■ 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 — 340 — is the max pain price.
Open interest by strike · Fri, Sep 25
■ calls (up)■ puts (down)GOOGL open contracts per strike for Fri, Sep 25.
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: 270 +1K · 350 +258 · 370 +204 · 340 −159
Volume by strike · Fri, Sep 25
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 25
— call IV— put IVATM ≈ 26.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 25
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 25
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.96
-0.06
305
0.0042
0.06
-0.06
-0.04
0.94
-0.09
310
0.0061
0.08
-0.09
-0.06
0.91
-0.11
315
0.0087
0.11
-0.12
-0.10
0.86
-0.15
320
0.0120
0.15
-0.15
-0.14
0.79
-0.19
325
0.0157
0.19
-0.19
-0.21
0.70
-0.23
330
0.0191
0.23
-0.23
-0.30
0.60
-0.25
335
0.0215
0.26
-0.25
-0.40
0.49
-0.26
340
0.0223
0.27
-0.26
-0.52
0.38
-0.25
345
0.0213
0.25
-0.25
-0.63
0.33
-0.23
347.5
0.0202
0.24
-0.24
-0.68
0.28
-0.22
350
0.0188
0.23
-0.22
-0.72
0.20
-0.18
355
0.0156
0.19
-0.19
-0.81
0.14
-0.15
360
0.0122
0.15
-0.15
-0.87
0.10
-0.12
365
0.0092
0.12
-0.12
-0.92
0.07
-0.09
370
0.0069
0.09
-0.09
-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 43 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.