■ 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 — 352.5 — is the max pain price.
Open interest by strike · Wed, Sep 30
■ calls (up)■ puts (down)GOOGL open contracts per strike for Wed, Sep 30.
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: 295 +985 · 380 +116 · 330 +105 · 405 +101
Volume by strike · Wed, Sep 30
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Wed, Sep 30
— call IV— put IVATM ≈ 31.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Wed, Sep 30
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 30
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.85
-0.23
335
0.0139
0.12
-0.23
-0.15
0.82
-0.27
337.5
0.0163
0.14
-0.27
-0.18
0.77
-0.31
340
0.0186
0.16
-0.31
-0.23
0.72
-0.34
342.5
0.0207
0.17
-0.34
-0.28
0.67
-0.37
345
0.0225
0.19
-0.37
-0.33
0.61
-0.39
347.5
0.0239
0.20
-0.40
-0.39
0.55
-0.41
350
0.0246
0.21
-0.41
-0.45
0.49
-0.41
352.5
0.0248
0.21
-0.41
-0.52
0.43
-0.40
355
0.0243
0.20
-0.41
-0.58
0.37
-0.39
357.5
0.0233
0.20
-0.39
-0.64
0.31
-0.37
360
0.0218
0.18
-0.37
-0.69
0.26
-0.34
362.5
0.0200
0.17
-0.34
-0.74
0.22
-0.31
365
0.0179
0.15
-0.31
-0.79
0.18
-0.27
367.5
0.0158
0.14
-0.28
-0.82
0.15
-0.24
370
0.0138
0.12
-0.25
-0.86
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 46 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.