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Max pain // Cboe delayed data · as of Jul 29, 2:17 AM ET

AMZN max pain

Spot (delayed)$232.1
Max pain · Fri, Aug 7$240+3.4% vs spot
Expected move (ATM straddle)±$18.4±7.9% by Fri, Aug 7
Put/Call OI0.5522K puts / 40K calls
Call wall$270largest call OI
Put wall$240largest put OI
IV3042.3%30-day implied vol
Net GEX+$3.6Mper 1% move · flip ≈ $265
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

spot240140181222263304345$326M$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 — 240 — is the max pain price.

Open interest by strike · Fri, Aug 7

spot2401401902252502753254K4K
■ calls (up)■ puts (down)AMZN open contracts per strike for Fri, Aug 7.

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 7

spot2401401902252502753253K3K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 7

spot140181222263304345139%51%
— call IV— put IVATM ≈ 59.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 7

spotflip 265140190225250275325+$2.0M$2.0M
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 7

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.78-0.342150.01280.11-0.35-0.22
0.74-0.38217.50.01390.12-0.38-0.26
0.71-0.402200.01490.13-0.41-0.30
0.67-0.42222.50.01580.14-0.43-0.34
0.63-0.442250.01640.14-0.45-0.38
0.58-0.46227.50.01690.15-0.46-0.42
0.54-0.462300.01720.15-0.47-0.46
0.50-0.47232.50.01740.15-0.47-0.51
0.45-0.462350.01730.15-0.46-0.55
0.41-0.45237.50.01700.15-0.45-0.59
0.37-0.442400.01650.14-0.44-0.63
0.33-0.42242.50.01590.14-0.42-0.67
0.29-0.402450.01510.13-0.40-0.71
0.26-0.37247.50.01420.12-0.37-0.74
0.23-0.342500.01330.12-0.34-0.78

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 55 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