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Max pain // Cboe delayed data · as of Jul 29, 2:16 AM ET

MSTR max pain

Spot (delayed)$96.75
Max pain · Fri, Aug 21$110+13.7% vs spot
Expected move (ATM straddle)±$15.45±16.0% by Fri, Aug 21
Put/Call OI0.91172K puts / 190K calls
Call wall$125largest call OI
Put wall$50largest put OI
IV3079.5%30-day implied vol
Net GEX+$2.9Mper 1% move · flip ≈ $125

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

spot1105112219326433540$6.8B$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 — 110 — is the max pain price.

Open interest by strike · Fri, Aug 21

spot11056010115020035050K50K
■ calls (up)■ puts (down)MSTR 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

spot1105601011502003503K3K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 21

spot10116222328434540284%78%
— call IV— put IVATM ≈ 78.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 21

spotflip 1251570110160210400+$4.7M$4.7M
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, Aug 21

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.95-0.05650.00420.03-0.06-0.05
0.92-0.07700.00610.04-0.07-0.08
0.89-0.09750.00870.05-0.09-0.11
0.83-0.11800.01190.06-0.11-0.17
0.76-0.13850.01530.08-0.13-0.24
0.71-0.14880.01720.09-0.14-0.29
0.67-0.15900.01830.09-0.15-0.33
0.57-0.16950.02010.10-0.16-0.43
0.47-0.161000.02050.10-0.16-0.53
0.45-0.161010.02040.10-0.16-0.55
0.38-0.151050.01960.09-0.15-0.63
0.29-0.141100.01770.09-0.14-0.71
0.22-0.121150.01530.07-0.12-0.78
0.17-0.101200.01270.06-0.10-0.84
0.13-0.081250.01040.05-0.08-0.88

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 57 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