■ 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 — 130 — is the max pain price.
Open interest by strike · Fri, Aug 21
■ calls (up)■ puts (down)PLTR open contracts per strike for Fri, Aug 21.
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 21
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 21
— call IV— put IVATM ≈ 70.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 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 · Fri, Aug 21
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.05
90
0.0040
0.03
-0.05
-0.05
0.93
-0.07
95
0.0058
0.04
-0.07
-0.07
0.89
-0.09
100
0.0081
0.06
-0.09
-0.11
0.83
-0.12
105
0.0107
0.08
-0.12
-0.17
0.77
-0.14
110
0.0132
0.10
-0.15
-0.23
0.69
-0.17
115
0.0154
0.11
-0.17
-0.31
0.61
-0.18
120
0.0170
0.12
-0.18
-0.40
0.52
-0.19
125
0.0177
0.13
-0.19
-0.48
0.50
-0.19
126
0.0178
0.13
-0.19
-0.50
0.48
-0.19
127
0.0178
0.13
-0.19
-0.52
0.43
-0.18
130
0.0176
0.13
-0.18
-0.57
0.41
-0.18
131
0.0175
0.12
-0.18
-0.59
0.35
-0.17
135
0.0167
0.12
-0.17
-0.65
0.34
-0.17
136
0.0164
0.12
-0.17
-0.67
0.28
-0.15
140
0.0152
0.11
-0.15
-0.73
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 50 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.