■ 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 25
■ calls (up)■ puts (down)RGTI open contracts per strike for Fri, Sep 25.
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 25
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 25
— call IV— put IVATM ≈ 77.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 25
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 25
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.81
-0.02
15.5
0.0541
0.02
-0.02
-0.19
0.78
-0.02
16
0.0598
0.02
-0.02
-0.22
0.74
-0.02
16.5
0.0649
0.02
-0.02
-0.26
0.70
-0.02
17
0.0694
0.02
-0.02
-0.30
0.67
-0.02
17.5
0.0729
0.02
-0.02
-0.34
0.63
-0.02
18
0.0755
0.02
-0.02
-0.38
0.59
-0.02
18.5
0.0772
0.03
-0.02
-0.42
0.55
-0.02
19
0.0781
0.03
-0.02
-0.46
0.51
-0.02
19.5
0.0781
0.03
-0.02
-0.49
0.47
-0.02
20
0.0774
0.03
-0.03
-0.53
0.44
-0.02
20.5
0.0761
0.03
-0.02
-0.56
0.41
-0.02
21
0.0743
0.03
-0.02
-0.60
0.38
-0.02
21.5
0.0721
0.02
-0.02
-0.63
0.35
-0.02
22
0.0696
0.02
-0.02
-0.66
0.30
-0.02
23
0.0640
0.02
-0.02
-0.71
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.