
0.01-0.012450.00400.00-0.04-0.99
0.01-0.01247.50.00220.00-0.04-1.00
0.00-0.002500.00110.00-0.03-1.00

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 41 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot140207.5232.5257.5282.531035K0
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

History starts accruing now: first snapshot taken 2026-07-28. We chart only days we actually observed — check back as the record builds. The measured hit-rate across all tickers lives on the accuracy ledger.

All expirations combined — total open interest

spot85155205245290340198K198K
■ calls (up)■ puts (down)Every expiration combined: 2.7M 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: AMZN workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk