■ 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 — 365 — is the max pain price.
Open interest by strike · Mon, Sep 14
■ calls (up)■ puts (down)TSLA open contracts per strike for Mon, Sep 14.
Open-interest change · 2026-09-10 → 2026-09-11
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 400 +4K · 367.5 +1K · 300 +1K · 380 +832
Volume by strike · Mon, Sep 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 14
— call IV— put IVATM ≈ 25.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 14
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 · Mon, Sep 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.96
-0.12
347.5
0.0082
0.03
-0.12
-0.04
0.94
-0.15
350
0.0111
0.04
-0.15
-0.06
0.92
-0.20
352.5
0.0155
0.05
-0.20
-0.08
0.88
-0.28
355
0.0217
0.07
-0.28
-0.12
0.82
-0.37
357.5
0.0293
0.09
-0.37
-0.18
0.74
-0.48
360
0.0372
0.11
-0.48
-0.26
0.64
-0.58
362.5
0.0433
0.12
-0.58
-0.36
0.53
-0.62
365
0.0460
0.13
-0.63
-0.47
0.42
-0.61
367.5
0.0448
0.13
-0.62
-0.59
0.31
-0.55
370
0.0401
0.12
-0.55
-0.69
0.22
-0.45
372.5
0.0335
0.10
-0.45
-0.78
0.15
-0.35
375
0.0262
0.08
-0.35
-0.85
0.10
-0.25
377.5
0.0196
0.06
-0.25
-0.90
0.07
-0.18
380
0.0141
0.05
-0.18
-0.93
0.05
-0.13
382.5
0.0101
0.03
-0.13
-0.95
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 59 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.