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Max pain // Cboe delayed data · as of Jul 29, 2:16 AM ET

F max pain

Spot (delayed)$15.77
Max pain · Fri, Aug 28$13.5-14.4% vs spot
Expected move (ATM straddle)±$1.79±11.4% by Fri, Aug 28
Put/Call OI0.352K puts / 5K calls
Call wall$16largest call OI
Put wall$13largest put OI
IV3042.0%30-day implied vol
Net GEX+$178Kper 1% move · flip ≈ $9.5

Max pain levels

ExpiryMax painvs spotDTE
Fri, Jul 31$14-11.2%2d
Fri, Aug 7$14-11.2%9d
Fri, Aug 14$14-11.2%16d
Fri, Aug 21$14-11.2%23d
Fri, Aug 28$13.5-14.4%30d
Fri, Sep 4$14.5-8.1%37d
Fri, Sep 18$14-11.2%51d
Fri, Oct 16$13-17.6%79d

The writer-loss curve — where max pain comes from

spot13.591114172023$4M$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 — 13.5 — is the max pain price.

Open interest by strike · Fri, Aug 28

spot13.58.51113.51618.5222K2K
■ calls (up)■ puts (down)F 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

spot13.58.51113.51618.522486486
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 28

spot9121517202389%42%
— call IV— put IVATM ≈ 42.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 28

spotflip 9.58.51113.51618.522+$75K$75K
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 ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.93-0.0112.50.07920.01-0.01-0.10
0.88-0.01130.11700.01-0.01-0.15
0.82-0.0113.50.16030.01-0.01-0.21
0.73-0.01140.19940.01-0.01-0.30
0.62-0.0114.50.22450.02-0.01-0.40
0.50-0.01150.22920.02-0.01-0.51
0.39-0.0115.50.21540.02-0.01-0.62
0.30-0.01160.18980.01-0.01-0.71
0.23-0.0116.50.15980.01-0.01-0.78
0.17-0.01170.13060.01-0.01-0.84
0.13-0.0117.50.10500.01-0.01-0.88
0.10-0.01180.08370.01-0.01-0.91
0.08-0.0118.50.06660.01-0.00-0.93
0.06-0.00190.05310.01-0.00-0.95
0.05-0.0019.50.04250.00-0.00-0.96

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 27 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot59.512.515.518.52321K0
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

History starts accruing now: first snapshot taken 2026-07-28. We chart only days we actually observed — check back as the record builds. The measured hit-rate across all tickers lives on the accuracy ledger.

All expirations combined — total open interest

spot17.6711.51519.526141K141K
■ calls (up)■ puts (down)Every expiration combined: 984K call contracts, 848K 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: F workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk