■ 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 — 30 — is the max pain price.
Open interest by strike · Fri, Aug 28
■ calls (up)■ puts (down)KGC open contracts per strike for Fri, Aug 28.
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 28
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 28
— call IV— put IVATM ≈ 69.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 28
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, Aug 28
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.97
-0.02
29
0.0337
0.00
-0.02
-0.03
0.96
-0.03
29.5
0.0521
0.00
-0.03
-0.04
0.93
-0.04
30
0.0800
0.00
-0.04
-0.07
0.89
-0.06
30.5
0.1203
0.01
-0.07
-0.11
0.82
-0.10
31
0.1730
0.01
-0.10
-0.18
0.73
-0.13
31.5
0.2298
0.01
-0.13
-0.27
0.60
-0.16
32
0.2717
0.01
-0.16
-0.40
0.46
-0.16
32.5
0.2793
0.01
-0.16
-0.54
0.33
-0.14
33
0.2506
0.01
-0.15
-0.67
0.23
-0.12
33.5
0.2023
0.01
-0.12
-0.77
0.15
-0.09
34
0.1524
0.01
-0.09
-0.85
0.10
-0.06
34.5
0.1106
0.00
-0.06
-0.90
0.07
-0.04
35
0.0788
0.00
-0.04
-0.93
0.05
-0.03
35.5
0.0558
0.00
-0.03
-0.96
0.03
-0.02
36
0.0396
0.00
-0.02
-0.97
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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 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.