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

AMZN max pain

Spot (delayed)$232.1
Max pain · Fri, Aug 21$240+3.4% vs spot
Expected move (ATM straddle)±$21.4±9.2% by Fri, Aug 21
Put/Call OI0.41232K puts / 562K calls
Call wall$250largest call OI
Put wall$220largest put OI
IV3042.3%30-day implied vol
Net GEX+$45.4Mper 1% move · flip ≈ $270
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

spot240120174228282336390$5.8B$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 21

spot24012017521525529533560K60K
■ calls (up)■ puts (down)AMZN open contracts per strike for Fri, Aug 21.

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 21

spot24012017521525529533511K11K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 21

spot120174228282336390111%43%
— call IV— put IVATM ≈ 45.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 21

spotflip 270120175215255295335+$29.2M$29.2M
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 21

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.92-0.081950.00500.09-0.09-0.08
0.89-0.102000.00650.11-0.11-0.11
0.86-0.132050.00810.14-0.13-0.14
0.81-0.152100.00990.16-0.15-0.19
0.75-0.182150.01160.19-0.18-0.25
0.69-0.202200.01310.21-0.20-0.31
0.62-0.212250.01420.23-0.22-0.38
0.55-0.222300.01480.23-0.22-0.46
0.47-0.222350.01490.24-0.22-0.53
0.40-0.212400.01450.23-0.22-0.60
0.33-0.202450.01360.21-0.20-0.67
0.27-0.182500.01250.20-0.18-0.74
0.22-0.162550.01110.17-0.16-0.79
0.17-0.142600.00960.15-0.14-0.84
0.13-0.122650.00810.13-0.12-0.88

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 46 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