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Max pain // Cboe delayed data · as of Jul 29, 12:48 AM ET

NVDA max pain

Spot (delayed)$197.63
Max pain · Wed, Jul 29$200+1.2% vs spot
Expected move (ATM straddle)±$4±2.0% by Wed, Jul 29
Put/Call OI0.6485K puts / 133K calls
Call wall$210largest call OI
Put wall$190largest put OI
IV3045.7%30-day implied vol
Net GEX−$1.1Mper 1% move
Earnings · expectedWed, Aug 26usually after the close

Max pain levels

ExpiryMax painvs spotDTE
Wed, Jul 29$200+1.2%today
Fri, Jul 31$200+1.2%2d
Mon, Aug 3$200+1.2%5d
Wed, Aug 5$202.5+2.5%7d
Fri, Aug 7$205+3.7%9d
Mon, Aug 10$200+1.2%12d
Fri, Aug 14$200+1.2%16d
Fri, Aug 21$200+1.2%23d

The writer-loss curve — where max pain comes from

spot200110166222278334390$2.4B$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 — 200 — is the max pain price.

Open interest by strike · Wed, Jul 29

spot200110155185207.523026524K24K
■ calls (up)■ puts (down)NVDA open contracts per strike for Wed, Jul 29.

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 · Wed, Jul 29

spot200110155185207.5230265188K188K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Wed, Jul 29

spot145169193217241265190%38%
— call IV— put IVATM ≈ 47.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Wed, Jul 29

spot125160182.5200217.5235+$23.7M$23.7M
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 · Wed, Jul 29

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.99-0.021800.00330.00-0.02-0.01
0.99-0.03182.50.00510.00-0.03-0.01
0.98-0.051850.00880.01-0.05-0.02
0.95-0.10187.50.01640.01-0.10-0.04
0.91-0.241900.03110.02-0.24-0.10
0.81-0.56192.50.05230.03-0.57-0.19
0.65-1.211950.07210.04-1.21-0.35
0.46-1.62197.50.07930.04-1.62-0.54
0.27-0.812000.06730.04-0.81-0.73
0.14-0.35202.50.04430.02-0.35-0.86
0.07-0.152050.02510.01-0.16-0.93
0.04-0.08207.50.01390.01-0.09-0.97
0.02-0.042100.00800.01-0.06-0.98
0.01-0.03212.50.00480.00-0.04-0.99
0.01-0.022150.00310.00-0.03-0.99

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 53 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot100155187.5212.5237.530099K0
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

spot0.570140200245340434K434K
■ calls (up)■ puts (down)Every expiration combined: 7.5M call contracts, 6.0M 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: NVDA workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk