■ 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 — 135 — 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 — 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, Sep 18
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 18
— call IV— put IVATM ≈ 61.8% · 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
0.92
-0.04
90
0.0048
0.07
-0.04
-0.08
0.89
-0.05
95
0.0063
0.09
-0.06
-0.11
0.85
-0.06
100
0.0079
0.11
-0.07
-0.15
0.80
-0.08
105
0.0096
0.13
-0.08
-0.21
0.74
-0.09
110
0.0111
0.15
-0.09
-0.27
0.67
-0.10
115
0.0124
0.17
-0.10
-0.33
0.61
-0.10
120
0.0133
0.18
-0.11
-0.40
0.54
-0.11
125
0.0138
0.18
-0.11
-0.47
0.47
-0.11
130
0.0138
0.19
-0.11
-0.53
0.41
-0.10
135
0.0136
0.18
-0.11
-0.60
0.35
-0.10
140
0.0129
0.17
-0.10
-0.66
0.29
-0.09
145
0.0120
0.16
-0.09
-0.72
0.24
-0.08
150
0.0110
0.15
-0.08
-0.77
0.20
-0.08
155
0.0098
0.13
-0.07
-0.81
0.17
-0.07
160
0.0087
0.12
-0.07
-0.85
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 57 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.