■ 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 — 1115 — is the max pain price.
Open interest by strike · Fri, Aug 28
■ calls (up)■ puts (down)BLK open contracts per strike for Fri, Aug 28.
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 28
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 28
— call IV— put IVATM ≈ 24.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 28
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 28
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.86
-1.41
1145
0.0082
0.20
-1.41
-0.14
0.82
-1.68
1150
0.0099
0.23
-1.68
-0.18
0.77
-1.97
1155
0.0118
0.27
-1.97
-0.23
0.71
-2.25
1160
0.0138
0.30
-2.25
-0.28
0.65
-2.48
1165
0.0156
0.33
-2.48
-0.35
0.61
-2.56
1167.5
0.0163
0.34
-2.57
-0.39
0.57
-2.62
1170
0.0169
0.34
-2.62
-0.43
0.48
-2.62
1175
0.0174
0.35
-2.63
-0.52
0.39
-2.47
1180
0.0169
0.34
-2.48
-0.61
0.31
-2.21
1185
0.0156
0.31
-2.21
-0.69
0.24
-1.87
1190
0.0136
0.28
-1.88
-0.76
0.19
-1.53
1195
0.0114
0.24
-1.54
-0.81
0.14
-1.22
1200
0.0093
0.20
-1.22
-0.86
0.11
-0.95
1205
0.0075
0.16
-0.95
-0.90
0.08
-0.74
1210
0.0059
0.13
-0.74
-0.92
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.