Event risk before this expiration:Jobs report Fri, Aug 7 — 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 — 390 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)AVGO 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 ≈ 56.2% · 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
0.77
-1.40
405
0.0168
0.09
-1.41
-0.23
0.73
-1.59
407.5
0.0185
0.10
-1.59
-0.27
0.68
-1.75
410
0.0201
0.11
-1.76
-0.32
0.63
-1.89
412.5
0.0214
0.12
-1.89
-0.37
0.57
-1.98
415
0.0223
0.12
-1.98
-0.43
0.52
-2.01
417.5
0.0227
0.12
-2.02
-0.48
0.46
-1.99
420
0.0227
0.12
-2.00
-0.54
0.41
-1.92
422.5
0.0222
0.12
-1.93
-0.60
0.35
-1.80
425
0.0213
0.12
-1.81
-0.65
0.30
-1.64
427.5
0.0200
0.11
-1.66
-0.70
0.25
-1.46
430
0.0184
0.10
-1.48
-0.75
0.17
-1.07
435
0.0147
0.08
-1.09
-0.83
0.14
-0.90
437.5
0.0128
0.07
-0.90
-0.86
0.12
-0.74
440
0.0110
0.06
-0.73
-0.89
0.07
-0.48
445
0.0078
0.04
-0.46
-0.93
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.