■ 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 — 90 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)HOOD open contracts per strike for Fri, Oct 16.
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, Oct 16
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 16
— call IV— put IVATM ≈ 72.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 16
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, Oct 16
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.91
-0.03
60
0.0045
0.07
-0.03
-0.09
0.88
-0.04
65
0.0058
0.09
-0.04
-0.12
0.84
-0.05
70
0.0073
0.11
-0.05
-0.16
0.79
-0.06
75
0.0088
0.13
-0.06
-0.21
0.73
-0.06
80
0.0101
0.14
-0.07
-0.27
0.68
-0.07
85
0.0112
0.16
-0.07
-0.33
0.61
-0.07
90
0.0120
0.17
-0.08
-0.39
0.55
-0.08
95
0.0125
0.17
-0.08
-0.45
0.49
-0.08
100
0.0127
0.17
-0.08
-0.51
0.43
-0.08
105
0.0126
0.17
-0.08
-0.57
0.38
-0.07
110
0.0122
0.17
-0.07
-0.63
0.33
-0.07
115
0.0116
0.16
-0.07
-0.68
0.28
-0.06
120
0.0109
0.15
-0.06
-0.73
0.24
-0.06
125
0.0101
0.14
-0.06
-0.77
0.21
-0.05
130
0.0092
0.12
-0.05
-0.81
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 42 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.