Event risk before this expiration:FOMC decision Wed, Sep 16 · Jobs report Fri, Oct 2 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.
■ 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 — 255 — is the max pain price.
Open interest by strike · Fri, Oct 2
■ calls (up)■ puts (down)AMZN open contracts per strike for Fri, Oct 2.
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 +1K · 290 −554 · 265 +527 · 260 +501
Volume by strike · Fri, Oct 2
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 2
— call IV— put IVATM ≈ 28.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 2
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, Oct 2
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.97
-0.04
220
0.0033
0.05
-0.04
-0.03
0.95
-0.05
225
0.0047
0.06
-0.05
-0.05
0.93
-0.06
230
0.0067
0.09
-0.06
-0.07
0.89
-0.08
235
0.0095
0.12
-0.08
-0.11
0.84
-0.11
240
0.0130
0.15
-0.11
-0.16
0.77
-0.13
245
0.0167
0.19
-0.13
-0.23
0.68
-0.15
250
0.0201
0.22
-0.16
-0.33
0.57
-0.17
255
0.0222
0.24
-0.17
-0.44
0.46
-0.17
260
0.0225
0.24
-0.17
-0.55
0.35
-0.16
265
0.0210
0.23
-0.16
-0.66
0.26
-0.14
270
0.0182
0.20
-0.14
-0.76
0.18
-0.11
275
0.0147
0.16
-0.12
-0.83
0.12
-0.09
280
0.0113
0.13
-0.09
-0.89
0.08
-0.07
285
0.0083
0.10
-0.07
-0.94
0.06
-0.05
290
0.0060
0.07
-0.05
-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 42 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.