■ 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 — 237.5 — is the max pain price.
Open interest by strike · Mon, Aug 3
■ calls (up)■ puts (down)AMZN open contracts per strike for Mon, Aug 3.
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 · Mon, Aug 3
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Aug 3
— call IV— put IVATM ≈ 70.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Aug 3
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, Aug 3
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.79
-0.51
215
0.0134
0.09
-0.51
-0.21
0.76
-0.56
217.5
0.0147
0.09
-0.56
-0.24
0.72
-0.61
220
0.0160
0.10
-0.61
-0.28
0.67
-0.65
222.5
0.0170
0.11
-0.65
-0.33
0.63
-0.69
225
0.0178
0.11
-0.69
-0.37
0.58
-0.71
227.5
0.0184
0.12
-0.71
-0.42
0.54
-0.72
230
0.0188
0.12
-0.72
-0.47
0.49
-0.72
232.5
0.0189
0.12
-0.73
-0.51
0.44
-0.71
235
0.0187
0.12
-0.72
-0.56
0.40
-0.69
237.5
0.0183
0.11
-0.70
-0.60
0.35
-0.67
240
0.0177
0.11
-0.67
-0.65
0.31
-0.63
242.5
0.0169
0.10
-0.63
-0.69
0.27
-0.58
245
0.0159
0.10
-0.58
-0.73
0.23
-0.53
247.5
0.0148
0.09
-0.54
-0.77
0.20
-0.48
250
0.0136
0.08
-0.48
-0.80
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 53 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
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.
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.