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Max pain // Cboe delayed data · as of Jul 29, 2:21 AM ET

SOFI max pain

Spot (delayed)$16.75
Max pain · Fri, Sep 4$17+1.5% vs spot
Expected move (ATM straddle)±$2.82±16.8% by Fri, Sep 4
Put/Call OI0.51625 puts / 1K calls
Call wall$20largest call OI
Put wall$15largest put OI
IV3065.2%30-day implied vol
Net GEX+$13Kper 1% move · flip ≈ $13

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

spot1791215192225$1M$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, Sep 4

spot1791315.51820.523477477
■ calls (up)■ puts (down)SOFI open contracts per strike for Fri, Sep 4.

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 4

spot1791315.51820.523367367
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Sep 4

spot111417192225139%50%
— call IV— put IVATM ≈ 65.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Sep 4

spotflip 1391315.51820.523+$11K$11K
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 4

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.89-0.01130.04860.01-0.01-0.11
0.86-0.0113.50.05890.01-0.01-0.14
0.83-0.01140.06980.01-0.01-0.17
0.79-0.0114.50.08070.02-0.01-0.22
0.74-0.01150.09090.02-0.01-0.26
0.69-0.0215.50.09990.02-0.02-0.32
0.63-0.02160.10690.02-0.02-0.37
0.58-0.0216.50.11170.02-0.02-0.43
0.52-0.02170.11400.02-0.02-0.48
0.47-0.0217.50.11380.02-0.02-0.54
0.41-0.02180.11140.02-0.02-0.59
0.36-0.0218.50.10700.02-0.02-0.64
0.32-0.02190.10130.02-0.02-0.69
0.28-0.0119.50.09460.02-0.01-0.73
0.24-0.01200.08720.02-0.01-0.77

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 28 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