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 — 98 — is the max pain price.
Open interest by strike · Fri, Aug 14
■ calls (up)■ puts (down)DIS open contracts per strike for Fri, Aug 14.
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 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 14
— call IV— put IVATM ≈ 25.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 14
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 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.96
-0.02
98
0.0227
0.01
-0.02
-0.04
0.93
-0.03
99
0.0335
0.02
-0.03
-0.07
0.89
-0.04
100
0.0472
0.03
-0.05
-0.11
0.83
-0.06
101
0.0624
0.04
-0.06
-0.17
0.76
-0.08
102
0.0769
0.05
-0.08
-0.24
0.67
-0.09
103
0.0883
0.06
-0.10
-0.33
0.58
-0.10
104
0.0949
0.06
-0.10
-0.42
0.48
-0.11
105
0.0958
0.06
-0.11
-0.52
0.39
-0.10
106
0.0912
0.06
-0.10
-0.61
0.31
-0.09
107
0.0825
0.06
-0.10
-0.70
0.23
-0.08
108
0.0712
0.05
-0.08
-0.77
0.17
-0.07
109
0.0590
0.04
-0.07
-0.83
0.12
-0.05
110
0.0469
0.03
-0.05
-0.88
0.09
-0.04
111
0.0357
0.03
-0.04
-0.92
0.06
-0.03
112
0.0261
0.02
-0.03
-0.95
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 41 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.