■ 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 — 20 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)GME open contracts per strike for Fri, Sep 18.
Open-interest change · 2026-09-10 → 2026-09-11
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 20.5 +2K · 21 +1K · 22 +837 · 30 +705
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 ≈ 44.3% · 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
0.98
-0.01
17.5
0.0260
0.00
-0.01
-0.02
0.97
-0.01
18
0.0372
0.00
-0.01
-0.03
0.96
-0.01
18.5
0.0544
0.00
-0.01
-0.04
0.94
-0.01
19
0.0823
0.00
-0.01
-0.06
0.90
-0.02
19.5
0.1284
0.01
-0.02
-0.10
0.83
-0.02
20
0.1985
0.01
-0.02
-0.17
0.71
-0.03
20.5
0.2738
0.01
-0.03
-0.29
0.56
-0.04
21
0.3035
0.01
-0.04
-0.44
0.41
-0.04
21.5
0.2781
0.01
-0.04
-0.59
0.30
-0.04
22
0.2299
0.01
-0.04
-0.70
0.23
-0.04
22.5
0.1817
0.01
-0.04
-0.78
0.17
-0.03
23
0.1421
0.01
-0.03
-0.83
0.14
-0.03
23.5
0.1124
0.01
-0.03
-0.86
0.12
-0.03
24
0.0907
0.01
-0.03
-0.89
0.09
-0.03
25
0.0628
0.01
-0.03
-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 46 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.