■ 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 — 100 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)HOOD 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 ≈ 99.8% · 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
0.68
-0.28
87
0.0228
0.06
-0.28
-0.32
0.66
-0.29
88
0.0236
0.06
-0.29
-0.34
0.63
-0.30
89
0.0242
0.06
-0.30
-0.37
0.61
-0.30
90
0.0248
0.06
-0.30
-0.39
0.58
-0.31
91
0.0252
0.06
-0.31
-0.42
0.56
-0.31
92
0.0256
0.06
-0.31
-0.45
0.53
-0.31
93
0.0258
0.06
-0.31
-0.47
0.51
-0.31
94
0.0260
0.06
-0.31
-0.50
0.48
-0.31
95
0.0261
0.06
-0.31
-0.52
0.45
-0.31
96
0.0260
0.06
-0.31
-0.55
0.43
-0.30
97
0.0258
0.06
-0.30
-0.57
0.40
-0.30
98
0.0256
0.06
-0.30
-0.60
0.38
-0.29
99
0.0252
0.06
-0.29
-0.62
0.35
-0.28
100
0.0247
0.06
-0.28
-0.65
0.33
-0.27
101
0.0242
0.06
-0.27
-0.67
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 56 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
History starts accruing now: first snapshot taken 2026-07-28. We chart only days we actually observed — check back as the record builds. The measured hit-rate across all tickers lives on the accuracy ledger.
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.