■ 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 — 367.5 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)GE open contracts per strike for Fri, Aug 7.
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 7
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 7
— call IV— put IVATM ≈ 36.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 7
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 7
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.98
-0.06
357.5
0.0059
0.01
-0.07
-0.02
0.97
-0.10
360
0.0092
0.01
-0.11
-0.03
0.94
-0.17
362.5
0.0144
0.02
-0.18
-0.06
0.91
-0.32
365
0.0226
0.03
-0.32
-0.09
0.84
-0.59
367.5
0.0336
0.05
-0.59
-0.16
0.74
-1.08
370
0.0454
0.06
-1.08
-0.26
0.62
-1.88
372.5
0.0540
0.08
-1.88
-0.38
0.48
-2.37
375
0.0559
0.08
-2.37
-0.52
0.35
-1.67
377.5
0.0510
0.07
-1.67
-0.65
0.24
-1.02
380
0.0417
0.06
-1.02
-0.77
0.16
-0.61
382.5
0.0312
0.05
-0.63
-0.85
0.10
-0.36
385
0.0220
0.04
-0.40
-0.91
0.04
-0.15
390
0.0104
0.02
-0.21
-0.97
0.03
-0.11
392.5
0.0075
0.01
-0.18
-0.98
0.02
-0.08
395
0.0056
0.01
-0.17
-0.98
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.