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Max pain // Cboe delayed data · as of Jul 29, 2:09 AM ET

NVDA max pain

Spot (delayed)$197.63
Max pain · Fri, Aug 7$205+3.7% vs spot
Expected move (ATM straddle)±$11.45±5.8% by Fri, Aug 7
Put/Call OI0.96107K puts / 111K calls
Call wall$210largest call OI
Put wall$185largest put OI
IV3045.7%30-day implied vol
Net GEX−$3.9Mper 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

spot20570132194256318380$1.8B$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 — 205 — is the max pain price.

Open interest by strike · Fri, Aug 7

spot20570140182.5205227.528013K13K
■ calls (up)■ puts (down)NVDA open contracts per strike for Fri, Aug 7.

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 7

spot20570140182.5205227.528077K77K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 7

spot105160215270325380141%38%
— call IV— put IVATM ≈ 43.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 7

spot105145182.5202.5222.5255+$9.1M$9.1M
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, Aug 7

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.88-0.161800.01270.07-0.16-0.12
0.84-0.18182.50.01520.08-0.19-0.16
0.80-0.211850.01800.09-0.21-0.20
0.76-0.24187.50.02070.10-0.24-0.24
0.70-0.261900.02330.11-0.26-0.30
0.64-0.28192.50.02550.12-0.28-0.36
0.57-0.291950.02710.13-0.29-0.43
0.51-0.29197.50.02790.13-0.29-0.50
0.44-0.282000.02790.13-0.28-0.57
0.37-0.27202.50.02700.12-0.27-0.64
0.30-0.242050.02520.11-0.24-0.70
0.24-0.22207.50.02280.10-0.22-0.76
0.19-0.192100.02000.09-0.19-0.81
0.15-0.16212.50.01700.08-0.16-0.86
0.12-0.132150.01410.06-0.13-0.89

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 49 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