Max pain // Cboe delayed data · as of Sep 12, 3:44 AM ET

META max pain

Spot (delayed)$647.58
Max pain · Fri, Sep 18$600-7.3% vs spot
Expected move (ATM straddle)±$25.6±4.0% by Fri, Sep 18
Put/Call OI0.82259K puts / 316K calls
Call wall$700largest call OI
Put wall$140largest put OI
IV3036.4%30-day implied vol
Net GEX+$290.5Mper 1% move · flip ≈ $605
Earnings · expectedWed, Oct 28usually after the close

Event risk before this expiration: FOMC decision Wed, Sep 16 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Mon, Sep 14$630-2.7%3d
Wed, Sep 16$637.5-1.6%5d
Fri, Sep 18$600-7.3%7d
Mon, Sep 21$635-1.9%10d
Wed, Sep 23$645-0.4%12d
Fri, Sep 25$615-5.0%14d
Fri, Oct 2$595-8.1%21d
Fri, Oct 9$610-5.8%28d

The writer-loss curve — where max pain comes from

spot600530059589011851480$20.6B$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 — 600 — is the max pain price.

Open interest by strike · Fri, Sep 18

spot600514054060065575030K30K
■ calls (up)■ puts (down)META open contracts per strike for Fri, Sep 18.

Open-interest change · 2026-09-102026-09-11

spot300530585625675760+5K5K
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: 495 5K · 1440 +3K · 600 +894 · 575 +704

Volume by strike · Fri, Sep 18

spot60051405406006557509K9K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Sep 18

spot450562674786898101098%29%
— call IV— put IVATM ≈ 35.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Sep 18

spotflip 605450530580615655710+$45.6M$45.6M
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, Sep 18

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.88-0.466100.00580.18-0.46-0.12
0.85-0.546150.00690.21-0.54-0.15
0.82-0.636200.00800.24-0.63-0.18
0.77-0.716250.00920.27-0.71-0.23
0.72-0.796300.01020.30-0.79-0.28
0.61-0.906400.01190.34-0.91-0.39
0.55-0.936450.01230.36-0.94-0.45
0.49-0.946500.01240.36-0.95-0.51
0.43-0.936550.01220.35-0.94-0.57
0.37-0.896600.01180.34-0.90-0.63
0.27-0.776700.01010.30-0.78-0.74
0.22-0.696750.00910.27-0.70-0.79
0.18-0.626800.00800.24-0.62-0.82
0.12-0.476900.00600.18-0.47-0.89
0.08-0.347000.00430.13-0.34-0.93

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

spot5520595635672.575018K0
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

07-2808-0508-1308-2108-3109-08651.50540.10
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.

All expirations combined — total open interest

spot54906006757801100298K298K
■ calls (up)■ puts (down)Every expiration combined: 2.3M call contracts, 1.0M 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