■ 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 — 290 — is the max pain price.
Open interest by strike · Mon, Sep 14
■ calls (up)■ puts (down)IWM open contracts per strike for Mon, Sep 14.
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: 285 +9K · 279 +5K · 275 +3K · 291 +3K
Volume by strike · Mon, Sep 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 14
— call IV— put IVATM ≈ 10.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 14
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 · Mon, Sep 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.96
-0.04
282
0.0200
0.02
-0.04
-0.04
0.95
-0.06
283
0.0279
0.03
-0.06
-0.05
0.92
-0.08
284
0.0391
0.04
-0.08
-0.08
0.89
-0.10
285
0.0545
0.05
-0.10
-0.11
0.84
-0.13
286
0.0747
0.07
-0.13
-0.16
0.76
-0.16
287
0.0993
0.08
-0.17
-0.24
0.66
-0.19
288
0.1257
0.10
-0.19
-0.34
0.53
-0.20
289
0.1461
0.10
-0.20
-0.47
0.38
-0.18
290
0.1477
0.10
-0.18
-0.63
0.24
-0.13
291
0.1241
0.08
-0.13
-0.77
0.13
-0.08
292
0.0864
0.06
-0.08
-0.88
0.06
-0.04
293
0.0502
0.04
-0.04
-0.94
0.03
-0.02
294
0.0260
0.02
-0.02
-0.98
0.01
-0.01
295
0.0139
0.01
-0.01
-0.99
0.01
-0.01
296
0.0086
0.01
-0.01
-0.99
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.