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Max pain // Cboe delayed data · as of Jul 29, 2:19 AM ET

SPX max pain

Spot (delayed)$7,429
Max pain · Fri, Aug 7$7,490+0.8% vs spot
Expected move (ATM straddle)±$157.5±2.1% by Fri, Aug 7
Put/Call OI2.62279K puts / 107K calls
Call wall$8,600largest call OI
Put wall$6,000largest put OI
IV3014.7%30-day implied vol
Net GEX−$3264.7Mper 1% move

Max pain levels

ExpiryMax painvs spotDTE
Wed, Jul 29$7,470+0.6%today
Thu, Jul 30$7,500+1.0%1d
Fri, Jul 31$7,450+0.3%2d
Mon, Aug 3$7,480+0.7%5d
Tue, Aug 4$7,500+1.0%6d
Wed, Aug 5$7,500+1.0%7d
Thu, Aug 6$7,515+1.2%8d
Fri, Aug 7$7,490+0.8%9d

The writer-loss curve — where max pain comes from

spot7490380048005800680078008800$75.4B$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 — 7490 — is the max pain price.

Open interest by strike · Fri, Aug 7

spot749038006050672573007475775053K53K
■ calls (up)■ puts (down)SPX open contracts per strike for Fri, Aug 7.

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 7

spot74903800605067257300747577503K3K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Fri, Aug 7

spot54006080676074408120880064%11%
— call IV— put IVATM ≈ 16.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Fri, Aug 7

spot650069007250740075007650+$629.4M$629.4M
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 7

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.73-3.8973000.00144.05-3.91-0.27
0.72-3.9273050.00154.09-3.94-0.28
0.66-4.1473500.00174.47-4.15-0.34
0.63-4.1873650.00184.58-4.19-0.37
0.63-4.1973700.00184.61-4.20-0.37
0.57-4.2174000.00194.76-4.21-0.43
0.54-4.1674200.00204.82-4.17-0.47
0.53-4.1574250.00204.83-4.15-0.47
0.47-4.0274500.00214.83-4.01-0.53
0.45-3.9474600.00214.81-3.94-0.55
0.42-3.8174750.00214.75-3.80-0.58
0.36-3.5275000.00214.58-3.51-0.64
0.31-3.1675250.00204.30-3.15-0.69
0.27-2.9275400.00204.08-2.91-0.73
0.25-2.7575500.00193.92-2.73-0.75

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

spot40006675718574207575766534K0
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

spot600500061756800747581501.1M1.1M
■ calls (up)■ puts (down)Every expiration combined: 9.2M call contracts, 12.4M 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: SPX workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk