Max pain // Cboe delayed data · as of Sep 23, 3:58 AM ET

NVDA max pain

Spot (delayed)$228.56
Max pain · Mon, Sep 28$220-3.7% vs spot
Expected move (ATM straddle)±$6.46±2.8% by Mon, Sep 28
Put/Call OI0.5722K puts / 39K calls
Call wall$235largest call OI
Put wall$190largest put OI
IV3031.2%30-day implied vol
Net GEX+$59.6Mper 1% move · flip ≈ $220
Earnings · expectedWed, Nov 18usually after the close

Max pain levels

ExpiryMax painvs spotDTE
Wed, Sep 23$222.5-2.7%today
Fri, Sep 25$220-3.7%2d
Mon, Sep 28$220-3.7%5d
Wed, Sep 30$217.5-4.8%7d
Fri, Oct 2$220-3.7%9d
Mon, Oct 5$225-1.6%12d
Fri, Oct 9$215-5.9%16d
Fri, Oct 16$205-10.3%23d

The writer-loss curve — where max pain comes from

spot220100139178217256295$256M$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 — 220 — is the max pain price.

Open interest by strike · Mon, Sep 28

spot220100155192.5212.5232.525510K10K
■ calls (up)■ puts (down)NVDA open contracts per strike for Mon, Sep 28.

Open-interest change · 2026-09-212026-09-22

spot100185205222.5240265+9K9K
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: 235 +9K · 230 +4K · 225 +2K · 212.5 +1K

Volume by strike · Mon, Sep 28

spot220100155192.5212.5232.525516K16K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Mon, Sep 28

spot150179208237266295104%26%
— call IV— put IVATM ≈ 27.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Mon, Sep 28

spotflip 220140180202.5220237.5260+$20.1M$20.1M
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 · Mon, Sep 28

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.96-0.062100.00690.02-0.06-0.04
0.95-0.07212.50.00940.03-0.08-0.05
0.94-0.092150.01310.04-0.10-0.07
0.91-0.12217.50.01850.05-0.12-0.10
0.86-0.162200.02580.07-0.16-0.14
0.79-0.20222.50.03460.09-0.20-0.21
0.70-0.242250.04310.10-0.24-0.30
0.58-0.27227.50.04890.12-0.27-0.42
0.46-0.272300.05000.12-0.27-0.55
0.34-0.25232.50.04600.11-0.25-0.67
0.23-0.212350.03840.09-0.21-0.77
0.16-0.16237.50.02950.07-0.17-0.85
0.10-0.122400.02140.05-0.12-0.91
0.07-0.09242.50.01500.04-0.09-0.94
0.04-0.062450.01040.03-0.06-0.97

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 47 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot85150192.5215237.5265143K0
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

07-2808-0608-1708-2609-0409-15230.01189.69
— 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

spot0.580145205250330538K538K
■ calls (up)■ puts (down)Every expiration combined: 7.6M call contracts, 6.6M 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