Max pain // Cboe delayed data · as of Aug 2, 3:20 AM ET

FCEL max pain

Spot (delayed)$21.6
Max pain · Fri, Aug 14$20-7.4% vs spot
Expected move (ATM straddle)±$4.78±22.1% by Fri, Aug 14
Put/Call OI0.722K puts / 3K calls
Call wall$30largest call OI
Put wall$19.5largest put OI
IV30142.5%30-day implied vol
Net GEX+$13Kper 1% move · flip ≈ $7

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.

Max pain levels

ExpiryMax painvs spotDTE
Fri, Aug 7$22+1.9%5d
Fri, Aug 14$20-7.4%12d
Fri, Aug 21$19-12.0%19d
Fri, Aug 28$22+1.9%26d
Fri, Sep 4$22+1.9%33d
Fri, Sep 11$23+6.5%40d
Fri, Sep 18$20-7.4%47d
Fri, Oct 16$17-21.3%75d

The writer-loss curve — where max pain comes from

spot2011019273645$5M$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 — 20 — is the max pain price.

Open interest by strike · Fri, Aug 14

spot20116202429381K1K
■ calls (up)■ puts (down)FCEL 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

spot2011620242938343343
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 14

spot21119283645538%81%
— call IV— put IVATM ≈ 142.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 14

spotflip 72172124.53040+$19K$19K
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 ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.81-0.0617.50.04410.01-0.06-0.19
0.79-0.06180.04800.01-0.06-0.21
0.76-0.0718.50.05170.01-0.07-0.24
0.73-0.07190.05500.01-0.07-0.28
0.69-0.0819.50.05790.01-0.08-0.31
0.66-0.08200.06030.02-0.08-0.34
0.60-0.09210.06360.02-0.09-0.40
0.56-0.0921.50.06460.02-0.09-0.44
0.53-0.09220.06500.02-0.09-0.47
0.50-0.0922.50.06500.02-0.09-0.50
0.47-0.09230.06460.02-0.09-0.53
0.44-0.0923.50.06390.02-0.09-0.56
0.41-0.09240.06280.02-0.09-0.59
0.39-0.0924.50.06150.02-0.09-0.61
0.36-0.08250.05990.02-0.08-0.64

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 40 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot1142024.530394K0
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

spot11017.524324010K10K
■ calls (up)■ puts (down)Every expiration combined: 102K call contracts, 43K 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: FCEL workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk