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 — 337.5 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)HD 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 ≈ 32.4% · 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
0.99
-0.01
332.5
0.0031
0.01
-0.02
-0.01
0.99
-0.03
335
0.0050
0.01
-0.03
-0.01
0.97
-0.06
337.5
0.0093
0.01
-0.06
-0.03
0.95
-0.13
340
0.0179
0.02
-0.14
-0.05
0.89
-0.32
342.5
0.0319
0.04
-0.33
-0.11
0.79
-0.71
345
0.0489
0.05
-0.72
-0.21
0.65
-1.43
347.5
0.0627
0.07
-1.43
-0.35
0.48
-2.00
350
0.0665
0.07
-2.00
-0.52
0.33
-1.29
352.5
0.0587
0.07
-1.29
-0.68
0.20
-0.72
355
0.0447
0.05
-0.73
-0.80
0.12
-0.40
357.5
0.0308
0.04
-0.43
-0.88
0.07
-0.23
360
0.0201
0.03
-0.27
-0.93
0.05
-0.14
362.5
0.0130
0.02
-0.19
-0.96
0.03
-0.09
365
0.0085
0.01
-0.16
-0.98
0.02
-0.05
370
0.0044
0.01
-0.13
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 53 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.