■ 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 21
■ calls (up)■ puts (down)TSLA open contracts per strike for Mon, Sep 21.
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: 345 +558 · 380 +499 · 390 −248 · 367.5 +163
Volume by strike · Mon, Sep 21
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 21
— call IV— put IVATM ≈ 35.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 21
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 21
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.81
-0.29
347.5
0.0123
0.16
-0.29
-0.19
0.78
-0.32
350
0.0137
0.18
-0.32
-0.22
0.75
-0.34
352.5
0.0150
0.20
-0.34
-0.25
0.71
-0.37
355
0.0162
0.21
-0.37
-0.29
0.67
-0.39
357.5
0.0172
0.22
-0.39
-0.34
0.62
-0.41
360
0.0180
0.23
-0.41
-0.38
0.57
-0.42
362.5
0.0185
0.24
-0.42
-0.43
0.53
-0.43
365
0.0187
0.24
-0.43
-0.47
0.48
-0.43
367.5
0.0187
0.24
-0.44
-0.52
0.43
-0.43
370
0.0184
0.24
-0.43
-0.57
0.39
-0.42
372.5
0.0178
0.23
-0.42
-0.61
0.35
-0.41
375
0.0171
0.23
-0.41
-0.65
0.31
-0.39
377.5
0.0162
0.21
-0.39
-0.69
0.27
-0.36
380
0.0152
0.20
-0.37
-0.73
0.24
-0.34
382.5
0.0141
0.19
-0.35
-0.77
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 51 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.