■ 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 — 220 — is the max pain price.
Open interest by strike · Fri, Sep 25
■ calls (up)■ puts (down)NVDA open contracts per strike for Fri, Sep 25.
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: 205 +2K · 230 +1K · 215 −1K · 120 +1K
Volume by strike · Fri, Sep 25
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 25
— call IV— put IVATM ≈ 30.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 25
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 25
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.96
-0.06
190
0.0050
0.04
-0.06
-0.04
0.94
-0.07
195
0.0074
0.05
-0.07
-0.06
0.90
-0.09
200
0.0111
0.07
-0.09
-0.10
0.88
-0.10
202.5
0.0137
0.09
-0.10
-0.12
0.84
-0.12
205
0.0167
0.10
-0.12
-0.16
0.75
-0.15
210
0.0234
0.14
-0.15
-0.25
0.62
-0.18
215
0.0290
0.16
-0.18
-0.38
0.55
-0.18
217.5
0.0307
0.17
-0.19
-0.46
0.47
-0.18
220
0.0311
0.17
-0.19
-0.54
0.32
-0.16
225
0.0283
0.15
-0.17
-0.69
0.20
-0.12
230
0.0221
0.12
-0.13
-0.81
0.15
-0.10
232.5
0.0185
0.10
-0.11
-0.86
0.11
-0.09
235
0.0151
0.08
-0.09
-0.90
0.07
-0.06
240
0.0096
0.06
-0.06
-0.95
0.04
-0.04
245
0.0060
0.04
-0.04
-0.97
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 46 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.