Event risk before this expiration:Jobs report Fri, Aug 7 · CPI release Wed, Aug 12 — 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 — 410 — is the max pain price.
Open interest by strike · Mon, Aug 17
■ calls (up)■ puts (down)AVGO open contracts per strike for Mon, Aug 17.
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 · Mon, Aug 17
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Aug 17
— call IV— put IVATM ≈ 46.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Aug 17
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 · Mon, Aug 17
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.66
-0.56
405
0.0101
0.28
-0.56
-0.34
0.63
-0.57
407.5
0.0104
0.28
-0.58
-0.37
0.61
-0.58
410
0.0106
0.29
-0.59
-0.39
0.58
-0.59
412.5
0.0108
0.30
-0.60
-0.42
0.55
-0.60
415
0.0110
0.30
-0.60
-0.45
0.53
-0.60
417.5
0.0111
0.30
-0.61
-0.48
0.50
-0.60
420
0.0111
0.30
-0.61
-0.50
0.47
-0.60
422.5
0.0111
0.30
-0.60
-0.53
0.44
-0.59
425
0.0110
0.30
-0.60
-0.56
0.39
-0.58
430
0.0107
0.29
-0.58
-0.61
0.34
-0.55
435
0.0102
0.28
-0.55
-0.66
0.29
-0.51
440
0.0096
0.26
-0.51
-0.71
0.25
-0.47
445
0.0089
0.24
-0.47
-0.76
0.21
-0.42
450
0.0080
0.22
-0.42
-0.80
0.17
-0.38
455
0.0072
0.20
-0.38
-0.83
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 48 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.