■ 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 — 17 — is the max pain price.
Open interest by strike · Fri, Sep 4
■ calls (up)■ puts (down)RGTI open contracts per strike for Fri, Sep 4.
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 4
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 4
— call IV— put IVATM ≈ 76.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 4
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 4
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.87
-0.02
15.5
0.0590
0.01
-0.02
-0.13
0.84
-0.02
16
0.0708
0.01
-0.02
-0.16
0.79
-0.02
16.5
0.0824
0.01
-0.02
-0.21
0.74
-0.03
17
0.0930
0.01
-0.03
-0.26
0.69
-0.03
17.5
0.1017
0.02
-0.03
-0.31
0.64
-0.03
18
0.1080
0.02
-0.03
-0.37
0.58
-0.03
18.5
0.1117
0.02
-0.03
-0.42
0.52
-0.03
19
0.1128
0.02
-0.03
-0.48
0.47
-0.03
19.5
0.1115
0.02
-0.03
-0.53
0.42
-0.03
20
0.1082
0.02
-0.03
-0.58
0.37
-0.03
20.5
0.1035
0.02
-0.03
-0.63
0.33
-0.03
21
0.0978
0.02
-0.03
-0.68
0.25
-0.03
22
0.0847
0.01
-0.03
-0.75
0.20
-0.03
23
0.0713
0.01
-0.03
-0.81
0.15
-0.02
24
0.0588
0.01
-0.02
-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 31 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 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.