■ 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 — 1560 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)ASML open contracts per strike for Fri, Sep 18.
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, Sep 18
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 18
— call IV— put IVATM ≈ 49.9% · 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
0.75
-1.14
1580
0.0011
1.88
-1.14
-0.25
0.73
-1.18
1600
0.0011
1.97
-1.19
-0.28
0.70
-1.23
1620
0.0012
2.05
-1.24
-0.30
0.68
-1.27
1640
0.0012
2.12
-1.28
-0.33
0.65
-1.31
1660
0.0012
2.18
-1.32
-0.35
0.64
-1.32
1670
0.0013
2.21
-1.34
-0.36
0.60
-1.36
1700
0.0013
2.28
-1.38
-0.40
0.52
-1.40
1760
0.0014
2.35
-1.42
-0.48
0.49
-1.40
1780
0.0014
2.36
-1.42
-0.51
0.47
-1.40
1800
0.0014
2.35
-1.42
-0.54
0.44
-1.38
1820
0.0013
2.33
-1.41
-0.56
0.39
-1.35
1860
0.0013
2.27
-1.37
-0.61
0.34
-1.29
1900
0.0012
2.18
-1.32
-0.66
0.32
-1.26
1920
0.0012
2.12
-1.29
-0.69
0.28
-1.18
1960
0.0011
2.00
-1.22
-0.73
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.