■ 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 — 106 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)HOOD open contracts per strike for Fri, Sep 18.
Open-interest change · 2026-09-15 → 2026-09-16
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 115 +3K · 120 +2K · 136 +2K · 100 +2K
Volume by strike · Fri, Sep 18
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 18
— call IV— put IVATM ≈ 72.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 18
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, Sep 18
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.84
-0.35
99
0.0416
0.02
-0.35
-0.16
0.79
-0.42
100
0.0490
0.02
-0.43
-0.21
0.74
-0.50
101
0.0561
0.03
-0.50
-0.26
0.68
-0.56
102
0.0624
0.03
-0.57
-0.32
0.62
-0.61
103
0.0673
0.03
-0.62
-0.39
0.55
-0.64
104
0.0701
0.03
-0.65
-0.46
0.48
-0.64
105
0.0707
0.03
-0.65
-0.53
0.41
-0.62
106
0.0690
0.03
-0.62
-0.59
0.34
-0.57
107
0.0652
0.03
-0.58
-0.66
0.28
-0.51
108
0.0598
0.03
-0.51
-0.72
0.23
-0.43
109
0.0533
0.02
-0.44
-0.78
0.18
-0.36
110
0.0463
0.02
-0.36
-0.82
0.14
-0.29
111
0.0393
0.02
-0.29
-0.86
0.11
-0.23
112
0.0328
0.01
-0.23
-0.89
0.09
-0.19
113
0.0270
0.01
-0.18
-0.92
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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.