Max pain // Cboe delayed data · as of Aug 7, 3:44 AM ET

SMCI max pain

Spot (delayed)$29.75
Max pain · Fri, Aug 28$29-2.5% vs spot
Expected move (ATM straddle)±$5.83±19.6% by Fri, Aug 28
Put/Call OI0.266K puts / 24K calls
Call wall$36largest call OI
Put wall$20largest put OI
IV3097.6%30-day implied vol
Net GEX+$742Kper 1% move · flip ≈ $33

Event risk before this expiration: 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$28-5.9%today
Fri, Aug 14$28-5.9%7d
Fri, Aug 21$30+0.8%14d
Fri, Aug 28$29-2.5%21d
Fri, Sep 4$28-5.9%28d
Fri, Sep 11$30+0.8%35d
Fri, Sep 18$32+7.6%42d
Fri, Nov 20$31+4.2%105d

The writer-loss curve — where max pain comes from

spot29102030405060$60M$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 — 29 — is the max pain price.

Open interest by strike · Fri, Aug 28

spot291021283542496K6K
■ calls (up)■ puts (down)SMCI 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

spot29102128354249679679
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 28

spot102030405060215%73%
— call IV— put IVATM ≈ 100.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 28

spotflip 33102128354249+$213K$213K
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
0.87-0.03230.02920.01-0.03-0.13
0.83-0.04240.03500.02-0.04-0.17
0.79-0.05250.04060.02-0.05-0.21
0.74-0.05260.04550.02-0.05-0.26
0.69-0.06270.04950.03-0.06-0.32
0.63-0.06280.05240.03-0.06-0.37
0.57-0.06290.05410.03-0.06-0.43
0.52-0.07300.05460.03-0.07-0.48
0.47-0.07310.05420.03-0.07-0.53
0.42-0.07320.05290.03-0.07-0.58
0.38-0.06330.05090.03-0.06-0.63
0.33-0.06340.04840.03-0.06-0.67
0.30-0.06350.04560.03-0.06-0.71
0.26-0.06360.04260.02-0.05-0.74
0.23-0.05370.03950.02-0.05-0.77

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 39 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot14222732374649K0
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

spot11928.5364770105K105K
■ calls (up)■ puts (down)Every expiration combined: 1.3M 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: SMCI workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk