■ 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 — 330 — is the max pain price.
Open interest by strike · Mon, Sep 14
■ calls (up)■ puts (down)GOOGL open contracts per strike for Mon, Sep 14.
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: 340 +5K · 330 +1K · 335 +656 · 350 +650
Volume by strike · Mon, Sep 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 14
— call IV— put IVATM ≈ 17.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 14
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 · Mon, Sep 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
1.00
-0.01
305
0.0007
0.00
-0.01
-0.00
1.00
-0.01
310
0.0011
0.00
-0.01
-0.00
0.99
-0.02
315
0.0018
0.01
-0.02
-0.01
0.99
-0.02
320
0.0034
0.01
-0.02
-0.01
0.98
-0.04
325
0.0079
0.02
-0.04
-0.02
0.92
-0.13
330
0.0240
0.05
-0.13
-0.08
0.73
-0.33
335
0.0575
0.10
-0.33
-0.27
0.40
-0.38
340
0.0702
0.12
-0.38
-0.61
0.14
-0.20
345
0.0375
0.07
-0.20
-0.87
0.05
-0.09
350
0.0150
0.03
-0.09
-0.95
0.03
-0.06
355
0.0075
0.02
-0.06
-0.97
0.02
-0.05
360
0.0045
0.01
-0.05
-0.98
0.01
-0.04
365
0.0029
0.01
-0.04
-0.99
0.01
-0.03
370
0.0020
0.01
-0.03
-0.99
0.01
-0.03
375
0.0014
0.01
-0.02
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 30 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.