■ 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 — 714 — is the max pain price.
Open interest by strike · Mon, Sep 21
■ calls (up)■ puts (down)QQQ open contracts per strike for Mon, Sep 21.
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: 710 +753 · 717 +479 · 735 +314 · 730 +260
Volume by strike · Mon, Sep 21
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 21
— call IV— put IVATM ≈ 15.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 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 · Mon, Sep 21
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.65
-0.37
708
0.0192
0.44
-0.37
-0.36
0.63
-0.38
709
0.0197
0.44
-0.38
-0.38
0.61
-0.38
710
0.0202
0.45
-0.38
-0.40
0.59
-0.38
711
0.0207
0.46
-0.38
-0.42
0.57
-0.38
712
0.0211
0.46
-0.38
-0.44
0.55
-0.38
713
0.0215
0.47
-0.38
-0.46
0.53
-0.38
714
0.0219
0.47
-0.37
-0.48
0.51
-0.37
715
0.0222
0.47
-0.37
-0.50
0.46
-0.36
717
0.0226
0.47
-0.36
-0.55
0.44
-0.36
718
0.0226
0.47
-0.35
-0.57
0.39
-0.34
720
0.0225
0.46
-0.34
-0.62
0.28
-0.28
725
0.0207
0.40
-0.27
-0.73
0.17
-0.20
730
0.0167
0.31
-0.19
-0.83
0.10
-0.12
735
0.0114
0.21
-0.12
-0.91
0.07
-0.10
737
0.0094
0.17
-0.09
-0.93
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 54 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.