Event risk before this expiration:Jobs report Fri, Aug 7 · CPI release Wed, Aug 12 — 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 — 1050 — is the max pain price.
Open interest by strike · Fri, Aug 14
■ calls (up)■ puts (down)GS open contracts per strike for Fri, Aug 14.
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 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 14
— call IV— put IVATM ≈ 34.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 14
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 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.75
-1.05
1025
0.0055
0.54
-1.06
-0.26
0.72
-1.11
1030
0.0058
0.56
-1.12
-0.28
0.69
-1.16
1035
0.0061
0.59
-1.17
-0.31
0.66
-1.21
1040
0.0063
0.61
-1.22
-0.35
0.62
-1.24
1045
0.0065
0.63
-1.25
-0.38
0.59
-1.27
1050
0.0067
0.65
-1.28
-0.41
0.56
-1.29
1055
0.0068
0.66
-1.30
-0.45
0.52
-1.30
1060
0.0069
0.66
-1.31
-0.48
0.49
-1.31
1065
0.0069
0.67
-1.32
-0.52
0.45
-1.30
1070
0.0068
0.66
-1.31
-0.55
0.42
-1.28
1075
0.0068
0.65
-1.29
-0.58
0.39
-1.25
1080
0.0066
0.64
-1.26
-0.62
0.36
-1.22
1085
0.0064
0.62
-1.22
-0.65
0.34
-1.20
1087.5
0.0063
0.61
-1.20
-0.66
0.33
-1.17
1090
0.0062
0.60
-1.18
-0.68
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.