Max pain // Cboe delayed data · as of Aug 15, 1:27 AM ET

KEX max pain

Spot (delayed)$138.62
Max pain · Fri, Sep 18$140+1.0% vs spot
Expected move (ATM straddle)±$8.93±6.4% by Fri, Sep 18
Put/Call OI0.24104 puts / 433 calls
Call wall$170largest call OI
Put wall$110largest put OI
IV3024.9%30-day implied vol
Net GEX+$91Kper 1% move · flip ≈ $140

Event risk before this expiration: Jobs report Fri, Sep 4 · CPI release Fri, Sep 11 · FOMC decision Wed, Sep 16 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Fri, Aug 21$130-6.2%5d
Fri, Sep 18$140+1.0%33d
Fri, Dec 18$120-13.4%124d
Fri, Mar 19$135-2.6%215d

The writer-loss curve — where max pain comes from

spot14085108131154177200$2M$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 — 140 — is the max pain price.

Open interest by strike · Fri, Sep 18

spot14085110130150170195135135
■ calls (up)■ puts (down)KEX open contracts per strike for Fri, Sep 18.

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, Sep 18

spot1408511013015017019511
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Sep 18

spot85108131154177200102%25%
— call IV— put IVATM ≈ 25.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Sep 18

spotflip 14085115135155175200+$21K$21K
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
0.95-0.041050.00420.04-0.04-0.05
0.93-0.041100.00560.06-0.04-0.07
0.91-0.041150.00780.07-0.04-0.09
0.88-0.051200.01090.08-0.05-0.12
0.84-0.051250.01560.11-0.05-0.16
0.77-0.061300.02270.13-0.06-0.23
0.65-0.061350.03190.16-0.06-0.35
0.47-0.061400.03760.17-0.06-0.53
0.30-0.051450.03220.15-0.06-0.70
0.20-0.051500.02320.12-0.05-0.81
0.14-0.041550.01650.10-0.04-0.87
0.10-0.041600.01200.08-0.04-0.91
0.08-0.031650.00900.06-0.04-0.93
0.06-0.031700.00700.05-0.03-0.95
0.05-0.031750.00560.05-0.03-0.96

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 22 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot751201401601802001930
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

spot6090120150180220193193
■ calls (up)■ puts (down)Every expiration combined: 643 call contracts, 155 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: KEX workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk