■ 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 — 362.5 — is the max pain price.
Open interest by strike · Wed, Sep 16
■ calls (up)■ puts (down)TSLA open contracts per strike for Wed, Sep 16.
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 +1K · 340 +599 · 407.5 +514 · 365 +458
Volume by strike · Wed, Sep 16
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Wed, Sep 16
— call IV— put IVATM ≈ 35.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Wed, Sep 16
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 · Wed, Sep 16
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.88
-0.30
347.5
0.0124
0.09
-0.30
-0.12
0.85
-0.35
350
0.0148
0.10
-0.35
-0.15
0.81
-0.41
352.5
0.0175
0.12
-0.41
-0.19
0.77
-0.47
355
0.0201
0.13
-0.47
-0.23
0.71
-0.53
357.5
0.0226
0.15
-0.53
-0.29
0.65
-0.57
360
0.0245
0.16
-0.58
-0.35
0.59
-0.61
362.5
0.0258
0.17
-0.61
-0.41
0.53
-0.63
365
0.0264
0.17
-0.63
-0.48
0.46
-0.63
367.5
0.0262
0.17
-0.63
-0.54
0.40
-0.61
370
0.0253
0.17
-0.61
-0.61
0.34
-0.58
372.5
0.0238
0.16
-0.58
-0.67
0.28
-0.53
375
0.0219
0.14
-0.54
-0.72
0.23
-0.48
377.5
0.0197
0.13
-0.48
-0.77
0.19
-0.42
380
0.0173
0.12
-0.43
-0.81
0.15
-0.37
382.5
0.0150
0.10
-0.37
-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 56 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.