■ 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 — 710 — is the max pain price.
Open interest by strike · Thu, Sep 17
■ calls (up)■ puts (down)QQQ open contracts per strike for Thu, Sep 17.
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: 725 +1K · 710 +881 · 690 +813 · 726 +718
Volume by strike · Thu, Sep 17
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Thu, Sep 17
— call IV— put IVATM ≈ 16.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Thu, Sep 17
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 · Thu, Sep 17
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.67
-0.50
708
0.0223
0.33
-0.50
-0.33
0.65
-0.51
709
0.0230
0.34
-0.51
-0.35
0.63
-0.52
710
0.0238
0.35
-0.52
-0.37
0.61
-0.52
711
0.0245
0.35
-0.52
-0.40
0.58
-0.52
712
0.0251
0.36
-0.53
-0.42
0.56
-0.52
713
0.0257
0.36
-0.53
-0.45
0.53
-0.52
714
0.0261
0.36
-0.53
-0.47
0.51
-0.52
715
0.0265
0.37
-0.52
-0.50
0.48
-0.51
716
0.0268
0.37
-0.52
-0.53
0.37
-0.46
720
0.0265
0.35
-0.47
-0.64
0.31
-0.42
722
0.0256
0.33
-0.43
-0.69
0.23
-0.34
725
0.0229
0.28
-0.35
-0.78
0.21
-0.32
726
0.0217
0.27
-0.32
-0.80
0.18
-0.29
727
0.0204
0.25
-0.29
-0.82
0.12
-0.21
730
0.0161
0.19
-0.21
-0.89
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.