■ 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 — 35 — is the max pain price.
Open interest by strike · Fri, Aug 28
■ calls (up)■ puts (down)SEDG 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
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 28
— call IV— put IVATM ≈ 77.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 28
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 Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.83
-0.06
29
0.0588
0.01
-0.06
-0.17
0.80
-0.06
29.5
0.0668
0.01
-0.06
-0.20
0.77
-0.07
30
0.0750
0.02
-0.07
-0.23
0.73
-0.07
30.5
0.0829
0.02
-0.07
-0.27
0.69
-0.08
31
0.0902
0.02
-0.08
-0.32
0.64
-0.08
31.5
0.0963
0.02
-0.08
-0.36
0.59
-0.09
32
0.1007
0.02
-0.09
-0.41
0.54
-0.09
32.5
0.1033
0.02
-0.09
-0.46
0.48
-0.09
33
0.1038
0.02
-0.09
-0.52
0.43
-0.09
33.5
0.1022
0.02
-0.09
-0.57
0.39
-0.08
34
0.0990
0.02
-0.08
-0.61
0.34
-0.08
34.5
0.0943
0.02
-0.08
-0.66
0.30
-0.08
35
0.0886
0.02
-0.08
-0.70
0.26
-0.07
35.5
0.0822
0.02
-0.07
-0.74
0.23
-0.07
36
0.0757
0.02
-0.07
-0.77
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 55 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.