Max pain // Cboe delayed data · as of Aug 14, 9:30 PM ET

FBTC max pain

Spot (delayed)$54.5
Max pain · Fri, Aug 28$53-2.8% vs spot
Expected move (ATM straddle)±$2.22±4.1% by Fri, Aug 28
Put/Call OI0.05157 puts / 3K calls
Call wall$60largest call OI
Put wall$50largest put OI
IV3032.1%30-day implied vol
Net GEX+$444Kper 1% move · flip ≈ $53.5

Max pain levels

ExpiryMax painvs spotDTE
Fri, Aug 21$55+0.9%5d
Fri, Aug 28$53-2.8%12d
Fri, Sep 4$54-0.9%19d
Fri, Sep 11$56+2.8%26d
Fri, Sep 18$58+6.4%33d
Fri, Sep 25$55+0.9%40d
Fri, Oct 2$51.5-5.5%47d
Fri, Dec 18$58+6.4%124d

The writer-loss curve — where max pain comes from

spot53404652586470$3M$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 — 53 — is the max pain price.

Open interest by strike · Fri, Aug 28

spot53405254.55760652K2K
■ calls (up)■ puts (down)FBTC 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

spot53405254.55760652222
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 28

spot40465258647087%21%
— call IV— put IVATM ≈ 25.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 28

spotflip 53.5405254.5576065+$322K$322K
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
0.87-0.04500.04610.02-0.04-0.13
0.83-0.04510.05930.03-0.04-0.17
0.78-0.04520.07630.03-0.04-0.22
0.74-0.0452.50.08620.04-0.04-0.26
0.70-0.04530.09660.04-0.04-0.30
0.66-0.0453.50.10710.04-0.04-0.34
0.60-0.05540.11660.04-0.05-0.40
0.55-0.0554.50.12370.04-0.05-0.46
0.48-0.04550.12700.04-0.04-0.52
0.42-0.0455.50.12570.04-0.04-0.58
0.36-0.04560.11990.04-0.04-0.65
0.31-0.0456.50.11090.04-0.04-0.70
0.26-0.04570.10030.04-0.04-0.74
0.22-0.0457.50.08940.03-0.04-0.78
0.19-0.03580.07900.03-0.03-0.82

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

spot3553565962683K0
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

spot3053597010414027K27K
■ calls (up)■ puts (down)Every expiration combined: 67K call contracts, 42K 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: FBTC workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk