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

GM max pain

Spot (delayed)$89.28
Max pain · Fri, Aug 28$86-3.7% vs spot
Expected move (ATM straddle)±$5.86±6.6% by Fri, Aug 28
Put/Call OI1.382K puts / 1K calls
Call wall$87largest call OI
Put wall$77largest put OI
IV3033.4%30-day implied vol
Net GEX+$32Kper 1% move · flip ≈ $87

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

spot864557698193105$6M$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 — 86 — is the max pain price.

Open interest by strike · Fri, Aug 28

spot864568768492100353353
■ calls (up)■ puts (down)GM open contracts per strike for Fri, Aug 28.

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 28

spot8645687684921008282
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 28

spot556575859510588%29%
— call IV— put IVATM ≈ 32.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 28

spotflip 874568768492100+$100K$100K
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 28

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.85-0.04820.03000.05-0.04-0.15
0.82-0.04830.03440.06-0.04-0.18
0.78-0.05840.03880.07-0.05-0.22
0.74-0.05850.04290.07-0.05-0.26
0.69-0.06860.04670.08-0.06-0.31
0.64-0.06870.04980.08-0.06-0.36
0.59-0.06880.05200.09-0.06-0.41
0.54-0.06890.05330.09-0.07-0.47
0.49-0.07900.05360.09-0.07-0.52
0.43-0.06910.05280.09-0.07-0.57
0.38-0.06920.05120.09-0.06-0.62
0.34-0.06930.04870.08-0.06-0.67
0.29-0.06940.04570.08-0.06-0.72
0.25-0.05950.04220.07-0.05-0.76
0.22-0.05960.03850.07-0.05-0.80

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