Event risk before this expiration:Jobs report Fri, Aug 7 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.
■ 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 — 1030 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)GS open contracts per strike for Fri, Aug 7.
Open-interest change — building vs unwinding
Needs two observed snapshot days for this expiration — the comparison appears automatically once the next weekday snapshot lands. We diff real observations only; nothing is estimated.
Volume by strike · Fri, Aug 7
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 7
— call IV— put IVATM ≈ 38.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 7
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, Aug 7
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.90
-1.17
1020
0.0053
0.14
-1.17
-0.10
0.88
-1.45
1025
0.0064
0.16
-1.45
-0.12
0.84
-1.78
1030
0.0076
0.19
-1.78
-0.16
0.80
-2.15
1035
0.0089
0.22
-2.15
-0.20
0.76
-2.53
1040
0.0102
0.25
-2.54
-0.24
0.64
-3.20
1050
0.0122
0.29
-3.21
-0.36
0.58
-3.41
1055
0.0128
0.31
-3.43
-0.42
0.52
-3.52
1060
0.0130
0.32
-3.54
-0.49
0.45
-3.49
1065
0.0129
0.31
-3.52
-0.55
0.39
-3.35
1070
0.0124
0.30
-3.39
-0.61
0.28
-2.81
1080
0.0107
0.27
-2.85
-0.73
0.25
-2.64
1082.5
0.0101
0.25
-2.68
-0.75
0.23
-2.47
1085
0.0096
0.24
-2.50
-0.77
0.19
-2.12
1090
0.0084
0.21
-2.14
-0.82
0.12
-1.47
1100
0.0062
0.16
-1.46
-0.88
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 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.