Max pain // Cboe delayed data · as of Aug 6, 3:45 AM ET

GM max pain

Spot (delayed)$89.28
Max pain · Fri, Aug 14$80-10.4% vs spot
Expected move (ATM straddle)±$3.88±4.3% by Fri, Aug 14
Put/Call OI0.603K puts / 5K calls
Call wall$73largest call OI
Put wall$80largest put OI
IV3033.4%30-day implied vol
Net GEX+$731Kper 1% move · flip ≈ $55

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$85-4.8%1d
Fri, Aug 14$80-10.4%8d
Fri, Aug 21$82-8.2%15d
Fri, Aug 28$86-3.7%22d
Fri, Sep 4$82-8.2%29d
Fri, Sep 11$85-4.8%36d
Fri, Sep 18$80-10.4%43d
Fri, Dec 18$67.5-24.4%134d

The writer-loss curve — where max pain comes from

spot804557698193105$10M$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 — 80 — is the max pain price.

Open interest by strike · Fri, Aug 14

spot8045697785931011K1K
■ calls (up)■ puts (down)GM 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

spot804569778593101338338
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 14

spot6069788796105118%23%
— call IV— put IVATM ≈ 34.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 14

spotflip 554569778593101+$259K$259K
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
0.93-0.04820.02650.02-0.04-0.07
0.90-0.05830.03450.03-0.05-0.10
0.86-0.06840.04400.03-0.06-0.14
0.81-0.07850.05410.04-0.07-0.19
0.75-0.09860.06400.04-0.09-0.25
0.68-0.10870.07290.05-0.10-0.32
0.61-0.10880.07960.05-0.11-0.40
0.53-0.11890.08290.06-0.11-0.48
0.44-0.11900.08220.06-0.11-0.56
0.36-0.10910.07780.05-0.10-0.64
0.29-0.09920.07060.05-0.10-0.71
0.23-0.08930.06200.04-0.08-0.77
0.18-0.07940.05280.04-0.07-0.82
0.14-0.06950.04380.03-0.06-0.87
0.09-0.0596.50.03210.02-0.05-0.91

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 43 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot4569778492985K0
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

spot15426576879730K30K
■ calls (up)■ puts (down)Every expiration combined: 194K call contracts, 137K 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: GM workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk