■ 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 — 235 — is the max pain price.
Open interest by strike · Fri, Aug 14
■ calls (up)■ puts (down)AMZN open contracts per strike for Fri, Aug 14.
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 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 14
— call IV— put IVATM ≈ 49.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 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 · Fri, Aug 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.77
-0.23
215
0.0122
0.15
-0.23
-0.24
0.73
-0.24
217.5
0.0131
0.17
-0.25
-0.27
0.70
-0.26
220
0.0139
0.17
-0.26
-0.30
0.66
-0.27
222.5
0.0146
0.18
-0.27
-0.34
0.62
-0.28
225
0.0152
0.19
-0.28
-0.38
0.58
-0.29
227.5
0.0156
0.20
-0.29
-0.42
0.54
-0.29
230
0.0159
0.20
-0.29
-0.46
0.50
-0.29
232.5
0.0160
0.20
-0.30
-0.50
0.46
-0.29
235
0.0159
0.20
-0.29
-0.54
0.42
-0.29
237.5
0.0157
0.20
-0.29
-0.58
0.39
-0.28
240
0.0154
0.19
-0.28
-0.62
0.35
-0.27
242.5
0.0149
0.18
-0.27
-0.65
0.32
-0.26
245
0.0143
0.18
-0.26
-0.69
0.28
-0.25
247.5
0.0136
0.17
-0.25
-0.72
0.25
-0.23
250
0.0129
0.16
-0.23
-0.75
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 52 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.