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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 18$20+19.4% vs spot
Expected move (ATM straddle)±$3.2±19.1% by Fri, Sep 18
Put/Call OI0.45196K puts / 431K calls
Call wall$22largest call OI
Put wall$22largest put OI
IV3065.2%30-day implied vol
Net GEX+$2.5Mper 1% move · flip ≈ $22

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

spot2011019293847$914M$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 — 20 — is the max pain price.

Open interest by strike · Fri, Sep 18

spot201815222945144K144K
■ calls (up)■ puts (down)SOFI open contracts per strike for Fri, Sep 18.

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 18

spot2018152229457K7K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Sep 18

spot31221293847235%58%
— call IV— put IVATM ≈ 63.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Sep 18

spotflip 2231016222840+$2.0M$2.0M
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 18

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.97-0.00100.01330.00-0.00-0.03
0.95-0.00110.02180.01-0.01-0.05
0.92-0.01120.03370.01-0.01-0.08
0.87-0.01130.04890.01-0.01-0.13
0.81-0.01140.06620.02-0.01-0.19
0.73-0.01150.08270.02-0.01-0.28
0.63-0.01160.09530.02-0.01-0.37
0.53-0.01170.10120.03-0.01-0.47
0.43-0.01180.10010.03-0.01-0.57
0.35-0.01190.09330.02-0.01-0.66
0.28-0.01200.08320.02-0.01-0.73
0.22-0.01210.07200.02-0.01-0.79
0.17-0.01220.06110.02-0.01-0.84
0.14-0.01230.05130.01-0.01-0.88
0.11-0.01240.04280.01-0.01-0.91

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 37 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