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 — 387.5 — is the max pain price.
Open interest by strike · Fri, Aug 21
■ calls (up)■ puts (down)AVGO open contracts per strike for Fri, Aug 21.
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 21
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 21
— call IV— put IVATM ≈ 49.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 21
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 21
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.78
-0.40
387.5
0.0067
0.26
-0.41
-0.22
0.76
-0.42
390
0.0070
0.27
-0.42
-0.24
0.73
-0.45
395
0.0076
0.29
-0.46
-0.27
0.69
-0.48
400
0.0081
0.31
-0.49
-0.32
0.64
-0.51
405
0.0086
0.33
-0.51
-0.36
0.60
-0.53
410
0.0089
0.34
-0.53
-0.40
0.55
-0.54
415
0.0092
0.35
-0.54
-0.45
0.51
-0.54
420
0.0093
0.35
-0.54
-0.49
0.46
-0.54
425
0.0092
0.35
-0.54
-0.54
0.42
-0.53
430
0.0091
0.34
-0.53
-0.59
0.37
-0.51
435
0.0088
0.33
-0.51
-0.63
0.33
-0.49
440
0.0085
0.32
-0.49
-0.67
0.26
-0.43
450
0.0075
0.28
-0.43
-0.75
0.19
-0.37
460
0.0064
0.24
-0.37
-0.81
0.14
-0.30
470
0.0052
0.20
-0.30
-0.86
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 57 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.