■ 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 — 107.45 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)FUTU 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 ≈ 52.8% · 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
0.89
-0.04
87.45
0.0106
0.07
-0.05
-0.12
0.86
-0.05
90
0.0129
0.08
-0.05
-0.15
0.82
-0.06
92.45
0.0151
0.09
-0.06
-0.18
0.78
-0.07
95
0.0173
0.10
-0.07
-0.23
0.73
-0.07
97.45
0.0193
0.11
-0.08
-0.28
0.67
-0.08
100
0.0210
0.12
-0.08
-0.33
0.62
-0.09
102.45
0.0222
0.13
-0.09
-0.39
0.56
-0.09
105
0.0228
0.14
-0.09
-0.45
0.51
-0.09
107.45
0.0230
0.14
-0.09
-0.51
0.45
-0.09
110
0.0226
0.14
-0.09
-0.56
0.40
-0.09
112.45
0.0218
0.13
-0.09
-0.61
0.35
-0.09
115
0.0207
0.13
-0.09
-0.66
0.31
-0.08
117.45
0.0195
0.12
-0.09
-0.71
0.27
-0.08
120
0.0180
0.11
-0.08
-0.75
0.24
-0.07
122.45
0.0166
0.10
-0.08
-0.78
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 57 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.