■ 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 — 1650 — is the max pain price.
Open interest by strike · Fri, Sep 25
■ calls (up)■ puts (down)SNDK 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 ≈ 65.3% · 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
0.64
-4.38
1740
0.0023
0.93
-4.40
-0.36
0.62
-4.49
1750
0.0024
0.95
-4.51
-0.38
0.61
-4.54
1755
0.0024
0.95
-4.56
-0.39
0.57
-4.66
1770
0.0024
0.97
-4.68
-0.43
0.56
-4.69
1775
0.0024
0.98
-4.71
-0.44
0.55
-4.71
1780
0.0024
0.98
-4.73
-0.46
0.50
-4.77
1800
0.0024
0.99
-4.79
-0.50
0.47
-4.77
1810
0.0024
0.99
-4.79
-0.53
0.44
-4.74
1825
0.0024
0.98
-4.76
-0.56
0.38
-4.60
1850
0.0023
0.95
-4.62
-0.62
0.34
-4.43
1870
0.0022
0.91
-4.45
-0.66
0.28
-4.10
1900
0.0020
0.84
-4.12
-0.72
0.20
-3.42
1950
0.0016
0.70
-3.44
-0.80
0.14
-2.71
2000
0.0013
0.56
-2.72
-0.86
0.13
-2.57
2010
0.0012
0.53
-2.59
-0.87
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.