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Max pain // Cboe delayed data · as of Jul 29, 1:04 AM ET

SOFI max pain

Spot (delayed)$16.75
Max pain · Fri, Jul 31$17+1.5% vs spot
Expected move (ATM straddle)±$1.66±9.9% by Fri, Jul 31
Put/Call OI0.2390K puts / 394K calls
Call wall$20largest call OI
Put wall$17largest put OI
IV3065.2%30-day implied vol
Net GEX+$4.2Mper 1% move · flip ≈ $11

Max pain levels

ExpiryMax painvs spotDTE
Fri, Jul 31$17+1.5%2d
Fri, Aug 7$17.5+4.5%9d
Fri, Aug 14$17.5+4.5%16d
Fri, Aug 21$17+1.5%23d
Fri, Aug 28$17.5+4.5%30d
Fri, Sep 4$17+1.5%37d
Fri, Sep 18$20+19.4%51d
Fri, Oct 16$18+7.5%79d

The writer-loss curve — where max pain comes from

spot1751015202530$369M$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 — 17 — is the max pain price.

Open interest by strike · Fri, Jul 31

spot17512.515.518.521.525122K122K
■ calls (up)■ puts (down)SOFI open contracts per strike for Fri, Jul 31.

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, Jul 31

spot17512.515.518.521.525118K118K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Jul 31

spot51015202530511%93%
— call IV— put IVATM ≈ 137.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Jul 31

spotflip 1191316192230+$2.6M$2.6M
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, Jul 31

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.97-0.02130.02740.00-0.02-0.03
0.95-0.0313.50.04350.00-0.03-0.05
0.93-0.04140.06550.00-0.04-0.07
0.88-0.0714.50.09300.00-0.07-0.12
0.82-0.09150.12360.00-0.09-0.18
0.75-0.1215.50.15320.01-0.12-0.25
0.66-0.14160.17680.01-0.14-0.34
0.57-0.1516.50.19060.01-0.15-0.43
0.47-0.15170.19270.01-0.15-0.53
0.38-0.1417.50.18400.01-0.14-0.62
0.30-0.13180.16680.01-0.13-0.70
0.23-0.1118.50.14470.01-0.11-0.77
0.17-0.09190.12080.00-0.09-0.83
0.13-0.0719.50.09750.00-0.07-0.88
0.09-0.05200.07660.00-0.05-0.91

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 32 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot512.515.518.521.525133K0
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 history

History starts accruing now: first snapshot taken 2026-07-28. We chart only days we actually observed — check back as the record builds. The measured hit-rate across all tickers lives on the accuracy ledger.

All expirations combined — total open interest

spot11116212838423K423K
■ calls (up)■ puts (down)Every expiration combined: 2.8M call contracts, 1.3M 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: SOFI workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk