■ 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 — 711 — is the max pain price.
Open interest by strike · Mon, Sep 14
■ calls (up)■ puts (down)QQQ open contracts per strike for Mon, Sep 14.
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: 730 +5K · 722 +2K · 684 +2K · 647 +2K
Volume by strike · Mon, Sep 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 14
— call IV— put IVATM ≈ 9.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 14
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 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.81
-0.34
708
0.0345
0.18
-0.35
-0.19
0.78
-0.38
709
0.0388
0.20
-0.38
-0.22
0.75
-0.41
710
0.0432
0.21
-0.41
-0.26
0.71
-0.44
711
0.0477
0.23
-0.44
-0.30
0.66
-0.46
712
0.0520
0.24
-0.47
-0.34
0.61
-0.47
713
0.0560
0.25
-0.48
-0.39
0.55
-0.48
714
0.0593
0.26
-0.48
-0.45
0.49
-0.47
715
0.0616
0.26
-0.48
-0.51
0.43
-0.45
716
0.0624
0.26
-0.46
-0.57
0.37
-0.41
717
0.0615
0.25
-0.42
-0.64
0.30
-0.37
718
0.0586
0.23
-0.37
-0.71
0.19
-0.25
720
0.0472
0.18
-0.25
-0.82
0.14
-0.19
721
0.0397
0.15
-0.19
-0.87
0.10
-0.14
722
0.0318
0.12
-0.14
-0.91
0.07
-0.10
723
0.0244
0.10
-0.10
-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 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 — 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.