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Max pain // Cboe delayed data · as of Jul 29, 2:18 AM ET

VIX max pain

Spot (delayed)$18.21
Max pain · Wed, Aug 19$20+9.8% vs spot
Expected move (ATM straddle)±$3.16±17.4% by Wed, Aug 19
Put/Call OI0.301.1M puts / 3.7M calls
Call wall$25largest call OI
Put wall$16largest put OI
IV30100.4%30-day implied vol
Net GEX+$17.1Mper 1% move · flip ≈ $13.5

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

spot20154677108139170$48.3B$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 — 20 — is the max pain price.

Open interest by strike · Wed, Aug 19

spot2014.51923.53242.580277K277K
■ calls (up)■ puts (down)VIX open contracts per strike for Wed, Aug 19.

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, Aug 19

spot2014.51923.53242.58034K34K
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).

Implied volatility by strike · Wed, Aug 19

spot154677108139170309%63%
— call IV— put IVATM ≈ 83.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.

Gamma exposure by strike · Wed, Aug 19

spotflip 13.514.51923.53242.580+$4.4M$4.4M
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, Aug 19

Call ΔCall ΘStrikeΓVegaPut ΘPut Δ
0.96-0.0114.50.02380.00-0.01-0.03
0.95-0.01150.03230.01-0.01-0.05
0.93-0.0115.50.04460.01-0.01-0.07
0.89-0.01160.05990.01-0.01-0.11
0.83-0.0216.50.07350.01-0.02-0.16
0.78-0.02170.08340.01-0.02-0.22
0.72-0.0317.50.09010.02-0.03-0.27
0.67-0.03180.09300.02-0.03-0.33
0.62-0.0418.50.09270.02-0.04-0.38
0.57-0.04190.09060.02-0.04-0.43
0.53-0.0419.50.08770.02-0.04-0.47
0.49-0.04200.08420.02-0.04-0.51
0.45-0.0420.50.08050.02-0.04-0.54
0.42-0.05210.07680.02-0.05-0.57
0.40-0.0521.50.07310.02-0.05-0.60

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

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