■ 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 · Wed, Sep 23
■ calls (up)■ puts (down)GOOGL open contracts per strike for Wed, Sep 23.
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: 335 +106 · 355 +106 · 350 +51 · 345 +28
Volume by strike · Wed, Sep 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Wed, Sep 23
— call IV— put IVATM ≈ 26.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Wed, Sep 23
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 · Wed, Sep 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.97
-0.06
305
0.0038
0.05
-0.06
-0.03
0.95
-0.07
310
0.0055
0.06
-0.07
-0.05
0.93
-0.10
315
0.0081
0.09
-0.10
-0.07
0.88
-0.14
320
0.0118
0.12
-0.14
-0.12
0.81
-0.18
325
0.0164
0.17
-0.18
-0.19
0.72
-0.23
330
0.0210
0.21
-0.23
-0.28
0.61
-0.26
335
0.0242
0.24
-0.26
-0.40
0.48
-0.27
340
0.0251
0.24
-0.27
-0.52
0.36
-0.25
345
0.0235
0.23
-0.26
-0.64
0.26
-0.22
350
0.0200
0.20
-0.22
-0.75
0.18
-0.17
355
0.0158
0.16
-0.18
-0.83
0.12
-0.14
360
0.0117
0.12
-0.14
-0.90
0.08
-0.10
365
0.0084
0.09
-0.11
-0.93
0.06
-0.08
370
0.0061
0.07
-0.08
-0.96
0.04
-0.07
375
0.0045
0.06
-0.06
-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 28 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.