■ 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 — 325 — is the max pain price.
Open interest by strike · Mon, Aug 10
■ calls (up)■ puts (down)GOOGL open contracts per strike for Mon, Aug 10.
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 · Mon, Aug 10
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Aug 10
— call IV— put IVATM ≈ 31.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Aug 10
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, Aug 10
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.08
300
0.0047
0.07
-0.09
-0.05
0.92
-0.11
305
0.0066
0.09
-0.12
-0.08
0.89
-0.15
310
0.0090
0.12
-0.15
-0.11
0.84
-0.19
315
0.0118
0.16
-0.20
-0.16
0.77
-0.24
320
0.0148
0.19
-0.24
-0.23
0.69
-0.28
325
0.0175
0.22
-0.28
-0.31
0.60
-0.30
330
0.0194
0.24
-0.30
-0.41
0.50
-0.31
335
0.0202
0.25
-0.31
-0.51
0.40
-0.29
340
0.0197
0.24
-0.30
-0.61
0.30
-0.26
345
0.0180
0.22
-0.27
-0.70
0.22
-0.22
350
0.0154
0.19
-0.23
-0.78
0.16
-0.18
355
0.0124
0.15
-0.19
-0.85
0.11
-0.14
360
0.0096
0.12
-0.15
-0.90
0.08
-0.11
365
0.0073
0.10
-0.12
-0.93
0.04
-0.07
375
0.0042
0.06
-0.08
-0.97
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 20 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
History starts accruing now: first snapshot taken 2026-07-28. We chart only days we actually observed — check back as the record builds. The measured hit-rate across all tickers lives on the accuracy ledger.
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.