■ 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 — 360 — is the max pain price.
Open interest by strike · Fri, Sep 18
■ calls (up)■ puts (down)TSLA open contracts per strike for Fri, Sep 18.
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: 440 −6K · 435 −5K · 372.5 +5K · 485 +5K
Volume by strike · Fri, Sep 18
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Sep 18
— call IV— put IVATM ≈ 37.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Sep 18
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 Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.15
330
0.0043
0.05
-0.15
-0.05
0.94
-0.18
335
0.0059
0.07
-0.18
-0.07
0.91
-0.23
340
0.0081
0.09
-0.23
-0.09
0.86
-0.30
345
0.0109
0.11
-0.30
-0.14
0.81
-0.38
350
0.0143
0.14
-0.38
-0.20
0.73
-0.46
355
0.0176
0.17
-0.46
-0.28
0.63
-0.52
360
0.0200
0.19
-0.53
-0.37
0.53
-0.56
365
0.0210
0.20
-0.56
-0.48
0.42
-0.55
370
0.0204
0.20
-0.56
-0.58
0.38
-0.54
372.5
0.0197
0.19
-0.54
-0.63
0.33
-0.51
375
0.0187
0.18
-0.52
-0.68
0.25
-0.45
380
0.0161
0.16
-0.45
-0.76
0.21
-0.41
382.5
0.0147
0.15
-0.41
-0.79
0.18
-0.37
385
0.0132
0.13
-0.37
-0.82
0.13
-0.29
390
0.0104
0.11
-0.30
-0.88
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
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.