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Max pain // Cboe delayed data · as of Jul 30, 5:36 AM ET

JBGS max pain

Spot (delayed)$14.53
Max pain · Fri, Aug 21$2.5-82.8% vs spot
Put/Call OI0.031 puts / 40 calls
Call wall$17.5largest call OI
Put wall$17.5largest put OI
IV3043.4%30-day implied vol
Net GEX+$891per 1% move

Event risk before this expiration: Jobs report Fri, Aug 7 · CPI release Wed, Aug 12 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Fri, Aug 21$2.5-82.8%22d
Fri, Sep 18$2.5-82.8%50d
Fri, Oct 16$15+3.2%78d
Fri, Jan 15$15+3.2%169d

The writer-loss curve — where max pain comes from

spot2.5369121518$1M$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 — 2.5 — is the max pain price.

Open interest by strike · Fri, Aug 21

spot2.52.51517.53333
■ calls (up)■ puts (down)JBGS open contracts per strike for Fri, Aug 21.

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 21

spot2.52.51517.511
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Greeks by strike · Fri, Aug 21

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
1.002.50.00040.00-0.00-0.01
0.37-0.01150.26920.01-0.01-0.65
0.09-0.0117.50.08140.01-0.01-0.93

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot2.551517.5205140
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.

All expirations combined — total open interest

spot2.57.512.517.522.530642642
■ calls (up)■ puts (down)Every expiration combined: 677 call contracts, 116 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: JBGS workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk