■ 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 — 332.5 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)GOOGL 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: 400 +39K · 337.5 +5K · 342.5 +4K · 395 −3K
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 ≈ 26.4% · 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
-0.05
305
0.0026
0.02
-0.05
-0.02
0.97
-0.06
310
0.0039
0.03
-0.06
-0.03
0.96
-0.08
315
0.0062
0.04
-0.08
-0.04
0.93
-0.13
320
0.0104
0.07
-0.13
-0.07
0.86
-0.20
325
0.0168
0.10
-0.20
-0.14
0.76
-0.28
330
0.0244
0.15
-0.28
-0.24
0.63
-0.35
335
0.0304
0.18
-0.35
-0.38
0.55
-0.36
337.5
0.0318
0.19
-0.37
-0.46
0.47
-0.36
340
0.0320
0.19
-0.37
-0.54
0.39
-0.35
342.5
0.0308
0.18
-0.35
-0.62
0.32
-0.32
345
0.0285
0.17
-0.33
-0.69
0.20
-0.25
350
0.0219
0.13
-0.26
-0.81
0.12
-0.18
355
0.0151
0.10
-0.18
-0.89
0.07
-0.13
360
0.0099
0.07
-0.13
-0.94
0.06
-0.11
362.5
0.0080
0.06
-0.10
-0.95
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.