■ 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 — 175 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)COIN open contracts per strike for Fri, Sep 18.
Open-interest change · 2026-09-10 → 2026-09-11
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 182.5 +5K · 175 +5K · 177.5 +4K · 187.5 +2K
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 ≈ 62.3% · 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
0.98
-0.06
140
0.0024
0.01
-0.06
-0.02
0.97
-0.07
145
0.0036
0.02
-0.07
-0.03
0.95
-0.10
150
0.0057
0.02
-0.10
-0.05
0.92
-0.16
155
0.0093
0.04
-0.16
-0.08
0.86
-0.24
160
0.0143
0.05
-0.24
-0.14
0.77
-0.33
165
0.0199
0.07
-0.33
-0.23
0.66
-0.41
170
0.0243
0.09
-0.41
-0.34
0.53
-0.45
175
0.0260
0.10
-0.45
-0.47
0.46
-0.45
177.5
0.0258
0.10
-0.45
-0.54
0.40
-0.44
180
0.0248
0.09
-0.45
-0.60
0.35
-0.43
182.5
0.0233
0.09
-0.43
-0.66
0.30
-0.40
185
0.0216
0.08
-0.40
-0.71
0.25
-0.37
187.5
0.0196
0.08
-0.37
-0.75
0.21
-0.34
190
0.0176
0.07
-0.34
-0.79
0.18
-0.30
192.5
0.0156
0.06
-0.31
-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 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.