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 — 340 — is the max pain price.
Open interest by strike · Fri, Aug 21
■ calls (up)■ puts (down)HD open contracts per strike for Fri, Aug 21.
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 21
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 21
— call IV— put IVATM ≈ 36.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 21
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 21
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.79
-0.24
330
0.0107
0.20
-0.25
-0.21
0.76
-0.27
332.5
0.0116
0.22
-0.27
-0.24
0.73
-0.28
335
0.0124
0.23
-0.29
-0.27
0.70
-0.30
337.5
0.0132
0.25
-0.31
-0.30
0.67
-0.32
340
0.0138
0.26
-0.32
-0.34
0.63
-0.33
342.5
0.0144
0.27
-0.33
-0.37
0.59
-0.34
345
0.0148
0.28
-0.34
-0.41
0.52
-0.35
350
0.0153
0.28
-0.35
-0.49
0.48
-0.35
352.5
0.0153
0.28
-0.35
-0.52
0.44
-0.34
355
0.0152
0.28
-0.34
-0.56
0.41
-0.34
357.5
0.0149
0.28
-0.34
-0.60
0.37
-0.33
360
0.0145
0.27
-0.33
-0.64
0.34
-0.32
362.5
0.0140
0.26
-0.31
-0.67
0.30
-0.30
365
0.0134
0.25
-0.30
-0.70
0.27
-0.28
367.5
0.0127
0.24
-0.28
-0.74
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.