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Max pain // Cboe delayed data · as of Jul 29, 2:09 AM ET

MSFT max pain

Spot (delayed)$395.01
Max pain · Fri, Aug 21$390-1.3% vs spot
Expected move (ATM straddle)±$37.58±9.5% by Fri, Aug 21
Put/Call OI0.30179K puts / 595K calls
Call wall$500largest call OI
Put wall$350largest put OI
IV3043.5%30-day implied vol
Net GEX+$222.9Mper 1% move · flip ≈ $410
Earnings · expectedWed, Jul 29usually after the close

Max pain levels

ExpiryMax painvs spotDTE
Fri, Jul 31$385-2.5%2d← 1st expiry after earnings (Wed, Jul 29)
Mon, Aug 3$390-1.3%5d
Wed, Aug 5$385-2.5%7d
Fri, Aug 7$385-2.5%9d
Mon, Aug 10$390-1.3%12d
Fri, Aug 14$395-0.0%16d
Fri, Aug 21$390-1.3%23d
Fri, Aug 28$390-1.3%30d

The writer-loss curve — where max pain comes from

spot390220336452568684800$19.7B$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 — 390 — is the max pain price.

Open interest by strike · Fri, Aug 21

spot390220335385435490570140K140K
■ calls (up)■ puts (down)MSFT open contracts per strike for Fri, Aug 21.

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 21

spot3902203353854354905705K5K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 21

spot22033645256868480095%46%
— call IV— put IVATM ≈ 46.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 21

spotflip 410230335380425470525+$47.6M$47.6M
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, Aug 21

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.79-0.283600.00610.29-0.28-0.21
0.76-0.303650.00660.32-0.31-0.25
0.72-0.333700.00720.33-0.33-0.28
0.69-0.353750.00760.36-0.35-0.32
0.65-0.373800.00800.38-0.37-0.36
0.60-0.383850.00830.39-0.38-0.40
0.56-0.393900.00850.40-0.39-0.45
0.52-0.393950.00860.40-0.39-0.49
0.48-0.394000.00860.40-0.39-0.53
0.43-0.394050.00840.40-0.38-0.57
0.40-0.384100.00820.39-0.37-0.61
0.36-0.374150.00800.38-0.36-0.65
0.32-0.354200.00760.36-0.35-0.69
0.29-0.344250.00720.34-0.33-0.72
0.26-0.324300.00680.33-0.31-0.75

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

spot27034038041545049016K0
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

spot195325390455520620260K260K
■ calls (up)■ puts (down)Every expiration combined: 2.8M call contracts, 1.3M 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: MSFT workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk