■ 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 — 310 — is the max pain price.
Open interest by strike · Mon, Aug 10
■ calls (up)■ puts (down)TSLA open contracts per strike for Mon, Aug 10.
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 · Mon, Aug 10
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Aug 10
— call IV— put IVATM ≈ 47.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Aug 10
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, Aug 10
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.92
-0.17
270
0.0051
0.09
-0.17
-0.08
0.89
-0.20
275
0.0064
0.11
-0.21
-0.11
0.85
-0.25
280
0.0079
0.13
-0.25
-0.14
0.81
-0.29
285
0.0095
0.16
-0.29
-0.19
0.76
-0.34
290
0.0111
0.18
-0.34
-0.24
0.70
-0.38
295
0.0125
0.20
-0.38
-0.30
0.63
-0.41
300
0.0136
0.22
-0.41
-0.37
0.56
-0.42
305
0.0142
0.23
-0.43
-0.44
0.49
-0.43
310
0.0144
0.23
-0.43
-0.51
0.42
-0.42
315
0.0141
0.23
-0.42
-0.58
0.35
-0.40
320
0.0134
0.21
-0.40
-0.65
0.29
-0.36
325
0.0124
0.20
-0.37
-0.71
0.24
-0.33
330
0.0111
0.18
-0.33
-0.77
0.19
-0.29
335
0.0097
0.16
-0.29
-0.82
0.15
-0.25
340
0.0083
0.14
-0.25
-0.85
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 30 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
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.
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.