Event risk before this expiration:Jobs report Fri, Aug 7 — 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 — 98 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)DIS 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
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 7
— call IV— put IVATM ≈ 37.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 7
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 Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
-0.00
98
0.0050
0.00
-0.00
-0.00
0.99
-0.00
99
0.0081
0.00
-0.01
-0.01
0.99
-0.01
100
0.0146
0.00
-0.01
-0.01
0.97
-0.02
101
0.0322
0.00
-0.02
-0.03
0.92
-0.06
102
0.0760
0.01
-0.06
-0.08
0.81
-0.20
103
0.1419
0.01
-0.20
-0.19
0.64
-0.48
104
0.1940
0.02
-0.48
-0.36
0.43
-0.61
105
0.1998
0.02
-0.61
-0.57
0.25
-0.30
106
0.1610
0.02
-0.30
-0.75
0.12
-0.12
107
0.1029
0.01
-0.13
-0.88
0.05
-0.04
108
0.0520
0.01
-0.06
-0.96
0.02
-0.01
109
0.0232
0.00
-0.04
-0.99
0.01
-0.01
110
0.0108
0.00
-0.04
-1.00
0.01
-0.00
111
0.0056
0.00
-0.03
-1.00
0.00
-0.00
112
0.0034
0.00
-0.03
-1.00
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 45 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.