Event risk before this expiration:Jobs report Fri, Aug 7 · CPI release Wed, Aug 12 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.
■ 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, Aug 28
■ calls (up)■ puts (down)V open contracts per strike for Fri, Aug 28.
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 · Fri, Aug 28
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 28
— call IV— put IVATM ≈ 20.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 28
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, Aug 28
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.04
335
0.0043
0.09
-0.05
-0.05
0.93
-0.05
340
0.0060
0.12
-0.06
-0.07
0.90
-0.07
345
0.0082
0.16
-0.08
-0.10
0.86
-0.09
350
0.0110
0.21
-0.10
-0.14
0.80
-0.12
355
0.0143
0.26
-0.13
-0.20
0.72
-0.14
360
0.0175
0.31
-0.15
-0.28
0.63
-0.16
365
0.0201
0.34
-0.16
-0.38
0.53
-0.17
370
0.0215
0.36
-0.17
-0.48
0.42
-0.16
375
0.0213
0.35
-0.16
-0.59
0.32
-0.15
380
0.0194
0.33
-0.15
-0.69
0.23
-0.13
385
0.0165
0.28
-0.13
-0.78
0.16
-0.10
390
0.0132
0.23
-0.10
-0.85
0.11
-0.08
395
0.0101
0.18
-0.07
-0.91
0.08
-0.06
400
0.0074
0.14
-0.05
-0.94
0.05
-0.04
405
0.0053
0.10
-0.03
-0.97
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 52 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 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.