■ 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 — 155 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)PLTR open contracts per strike for Fri, Sep 18.
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: 170 +13K · 157.5 +9K · 177.5 +8K · 175 +5K
Volume by strike · Fri, Sep 18
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 18
— call IV— put IVATM ≈ 42.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 18
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 Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.94
-0.09
150
0.0097
0.03
-0.09
-0.06
0.92
-0.12
152.5
0.0131
0.04
-0.12
-0.08
0.89
-0.15
155
0.0177
0.04
-0.15
-0.12
0.84
-0.19
157.5
0.0231
0.06
-0.19
-0.16
0.77
-0.23
160
0.0288
0.07
-0.23
-0.23
0.70
-0.26
162.5
0.0342
0.08
-0.26
-0.31
0.60
-0.28
165
0.0383
0.09
-0.29
-0.40
0.51
-0.29
167.5
0.0402
0.09
-0.29
-0.50
0.41
-0.28
170
0.0394
0.09
-0.28
-0.60
0.32
-0.26
172.5
0.0360
0.08
-0.26
-0.69
0.24
-0.22
175
0.0310
0.07
-0.22
-0.77
0.17
-0.18
177.5
0.0254
0.06
-0.18
-0.83
0.13
-0.15
180
0.0200
0.05
-0.15
-0.88
0.09
-0.12
182.5
0.0154
0.04
-0.12
-0.92
0.07
-0.09
185
0.0118
0.03
-0.09
-0.94
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 53 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.