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Max pain // Cboe delayed data · as of Jul 29, 12:48 AM ET

MSTR max pain

Spot (delayed)$96.75
Max pain · Fri, Jul 31$95-1.8% vs spot
Expected move (ATM straddle)±$7.1±7.3% by Fri, Jul 31
Put/Call OI0.78178K puts / 229K calls
Call wall$102largest call OI
Put wall$50largest put OI
IV3079.5%30-day implied vol
Net GEX+$51.4Mper 1% move · flip ≈ $95

Max pain levels

ExpiryMax painvs spotDTE
Fri, Jul 31$95-1.8%2d
Fri, Aug 7$100+3.4%9d
Fri, Aug 14$104+7.5%16d
Fri, Aug 21$110+13.7%23d
Fri, Aug 28$102+5.4%30d
Fri, Sep 4$111+14.7%37d
Fri, Sep 18$100+3.4%51d
Fri, Oct 16$155+60.2%79d

The writer-loss curve — where max pain comes from

spot95305478102126150$1.1B$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 — 95 — is the max pain price.

Open interest by strike · Fri, Jul 31

spot9530809198.510812534K34K
■ calls (up)■ puts (down)MSTR open contracts per strike for Fri, Jul 31.

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, Jul 31

spot9530809198.51081256K6K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Jul 31

spot355881104127150361%91%
— call IV— put IVATM ≈ 101.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Jul 31

spotflip 9535829299109130+$8.7M$8.7M
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, Jul 31

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.77-0.47900.03300.03-0.47-0.23
0.74-0.52910.03590.03-0.52-0.26
0.70-0.56920.03860.03-0.56-0.30
0.66-0.59930.04080.03-0.59-0.34
0.62-0.62940.04260.03-0.62-0.38
0.57-0.64950.04390.03-0.64-0.43
0.53-0.64960.04460.04-0.65-0.47
0.51-0.6496.50.04480.04-0.65-0.49
0.48-0.64970.04480.04-0.64-0.52
0.46-0.6497.50.04470.04-0.64-0.54
0.44-0.63980.04440.04-0.63-0.56
0.42-0.6298.50.04400.03-0.62-0.58
0.40-0.61990.04350.03-0.61-0.60
0.35-0.581000.04210.03-0.58-0.65
0.32-0.551010.04020.03-0.55-0.69

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 56 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot30819210011114025K0
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

spot575101160260500126K126K
■ calls (up)■ puts (down)Every expiration combined: 1.3M call contracts, 1.2M 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: MSTR workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk