■ 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 — 630 — is the max pain price.
Open interest by strike · Mon, Sep 14
■ calls (up)■ puts (down)META open contracts per strike for Mon, Sep 14.
Open-interest change · 2026-09-10 → 2026-09-11
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 650 +790 · 700 +652 · 660 +447 · 655 +443
Volume by strike · Mon, Sep 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 14
— call IV— put IVATM ≈ 26.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 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 · Mon, Sep 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.87
-0.55
630
0.0130
0.13
-0.55
-0.13
0.84
-0.65
632.5
0.0153
0.15
-0.65
-0.16
0.80
-0.76
635
0.0177
0.17
-0.76
-0.20
0.75
-0.87
637.5
0.0200
0.19
-0.87
-0.25
0.70
-0.97
640
0.0221
0.21
-0.97
-0.30
0.64
-1.05
642.5
0.0239
0.22
-1.05
-0.36
0.58
-1.10
645
0.0251
0.23
-1.11
-0.42
0.52
-1.13
647.5
0.0256
0.23
-1.13
-0.48
0.45
-1.12
650
0.0254
0.23
-1.12
-0.55
0.39
-1.07
652.5
0.0246
0.23
-1.08
-0.61
0.33
-1.01
655
0.0232
0.21
-1.01
-0.67
0.28
-0.92
657.5
0.0213
0.20
-0.92
-0.72
0.23
-0.82
660
0.0191
0.18
-0.82
-0.77
0.19
-0.71
662.5
0.0168
0.16
-0.71
-0.81
0.15
-0.61
665
0.0146
0.14
-0.61
-0.85
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 55 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.