■ 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 · Fri, Aug 14
■ calls (up)■ puts (down)NVDA open contracts per strike for Fri, Aug 14.
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 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 14
— call IV— put IVATM ≈ 41.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 14
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 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.92
-0.09
170
0.0068
0.06
-0.09
-0.08
0.89
-0.11
175
0.0094
0.08
-0.12
-0.11
0.83
-0.14
180
0.0126
0.11
-0.14
-0.17
0.76
-0.17
185
0.0162
0.13
-0.17
-0.24
0.67
-0.20
190
0.0195
0.15
-0.20
-0.33
0.62
-0.20
192.5
0.0208
0.16
-0.21
-0.38
0.57
-0.21
195
0.0217
0.17
-0.21
-0.43
0.52
-0.21
197.5
0.0223
0.17
-0.21
-0.49
0.46
-0.21
200
0.0224
0.17
-0.21
-0.54
0.40
-0.20
202.5
0.0221
0.17
-0.20
-0.60
0.35
-0.19
205
0.0213
0.16
-0.19
-0.66
0.30
-0.18
207.5
0.0202
0.15
-0.18
-0.71
0.25
-0.16
210
0.0186
0.14
-0.16
-0.76
0.21
-0.14
212.5
0.0169
0.12
-0.14
-0.80
0.17
-0.13
215
0.0150
0.11
-0.13
-0.84
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 41 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 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.
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.