■ 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 — 57.5 — is the max pain price.
Open interest by strike · Fri, Jan 15
■ calls (up)■ puts (down)NTNX 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 ≈ 54.3% · 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
0.86
-0.01
47.5
0.0089
0.09
-0.02
-0.14
0.83
-0.02
50
0.0104
0.10
-0.02
-0.17
0.80
-0.02
52.5
0.0118
0.12
-0.02
-0.20
0.76
-0.02
55
0.0132
0.13
-0.02
-0.24
0.72
-0.02
57.5
0.0144
0.14
-0.03
-0.28
0.68
-0.03
60
0.0154
0.15
-0.03
-0.32
0.64
-0.03
62.5
0.0162
0.16
-0.03
-0.36
0.59
-0.03
65
0.0168
0.16
-0.03
-0.41
0.55
-0.03
67.5
0.0171
0.17
-0.03
-0.45
0.51
-0.03
70
0.0173
0.17
-0.03
-0.49
0.47
-0.03
72.5
0.0173
0.17
-0.03
-0.53
0.43
-0.03
75
0.0170
0.17
-0.03
-0.57
0.40
-0.03
77.5
0.0167
0.16
-0.03
-0.61
0.36
-0.03
80
0.0162
0.16
-0.03
-0.65
0.33
-0.03
82.5
0.0156
0.15
-0.03
-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 35 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.