What is the max pain price for NNOX?

As of the latest delayed data, NNOX's max pain for the Fri, Aug 21 expiration is 2, versus a spot price of 0.93 (+115.0% away). It recomputes as open interest shifts.

What are the NNOX call and put walls?

For Fri, Aug 21, the largest call open interest sits at the 2.5 strike and the largest put open interest at 2.5.

Is max pain a price prediction?

No. It is a positioning snapshot — the settle price that would minimize option writers’ payout. The theory that prices drift toward it is contested, and nothing on this page is investment advice.

Max pain // Cboe delayed data · as of Aug 18, 11:12 AM ET

NNOX max pain

Spot (delayed)$0.93

Max pain · Fri, Aug 21$2+115.0% vs spot

Expected move (ATM straddle)±$0.15±16.1% by Fri, Aug 21

Put/Call OI0.44811 puts / 2K calls

Call wall$2.5largest call OI

Put wall$2.5largest put OI

IV30118.7%30-day implied vol

Net GEX−$346per 1% move

Fri, Aug 212 Fri, Sep 181.5 Fri, Nov 201.5 Fri, Jan 152 Fri, Feb 190.5

Max pain levels

Expiry	Max pain	vs spot	DTE
Fri, Aug 21	$2	+115.0%	3d
Fri, Sep 18	$1.5	+61.3%	31d
Fri, Nov 20	$1.5	+61.3%	94d
Fri, Jan 15	$2	+115.0%	150d
Fri, Feb 19	$0.5	-46.2%	185d

The writer-loss curve — where max pain comes from

■ 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 — 2 — is the max pain price.

Open interest by strike · Fri, Aug 21

■ calls (up)■ puts (down)NNOX 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

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

Implied volatility by strike · Fri, Aug 21

— call IV— put IVATM ≈ 213.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Greeks by strike · Fri, Aug 21

Call Δ	Call Θ	Strike	Γ	Vega	Put Θ	Put Δ
1.00	0.00	0.5	—	—	—	—
0.18	-0.00	1	3.1557	0.00	-0.00	-0.81
—	—	1.5	—	—	—	-1.00
—	—	2	0.0002	—	—	-1.00
—	—	2.5	0.0088	—	—	-1.00
—	—	5	—	—	—	-1.00
—	—	7.5	—	—	—	-1.00

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. 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.

All expirations combined — total open interest

■ calls (up)■ puts (down)Every expiration combined: 38K call contracts, 4K 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: NNOX workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk