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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, Oct 16$155+60.2% vs spot
Expected move (ATM straddle)±$29±30.0% by Fri, Oct 16
Put/Call OI2.2065K puts / 30K calls
Call wall$200largest call OI
Put wall$90largest put OI
IV3079.5%30-day implied vol
Net GEX−$2.5Mper 1% move

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

spot1553080130180230280$401M$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 — 155 — is the max pain price.

Open interest by strike · Fri, Oct 16

spot15530701101501902309K9K
■ calls (up)■ puts (down)MSTR open contracts per strike for Fri, Oct 16.

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, Oct 16

spot1553070110150190230310310
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Oct 16

spot3080130180230280132%80%
— call IV— put IVATM ≈ 81.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Oct 16

spot3070110150190230+$810K$810K
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, Oct 16

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.91-0.04600.00400.08-0.04-0.10
0.88-0.05650.00500.09-0.05-0.12
0.84-0.06700.00610.11-0.06-0.16
0.80-0.07750.00720.13-0.07-0.20
0.76-0.07800.00820.14-0.07-0.25
0.70-0.08850.00910.16-0.08-0.30
0.65-0.09900.00990.17-0.09-0.35
0.60-0.09950.01040.17-0.09-0.40
0.55-0.091000.01080.18-0.09-0.46
0.50-0.091050.01090.18-0.09-0.51
0.45-0.091100.01090.18-0.09-0.56
0.40-0.091150.01060.17-0.09-0.61
0.36-0.081200.01030.17-0.08-0.65
0.32-0.081250.00980.16-0.08-0.69
0.28-0.071300.00930.15-0.07-0.73

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 48 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