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Max pain // Cboe delayed data · as of Aug 1, 3:43 AM ET

MARA max pain

Spot (delayed)$11.28
Max pain · Fri, Aug 14$11.5+1.9% vs spot
Expected move (ATM straddle)±$1.89±16.7% by Fri, Aug 14
Put/Call OI0.5811K puts / 20K calls
Call wall$14largest call OI
Put wall$9.5largest put OI
IV3098.8%30-day implied vol
Net GEX+$62Kper 1% move · flip ≈ $6

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 7$12+6.4%6d
Fri, Aug 14$11.5+1.9%13d
Fri, Aug 21$13+15.2%20d
Fri, Aug 28$11.5+1.9%27d
Fri, Sep 4$11.5+1.9%34d
Fri, Sep 11$11-2.5%41d
Fri, Sep 18$12+6.4%48d
Fri, Dec 18$11-2.5%139d

The writer-loss curve — where max pain comes from

spot11.53813172227$23M$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 — 11.5 — is the max pain price.

Open interest by strike · Fri, Aug 14

spot11.538.511.514.517.5227K7K
■ calls (up)■ puts (down)MARA 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

spot11.538.511.514.517.5221K1K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 14

spot3813172227394%65%
— call IV— put IVATM ≈ 105.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 14

spotflip 64912151823+$89K$89K
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 ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.94-0.0180.04270.00-0.01-0.06
0.92-0.018.50.06070.00-0.01-0.09
0.88-0.0290.08270.01-0.02-0.13
0.82-0.029.50.10730.01-0.02-0.18
0.76-0.03100.13180.01-0.03-0.24
0.68-0.0310.50.15280.01-0.03-0.32
0.60-0.03110.16700.01-0.03-0.41
0.51-0.0311.50.17270.01-0.03-0.49
0.43-0.03120.17000.01-0.03-0.57
0.35-0.0312.50.16030.01-0.03-0.65
0.29-0.03130.14590.01-0.03-0.72
0.23-0.0313.50.12910.01-0.03-0.77
0.18-0.02140.11190.01-0.02-0.82
0.15-0.0214.50.09540.01-0.02-0.86
0.12-0.02150.08040.00-0.02-0.89

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 36 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot18.512.516.5223049K0
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

spot17.51216.52332128K128K
■ calls (up)■ puts (down)Every expiration combined: 921K call contracts, 684K 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: MARA workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk