■ 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 — 490 — is the max pain price.
Open interest by strike · Fri, Jan 15
■ calls (up)■ puts (down)MYRG open contracts per strike for Fri, Jan 15.
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, Jan 15
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Jan 15
— call IV— put IVATM ≈ 59.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Jan 15
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, Jan 15
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.85
-0.09
240
0.0017
0.52
-0.10
-0.15
0.83
-0.10
250
0.0019
0.57
-0.11
-0.18
0.80
-0.10
260
0.0020
0.62
-0.12
-0.20
0.75
-0.12
280
0.0024
0.71
-0.13
-0.26
0.69
-0.14
300
0.0026
0.78
-0.14
-0.31
0.67
-0.14
310
0.0027
0.81
-0.15
-0.34
0.64
-0.15
320
0.0028
0.83
-0.15
-0.37
0.61
-0.15
330
0.0029
0.85
-0.15
-0.40
0.55
-0.15
350
0.0030
0.88
-0.16
-0.46
0.52
-0.15
360
0.0031
0.88
-0.16
-0.49
0.44
-0.15
390
0.0030
0.87
-0.15
-0.58
0.41
-0.15
400
0.0030
0.86
-0.15
-0.61
0.39
-0.15
410
0.0030
0.85
-0.15
-0.63
0.36
-0.15
420
0.0029
0.83
-0.14
-0.66
0.34
-0.14
430
0.0028
0.81
-0.14
-0.68
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 33 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.
Stacked — layer the expirations
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 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.