Max pain // Cboe delayed data · as of Sep 12, 3:45 AM ET

NVDA max pain

Spot (delayed)$218.26
Max pain · Fri, Sep 18$202.5-7.2% vs spot
Expected move (ATM straddle)±$7.3±3.3% by Fri, Sep 18
Put/Call OI0.851.0M puts / 1.2M calls
Call wall$230largest call OI
Put wall$180largest put OI
IV3031.3%30-day implied vol
Net GEX+$339.8Mper 1% move · flip ≈ $220

Event risk before this expiration: FOMC decision Wed, Sep 16 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Mon, Sep 14$220+0.8%2d
Wed, Sep 16$220+0.8%4d
Fri, Sep 18$202.5-7.2%6d
Mon, Sep 21$217.5-0.3%9d
Wed, Sep 23$225+3.1%11d
Fri, Sep 25$220+0.8%13d
Fri, Oct 2$220+0.8%20d
Fri, Oct 9$225+3.1%27d

The writer-loss curve — where max pain comes from

spot202.535120205290375460$25.3B$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 — 202.5 — is the max pain price.

Open interest by strike · Fri, Sep 18

spot202.535120170212.5237.529093K93K
■ calls (up)■ puts (down)NVDA open contracts per strike for Fri, Sep 18.

Open-interest change · 2026-09-102026-09-11

spot50125170210232.5270+40K40K
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 222.5 +40K · 230 +34K · 250 6K · 202.5 +6K

Volume by strike · Fri, Sep 18

spot202.535120170212.5237.529091K91K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Sep 18

spot140182224266308350117%25%
— call IV— put IVATM ≈ 30.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Sep 18

spotflip 220110150190217.5237.5275+$82.0M$82.0M
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, Sep 18

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.97-0.071950.00550.02-0.07-0.03
0.95-0.092000.00890.03-0.09-0.05
0.93-0.10202.50.01170.04-0.10-0.07
0.91-0.122050.01570.05-0.12-0.09
0.81-0.192100.02730.08-0.19-0.19
0.74-0.22212.50.03400.10-0.22-0.26
0.65-0.252150.03980.11-0.25-0.35
0.55-0.27217.50.04340.12-0.27-0.46
0.44-0.262200.04380.12-0.26-0.57
0.33-0.24222.50.04060.11-0.24-0.67
0.24-0.202250.03480.10-0.20-0.77
0.17-0.16227.50.02780.08-0.16-0.84
0.11-0.122300.02070.06-0.12-0.90
0.07-0.08232.50.01480.04-0.08-0.94
0.05-0.062350.01040.03-0.06-0.96

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot35130190225255340113K0
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 — nearest expiry vs price

07-2808-0508-1308-2108-3109-08230.01189.69
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.

All expirations combined — total open interest

spot0.580145205265360567K567K
■ calls (up)■ puts (down)Every expiration combined: 7.9M call contracts, 7.0M 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