■ 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 — 1000 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)FICO open contracts per strike for Fri, Sep 18.
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, Sep 18
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 18
— call IV— put IVATM ≈ 48.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 18
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, Sep 18
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.87
-1.13
910
0.0029
0.30
-1.13
-0.13
0.84
-1.26
920
0.0034
0.34
-1.27
-0.16
0.81
-1.40
930
0.0039
0.38
-1.41
-0.20
0.77
-1.54
940
0.0044
0.42
-1.55
-0.23
0.72
-1.67
950
0.0049
0.46
-1.68
-0.28
0.67
-1.78
960
0.0054
0.49
-1.79
-0.33
0.56
-1.91
980
0.0060
0.54
-1.93
-0.45
0.50
-1.91
990
0.0061
0.55
-1.93
-0.51
0.44
-1.88
1000
0.0061
0.54
-1.90
-0.57
0.32
-1.71
1020
0.0055
0.49
-1.73
-0.68
0.23
-1.45
1040
0.0046
0.42
-1.46
-0.78
0.16
-1.16
1060
0.0036
0.34
-1.18
-0.85
0.13
-1.03
1070
0.0031
0.29
-1.04
-0.88
0.11
-0.90
1080
0.0027
0.26
-0.91
-0.90
0.09
-0.79
1090
0.0023
0.23
-0.79
-0.92
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.