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Max pain // Cboe delayed data · as of Jul 29, 12:57 AM ET

VIX max pain

Spot (delayed)$18.21
Max pain · Wed, Jul 29$19+4.3% vs spot
Expected move (ATM straddle)±$0.59±3.2% by Wed, Jul 29
Put/Call OI0.5542K puts / 77K calls
Call wall$29largest call OI
Put wall$17largest put OI
IV30100.4%30-day implied vol
Net GEX−$561Kper 1% move

Max pain levels

ExpiryMax painvs spotDTE
Wed, Jul 29$19+4.3%today
Wed, Aug 5$18-1.2%7d
Wed, Aug 12$19+4.3%14d
Wed, Aug 19$20+9.8%21d
Wed, Aug 26$20+9.8%28d
Wed, Sep 16$20+9.8%49d
Wed, Oct 21$21+15.3%84d
Wed, Nov 18$23+26.3%112d

The writer-loss curve — where max pain comes from

spot191028466482100$565M$0
■ 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 — 19 — is the max pain price.

Open interest by strike · Wed, Jul 29

spot1910152331396514K14K
■ calls (up)■ puts (down)VIX open contracts per strike for Wed, Jul 29.

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 · Wed, Jul 29

spot1910152331396514K14K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Gamma exposure by strike · Wed, Jul 29

spot13.516202428+$605K$605K
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, Jul 29

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
1.00130.0001
1.0013.50.00030.00
1.00140.00050.000.00
1.0014.50.00110.000.00
1.00150.00210.00-0.00
1.00-0.00160.00760.00-0.00-0.00
0.98-0.01170.04180.00-0.01-0.02
0.88-0.06180.22600.00-0.06-0.13
0.51-0.38190.42050.00-0.38-0.49
0.20-0.12200.25040.00-0.12-0.80
0.07-0.04210.10490.00-0.04-0.93
0.03-0.01220.04370.00-0.01-0.97
0.01-0.01230.02200.00-0.01-0.99
0.01-0.00240.01120.00-0.00-0.99
0.00-0.00250.00550.00-0.00-1.00

Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 48 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.

Stacked — layer the expirations

spot10162432407021K0
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.

All expirations combined — total open interest

spot1016223147.5110622K622K
■ calls (up)■ puts (down)Every expiration combined: 8.5M call contracts, 2.9M put contracts open.

Reading this honestly

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.

Keep going: VIX workspace · max pain, explained in full · options profit calculator · GEX, defined · pin risk