■ 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 — 1695 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)ASML 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
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 7
— call IV— put IVATM ≈ 51.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 7
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 Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
-0.11
1650
0.0007
0.01
-0.11
-0.01
0.98
-0.28
1670
0.0017
0.01
-0.28
-0.02
0.97
-0.36
1675
0.0021
0.02
-0.36
-0.03
0.96
-0.45
1680
0.0027
0.02
-0.45
-0.04
0.95
-0.56
1685
0.0034
0.03
-0.56
-0.05
0.91
-1.08
1700
0.0065
0.04
-1.08
-0.09
0.69
-3.44
1725
0.0212
0.10
-3.44
-0.32
0.58
-4.86
1730
0.0250
0.11
-4.86
-0.42
0.32
-3.20
1740
0.0237
0.10
-3.20
-0.68
0.15
-1.28
1750
0.0144
0.06
-1.28
-0.85
0.10
-0.81
1755
0.0104
0.05
-0.81
-0.90
0.07
-0.52
1760
0.0073
0.04
-0.52
-0.93
0.01
-0.09
1780
0.0016
0.01
-0.09
-0.99
0.01
-0.05
1800
0.0006
0.01
-0.05
-0.99
0.01
-0.04
1810
0.0005
0.00
-0.04
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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 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.