Max pain // Cboe delayed data · as of Aug 6, 3:16 AM ET

CRM max pain

Spot (delayed)$183.15
Max pain · Fri, Aug 7$180-1.7% vs spot
Expected move (ATM straddle)±$11.46±6.3% by Fri, Aug 7
Put/Call OI0.6915K puts / 22K calls
Call wall$200largest call OI
Put wall$170largest put OI
IV3054.1%30-day implied vol
Net GEX+$14.8Mper 1% move · flip ≈ $187.5
Earnings · expectedWed, Sep 2usually after the close

Event risk before this expiration: Jobs report Fri, Aug 7 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Fri, Aug 7$180-1.7%1d
Fri, Aug 14$180-1.7%8d
Fri, Aug 21$175-4.4%15d
Fri, Aug 28$190+3.7%22d
Fri, Sep 4$170-7.2%29d← 1st expiry after earnings (Wed, Sep 2)
Fri, Sep 11$185+1.0%36d
Fri, Sep 18$175-4.4%43d
Fri, Oct 16$175-4.4%71d

The writer-loss curve — where max pain comes from

spot18085120155190225260$144M$0
■ 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 — 180 — is the max pain price.

Open interest by strike · Fri, Aug 7

spot18085130152.5175197.52203K3K
■ calls (up)■ puts (down)CRM 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

spot18085130152.5175197.52203K3K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 7

spot110140170200230260243%54%
— call IV— put IVATM ≈ 63.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 7

spotflip 187.5146155170185200215+$4.2M$4.2M
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 ΔCall ΘStrikeΓVegaPut ΘPut Δ
1.00-0.011650.00090.00-0.01-0.00
0.99-0.01167.50.00140.00-0.02-0.01
0.99-0.021700.00210.00-0.03-0.01
0.99-0.04172.50.00340.01-0.04-0.01
0.98-0.071750.00540.01-0.07-0.02
0.96-0.12177.50.00890.01-0.12-0.04
0.94-0.211800.01410.02-0.21-0.07
0.89-0.35182.50.02110.03-0.35-0.11
0.83-0.541850.02920.04-0.54-0.17
0.74-0.73187.50.03730.05-0.73-0.26
0.64-0.891900.04400.05-0.89-0.36
0.53-0.96192.50.04760.06-0.96-0.47
0.41-0.921950.04660.06-0.93-0.59
0.30-0.79197.50.04160.05-0.80-0.70
0.21-0.612000.03430.04-0.62-0.79

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 54 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot85145167.5197.5227.531018K0
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.

All expirations combined — total open interest

spot10014018021029037062K62K
■ calls (up)■ puts (down)Every expiration combined: 533K call contracts, 417K put contracts open.

Reading this honestly

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.

Keep going: CRM workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk