■ 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 — 95 — is the max pain price.
Open interest by strike · Thu, Jun 17
■ calls (up)■ puts (down)RIO open contracts per strike for Thu, Jun 17.
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 · Thu, Jun 17
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Thu, Jun 17
— call IV— put IVATM ≈ 32.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Thu, Jun 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, Jun 17
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.00
60
0.0033
0.10
-0.01
-0.08
0.92
-0.00
65
0.0045
0.13
-0.01
-0.10
0.90
-0.01
70
0.0060
0.16
-0.01
-0.13
0.86
-0.01
75
0.0078
0.20
-0.01
-0.17
0.81
-0.01
80
0.0096
0.24
-0.01
-0.22
0.75
-0.01
85
0.0115
0.27
-0.02
-0.28
0.69
-0.01
90
0.0131
0.30
-0.02
-0.34
0.62
-0.02
95
0.0143
0.33
-0.02
-0.41
0.54
-0.02
100
0.0150
0.34
-0.02
-0.49
0.47
-0.02
105
0.0150
0.34
-0.02
-0.56
0.41
-0.02
110
0.0146
0.33
-0.01
-0.62
0.34
-0.02
115
0.0138
0.32
-0.01
-0.68
0.29
-0.01
120
0.0128
0.30
-0.01
-0.74
0.21
-0.01
130
0.0105
0.25
-0.01
-0.82
0.17
-0.01
135
0.0093
0.22
-0.01
-0.86
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 20 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.