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.
■ 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 — 560 — is the max pain price.
Open interest by strike · Fri, Aug 14
■ calls (up)■ puts (down)LMT open contracts per strike for Fri, Aug 14.
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 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 14
— call IV— put IVATM ≈ 25.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 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 · Fri, Aug 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.87
-0.31
555
0.0087
0.19
-0.32
-0.13
0.82
-0.37
560
0.0109
0.23
-0.38
-0.18
0.80
-0.40
562.5
0.0120
0.25
-0.41
-0.20
0.77
-0.43
565
0.0131
0.27
-0.44
-0.24
0.70
-0.49
570
0.0152
0.31
-0.50
-0.31
0.66
-0.52
572.5
0.0160
0.32
-0.53
-0.35
0.62
-0.54
575
0.0167
0.33
-0.55
-0.39
0.53
-0.56
580
0.0174
0.35
-0.57
-0.47
0.44
-0.56
585
0.0173
0.34
-0.57
-0.56
0.36
-0.54
590
0.0163
0.33
-0.54
-0.65
0.29
-0.49
595
0.0146
0.30
-0.49
-0.72
0.23
-0.44
600
0.0126
0.26
-0.44
-0.78
0.14
-0.35
610
0.0088
0.20
-0.34
-0.86
0.13
-0.33
612.5
0.0080
0.19
-0.32
-0.88
0.10
-0.29
620
0.0061
0.15
-0.27
-0.91
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
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.