■ 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 — 109 — is the max pain price.
Open interest by strike · Fri, Sep 25
■ calls (up)■ puts (down)HOOD open contracts per strike for Fri, Sep 25.
Open-interest change · 2026-09-10 → 2026-09-11
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: 81 +6K · 112 +330 · 94 +325 · 143 +325
Volume by strike · Fri, Sep 25
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 25
— call IV— put IVATM ≈ 57.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 25
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 25
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.75
-0.14
105
0.0248
0.07
-0.14
-0.25
0.73
-0.15
106
0.0262
0.07
-0.15
-0.27
0.70
-0.16
107
0.0275
0.08
-0.16
-0.30
0.67
-0.17
108
0.0286
0.08
-0.17
-0.33
0.64
-0.17
109
0.0296
0.08
-0.17
-0.36
0.61
-0.17
110
0.0303
0.09
-0.18
-0.39
0.58
-0.18
111
0.0309
0.09
-0.18
-0.42
0.55
-0.18
112
0.0313
0.09
-0.18
-0.46
0.52
-0.18
113
0.0314
0.09
-0.18
-0.49
0.48
-0.18
114
0.0314
0.09
-0.18
-0.52
0.45
-0.18
115
0.0312
0.09
-0.18
-0.55
0.42
-0.18
116
0.0307
0.09
-0.18
-0.58
0.39
-0.18
117
0.0301
0.09
-0.18
-0.61
0.37
-0.17
118
0.0294
0.08
-0.17
-0.64
0.34
-0.17
119
0.0285
0.08
-0.17
-0.66
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 — 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.