■ 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 — 255 — is the max pain price.
Open interest by strike · Mon, Sep 14
■ calls (up)■ puts (down)AMZN open contracts per strike for Mon, Sep 14.
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: 245 +1K · 252.5 +1K · 260 +955 · 257.5 +876
Volume by strike · Mon, Sep 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 14
— call IV— put IVATM ≈ 18.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 14
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, Sep 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
-0.01
240
0.0029
0.01
-0.01
-0.01
0.99
-0.02
242.5
0.0046
0.01
-0.02
-0.01
0.98
-0.03
245
0.0078
0.01
-0.03
-0.02
0.97
-0.05
247.5
0.0142
0.02
-0.05
-0.03
0.93
-0.09
250
0.0284
0.03
-0.09
-0.07
0.84
-0.17
252.5
0.0556
0.06
-0.17
-0.16
0.67
-0.27
255
0.0866
0.09
-0.27
-0.33
0.44
-0.30
257.5
0.0932
0.09
-0.30
-0.56
0.24
-0.23
260
0.0702
0.07
-0.23
-0.77
0.12
-0.14
262.5
0.0416
0.05
-0.14
-0.89
0.05
-0.07
265
0.0220
0.03
-0.07
-0.95
0.03
-0.04
267.5
0.0112
0.01
-0.04
-0.97
0.01
-0.02
270
0.0057
0.01
-0.02
-0.99
0.01
-0.01
272.5
0.0030
0.01
-0.01
-0.99
0.00
-0.01
275
0.0016
0.00
-0.01
-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 37 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.