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

MSFT max pain

Spot (delayed)$494.77
Max pain · Fri, Sep 18$445-10.1% vs spot
Expected move (ATM straddle)±$12.53±2.5% by Fri, Sep 18
Put/Call OI0.62242K puts / 389K calls
Call wall$525largest call OI
Put wall$350largest put OI
IV3023.5%30-day implied vol
Net GEX+$309.2Mper 1% move · flip ≈ $430
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$495+0.0%3d
Wed, Sep 16$495+0.0%5d
Fri, Sep 18$445-10.1%7d
Mon, Sep 21$490-1.0%10d
Wed, Sep 23$490-1.0%12d
Fri, Sep 25$490-1.0%14d
Fri, Oct 2$490-1.0%21d
Fri, Oct 9$500+1.1%28d

The writer-loss curve — where max pain comes from

spot445275380485590695800$11.1B$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 — 445 — is the max pain price.

Open interest by strike · Fri, Sep 18

spot44527536042047051558029K29K
■ calls (up)■ puts (down)MSFT open contracts per strike for Fri, Sep 18.

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

spot290375425465500540+594594
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: 475 +594 · 510 +588 · 492.5 +442 · 530 +408

Volume by strike · Fri, Sep 18

spot4452753604204705155804K4K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Sep 18

spot34040847654461268091%19%
— call IV— put IVATM ≈ 22.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Sep 18

spotflip 430350400445485520570+$86.6M$86.6M
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
0.96-0.114650.00480.07-0.11-0.04
0.93-0.164700.00720.09-0.16-0.07
0.90-0.214750.01040.13-0.22-0.10
0.84-0.294800.01450.17-0.29-0.16
0.76-0.364850.01910.21-0.37-0.24
0.66-0.434900.02320.25-0.43-0.35
0.60-0.45492.50.02470.27-0.45-0.41
0.54-0.464950.02550.27-0.46-0.47
0.41-0.445000.02520.27-0.45-0.60
0.29-0.385050.02220.24-0.39-0.72
0.19-0.305100.01770.19-0.31-0.82
0.12-0.225150.01290.14-0.22-0.89
0.07-0.155200.00880.10-0.15-0.94
0.04-0.105250.00570.07-0.09-0.96
0.03-0.065300.00370.04-0.05-0.98

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

spot275385452.549052557529K0
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

07-2808-0508-1308-2108-3109-08512.97385.00
— 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

spot220340410480550630174K174K
■ calls (up)■ puts (down)Every expiration combined: 2.5M 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