■ 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 — 217.5 — is the max pain price.
Open interest by strike · Mon, Sep 21
■ calls (up)■ puts (down)NVDA open contracts per strike for Mon, Sep 21.
Open-interest change · 2026-09-10 → 2026-09-11
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: 65 +11K · 240 +4K · 230 +2K · 210 +1K
Volume by strike · Mon, Sep 21
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 21
— call IV— put IVATM ≈ 28.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 21
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 · Mon, Sep 21
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.94
-0.08
200
0.0097
0.05
-0.08
-0.06
0.92
-0.09
202.5
0.0126
0.06
-0.09
-0.08
0.89
-0.11
205
0.0164
0.07
-0.11
-0.11
0.85
-0.13
207.5
0.0211
0.09
-0.13
-0.15
0.79
-0.16
210
0.0263
0.10
-0.16
-0.21
0.72
-0.18
212.5
0.0316
0.12
-0.18
-0.28
0.64
-0.20
215
0.0360
0.14
-0.20
-0.36
0.55
-0.21
217.5
0.0388
0.14
-0.21
-0.46
0.45
-0.20
220
0.0392
0.14
-0.20
-0.56
0.35
-0.19
222.5
0.0372
0.14
-0.19
-0.65
0.27
-0.16
225
0.0330
0.12
-0.17
-0.74
0.19
-0.14
227.5
0.0275
0.10
-0.14
-0.81
0.13
-0.10
230
0.0217
0.08
-0.11
-0.88
0.09
-0.08
232.5
0.0163
0.06
-0.08
-0.92
0.06
-0.06
235
0.0119
0.04
-0.06
-0.95
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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 — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.