Max pain // Cboe delayed data · as of Aug 6, 10:02 AM ET

RIVN max pain

Spot (delayed)$15.55
Max pain · Fri, Aug 28$16+2.9% vs spot
Expected move (ATM straddle)±$1.74±11.2% by Fri, Aug 28
Put/Call OI0.496K puts / 13K calls
Call wall$16largest call OI
Put wall$16.5largest put OI
IV3055.6%30-day implied vol
Net GEX+$167Kper 1% move · flip ≈ $11.5

Event risk before this expiration: Jobs report Fri, Aug 7 · CPI release Wed, Aug 12 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.

Max pain levels

ExpiryMax painvs spotDTE
Fri, Aug 7$15.5-0.3%1d
Fri, Aug 14$15.5-0.3%8d
Fri, Aug 21$16.5+6.1%15d
Fri, Aug 28$16+2.9%22d
Fri, Sep 4$16+2.9%29d
Fri, Sep 11$15-3.5%36d
Fri, Sep 18$15-3.5%43d
Fri, Oct 16$16+2.9%71d

The writer-loss curve — where max pain comes from

spot1691317222630$16M$0
■ 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 — 16 — is the max pain price.

Open interest by strike · Fri, Aug 28

spot16912.51517.52022.52K2K
■ calls (up)■ puts (down)RIVN open contracts per strike for Fri, Aug 28.

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, Aug 28

spot16912.51517.52022.5702702
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 28

spot111519222630211%50%
— call IV— put IVATM ≈ 55.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 28

spotflip 11.5912.51517.52022.5+$89K$89K
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, Aug 28

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.97-0.00120.03120.00-0.00-0.03
0.95-0.0112.50.04870.00-0.01-0.06
0.91-0.01130.07170.01-0.01-0.09
0.87-0.0113.50.09900.01-0.01-0.14
0.80-0.01140.12780.01-0.01-0.20
0.73-0.0114.50.15380.01-0.02-0.28
0.64-0.02150.17290.01-0.02-0.36
0.55-0.0215.50.18240.02-0.02-0.45
0.46-0.02160.18170.02-0.02-0.55
0.38-0.0216.50.17220.01-0.02-0.63
0.30-0.02170.15650.01-0.02-0.70
0.24-0.0117.50.13740.01-0.01-0.77
0.19-0.01180.11750.01-0.01-0.82
0.15-0.0118.50.09830.01-0.01-0.86
0.11-0.01190.08090.01-0.01-0.90

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 30 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot5111417202335K0
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.

All expirations combined — total open interest

spot1914192433301K301K
■ calls (up)■ puts (down)Every expiration combined: 1.2M call contracts, 1.1M put contracts open.

Reading this honestly

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.

Keep going: RIVN workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk