■ 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 — 350 — is the max pain price.
Open interest by strike · Mon, Sep 28
■ calls (up)■ puts (down)GOOGL open contracts per strike for Mon, Sep 28.
Open-interest change · 2026-09-21 → 2026-09-22
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 +636 · 295 +424 · 362.5 +253 · 330 +203
Volume by strike · Mon, Sep 28
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 28
— call IV— put IVATM ≈ 29.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 28
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 28
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.89
-0.21
335
0.0134
0.09
-0.21
-0.11
0.85
-0.25
337.5
0.0166
0.10
-0.26
-0.14
0.81
-0.30
340
0.0200
0.12
-0.31
-0.19
0.76
-0.35
342.5
0.0233
0.14
-0.36
-0.24
0.69
-0.40
345
0.0262
0.16
-0.40
-0.31
0.63
-0.43
347.5
0.0284
0.17
-0.44
-0.38
0.55
-0.46
350
0.0296
0.18
-0.46
-0.45
0.48
-0.46
352.5
0.0298
0.18
-0.46
-0.52
0.41
-0.45
355
0.0289
0.17
-0.45
-0.60
0.34
-0.42
357.5
0.0270
0.17
-0.42
-0.67
0.28
-0.38
360
0.0246
0.15
-0.39
-0.73
0.22
-0.34
362.5
0.0216
0.14
-0.34
-0.78
0.17
-0.29
365
0.0186
0.12
-0.30
-0.83
0.14
-0.25
367.5
0.0156
0.10
-0.26
-0.87
0.11
-0.21
370
0.0129
0.08
-0.22
-0.90
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.