■ 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 — 250 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)AMZN open contracts per strike for Fri, Sep 18.
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: 280 −4K · 265 +3K · 257.5 +2K · 247.5 +2K
Volume by strike · Fri, Sep 18
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 18
— call IV— put IVATM ≈ 27.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 18
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, Sep 18
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.94
-0.09
240
0.0104
0.04
-0.09
-0.06
0.92
-0.11
242.5
0.0140
0.06
-0.12
-0.08
0.88
-0.15
245
0.0188
0.07
-0.15
-0.12
0.83
-0.18
247.5
0.0245
0.09
-0.18
-0.17
0.77
-0.22
250
0.0306
0.11
-0.22
-0.24
0.68
-0.26
252.5
0.0361
0.13
-0.26
-0.32
0.59
-0.28
255
0.0399
0.14
-0.28
-0.42
0.49
-0.28
257.5
0.0411
0.14
-0.29
-0.52
0.39
-0.27
260
0.0394
0.14
-0.28
-0.62
0.30
-0.24
262.5
0.0353
0.12
-0.25
-0.71
0.22
-0.21
265
0.0298
0.11
-0.21
-0.79
0.16
-0.17
267.5
0.0240
0.09
-0.17
-0.85
0.11
-0.13
270
0.0185
0.07
-0.13
-0.90
0.08
-0.10
272.5
0.0138
0.05
-0.10
-0.93
0.05
-0.07
275
0.0100
0.04
-0.07
-0.96
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 58 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.