■ 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 — 129 — is the max pain price.
Open interest by strike · Fri, Aug 7
■ calls (up)■ puts (down)PLTR open contracts per strike for Fri, Aug 7.
Open-interest change — building vs unwinding
Needs two observed snapshot days for this expiration — the comparison appears automatically once the next weekday snapshot lands. We diff real observations only; nothing is estimated.
Volume by strike · Fri, Aug 7
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 7
— call IV— put IVATM ≈ 90.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 7
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, Aug 7
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.69
-0.33
116
0.0187
0.07
-0.34
-0.31
0.67
-0.34
117
0.0193
0.07
-0.34
-0.33
0.65
-0.35
118
0.0198
0.08
-0.35
-0.35
0.63
-0.36
119
0.0202
0.08
-0.36
-0.37
0.61
-0.36
120
0.0206
0.08
-0.36
-0.39
0.57
-0.37
122
0.0212
0.08
-0.37
-0.43
0.55
-0.37
123
0.0214
0.08
-0.38
-0.46
0.52
-0.38
124
0.0215
0.08
-0.38
-0.48
0.50
-0.37
125
0.0216
0.08
-0.38
-0.50
0.48
-0.37
126
0.0216
0.08
-0.37
-0.52
0.46
-0.37
127
0.0216
0.08
-0.37
-0.54
0.44
-0.37
128
0.0214
0.08
-0.37
-0.56
0.42
-0.36
129
0.0213
0.08
-0.36
-0.58
0.40
-0.36
130
0.0211
0.08
-0.36
-0.60
0.38
-0.35
131
0.0208
0.08
-0.35
-0.62
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
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
History starts accruing now: first snapshot taken 2026-07-28. We chart only days we actually observed — check back as the record builds. The measured hit-rate across all tickers lives on the accuracy ledger.
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.