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 — 345 — is the max pain price.
Open interest by strike · Fri, Aug 14
■ calls (up)■ puts (down)HD 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 ≈ 28.1% · 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
0.91
-0.15
330
0.0106
0.09
-0.16
-0.09
0.88
-0.18
332.5
0.0130
0.11
-0.19
-0.12
0.84
-0.22
335
0.0156
0.13
-0.23
-0.16
0.75
-0.30
340
0.0209
0.16
-0.30
-0.25
0.70
-0.33
342.5
0.0233
0.18
-0.33
-0.30
0.64
-0.35
345
0.0253
0.20
-0.36
-0.36
0.57
-0.37
347.5
0.0266
0.20
-0.37
-0.43
0.51
-0.38
350
0.0271
0.21
-0.38
-0.50
0.44
-0.37
352.5
0.0268
0.20
-0.37
-0.57
0.37
-0.35
355
0.0257
0.20
-0.36
-0.63
0.26
-0.30
360
0.0217
0.17
-0.30
-0.75
0.17
-0.24
365
0.0167
0.13
-0.23
-0.84
0.11
-0.18
370
0.0120
0.10
-0.17
-0.90
0.07
-0.13
375
0.0083
0.07
-0.12
-0.94
0.04
-0.09
380
0.0056
0.05
-0.09
-0.97
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 45 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.