■ 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 — 33.5 — is the max pain price.
Open interest by strike · Fri, Aug 14
■ calls (up)■ puts (down)VKTX open contracts per strike for Fri, Aug 14.
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 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Aug 14
— call IV— put IVATM ≈ 66.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Aug 14
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 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
-0.01
29.5
0.0166
0.00
-0.01
-0.01
0.98
-0.01
30
0.0290
0.00
-0.01
-0.02
0.97
-0.02
30.5
0.0508
0.00
-0.02
-0.03
0.95
-0.03
31
0.0893
0.00
-0.03
-0.05
0.90
-0.05
31.5
0.1548
0.00
-0.05
-0.10
0.82
-0.11
32
0.2532
0.01
-0.11
-0.18
0.67
-0.22
32.5
0.3606
0.01
-0.22
-0.33
0.48
-0.33
33
0.3982
0.01
-0.33
-0.52
0.30
-0.20
33.5
0.3325
0.01
-0.20
-0.70
0.18
-0.11
34
0.2329
0.01
-0.11
-0.82
0.11
-0.06
34.5
0.1524
0.00
-0.06
-0.89
0.07
-0.04
35
0.0984
0.00
-0.04
-0.93
0.04
-0.02
35.5
0.0643
0.00
-0.02
-0.96
0.03
-0.02
36
0.0428
0.00
-0.01
-0.97
0.02
-0.01
36.5
0.0292
0.00
-0.01
-0.98
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 56 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.