Max pain // Cboe delayed data · as of Sep 12, 3:44 AM ET

IWM max pain

Spot (delayed)$288.89
Max pain · Fri, Sep 18$290+0.4% vs spot
Expected move (ATM straddle)±$5.8±2.0% by Fri, Sep 18
Put/Call OI2.511.8M puts / 718K calls
Call wall$315largest call OI
Put wall$285largest put OI
IV3017.7%30-day implied vol
Net GEX−$2657.0Mper 1% move

Event risk before this expiration: FOMC decision Wed, Sep 16 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Mon, Sep 14$290+0.4%3d
Tue, Sep 15$295+2.1%4d
Wed, Sep 16$297+2.8%5d
Thu, Sep 17$295+2.1%6d
Fri, Sep 18$290+0.4%7d
Mon, Sep 21$286-1.0%10d
Tue, Sep 22$282-2.4%11d
Wed, Sep 23$286-1.0%12d

The writer-loss curve — where max pain comes from

spot290130170210250290330$23.3B$0
■ 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 · Fri, Sep 18

spot290130210260284294306102K102K
■ calls (up)■ puts (down)IWM open contracts per strike for Fri, Sep 18.

Open-interest change · 2026-09-102026-09-11

spot150240278288297308+46K46K
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: 290 46K · 280 +20K · 278 +10K · 297 +8K

Volume by strike · Fri, Sep 18

spot29013021026028429430648K48K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Sep 18

spot21523826128430733068%14%
— call IV— put IVATM ≈ 17.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Sep 18

spot195240278288297308+$327.3M$327.3M
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 ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.83-0.192820.03550.10-0.18-0.22
0.80-0.202830.04020.11-0.19-0.25
0.76-0.212840.04480.12-0.20-0.29
0.72-0.232850.04940.13-0.21-0.33
0.67-0.242860.05360.14-0.22-0.37
0.62-0.242870.05720.15-0.22-0.42
0.56-0.242880.05980.15-0.22-0.47
0.50-0.232890.06120.16-0.21-0.53
0.44-0.222900.06100.15-0.20-0.59
0.38-0.202910.05910.15-0.19-0.65
0.32-0.182920.05580.14-0.17-0.70
0.26-0.162930.05110.13-0.15-0.76
0.21-0.142940.04560.12-0.13-0.81
0.17-0.122950.03950.10-0.11-0.85
0.13-0.102960.03340.09-0.09-0.89

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

spot23028028829630331528K0
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

07-2808-0508-1308-2108-3109-08304.69287.44
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.

All expirations combined — total open interest

spot100190255283296315451K451K
■ calls (up)■ puts (down)Every expiration combined: 3.0M call contracts, 7.4M put contracts open.

Reading this honestly

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.

Keep going: IWM workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk