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Max pain // Cboe delayed data · as of Jul 29, 2:15 AM ET

META max pain

Spot (delayed)$597.37
Max pain · Mon, Aug 3$602.5+0.9% vs spot
Expected move (ATM straddle)±$51.58±8.6% by Mon, Aug 3
Put/Call OI0.434K puts / 9K calls
Call wall$627.5largest call OI
Put wall$495largest put OI
IV3050.8%30-day implied vol
Net GEX+$8.0Mper 1% move · flip ≈ $460
Earnings · expectedWed, Jul 29usually after the close

Max pain levels

ExpiryMax painvs spotDTE
Fri, Jul 31$610+2.1%2d← 1st expiry after earnings (Wed, Jul 29)
Mon, Aug 3$602.5+0.9%5d
Wed, Aug 5$610+2.1%7d
Fri, Aug 7$610+2.1%9d
Mon, Aug 10$600+0.4%12d
Fri, Aug 14$620+3.8%16d
Fri, Aug 21$610+2.1%23d
Fri, Aug 28$610+2.1%30d

The writer-loss curve — where max pain comes from

spot602.5480544608672736800$134M$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 — 602.5 — is the max pain price.

Open interest by strike · Mon, Aug 3

spot602.54805455856156456802K2K
■ calls (up)■ puts (down)META open contracts per strike for Mon, Aug 3.

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 · Mon, Aug 3

spot602.54805455856156456801K1K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Mon, Aug 3

spot480544608672736800100%75%
— call IV— put IVATM ≈ 84.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Mon, Aug 3

spotflip 460480545585615645680+$3.1M$3.1M
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, Aug 3

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.69-1.945650.00540.27-1.95-0.31
0.67-2.025700.00560.28-2.03-0.34
0.64-2.095750.00580.29-2.09-0.36
0.60-2.145800.00590.29-2.15-0.40
0.57-2.185850.00600.30-2.19-0.42
0.54-2.215900.00610.30-2.21-0.46
0.51-2.225950.00620.30-2.22-0.49
0.50-2.22597.50.00620.30-2.22-0.50
0.48-2.216000.00620.30-2.22-0.52
0.47-2.21602.50.00620.30-2.21-0.53
0.45-2.206050.00610.30-2.20-0.55
0.44-2.18607.50.00610.30-2.19-0.56
0.42-2.176100.00610.30-2.17-0.58
0.41-2.15612.50.00600.30-2.15-0.59
0.39-2.126150.00600.29-2.12-0.61

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

spot470555612.5652.571580514K0
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

History starts accruing now: first snapshot taken 2026-07-28. We chart only days we actually observed — check back as the record builds. The measured hit-rate across all tickers lives on the accuracy ledger.

All expirations combined — total open interest

spot54906056857801100261K261K
■ calls (up)■ puts (down)Every expiration combined: 1.8M call contracts, 857K 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: META workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk