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 — 150 — is the max pain price.
Open interest by strike · Fri, Aug 14
■ calls (up)■ puts (down)XOM 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 ≈ 27.9% · 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
0.88
-0.07
146
0.0223
0.06
-0.08
-0.15
0.86
-0.08
147
0.0254
0.07
-0.09
-0.18
0.83
-0.08
148
0.0285
0.08
-0.09
-0.21
0.80
-0.09
149
0.0318
0.09
-0.10
-0.24
0.77
-0.10
150
0.0350
0.09
-0.11
-0.27
0.67
-0.12
152.5
0.0422
0.11
-0.12
-0.38
0.56
-0.13
155
0.0465
0.12
-0.13
-0.49
0.45
-0.13
157.5
0.0465
0.12
-0.12
-0.60
0.34
-0.12
160
0.0426
0.11
-0.11
-0.70
0.25
-0.10
162.5
0.0361
0.10
-0.09
-0.79
0.17
-0.08
165
0.0288
0.08
-0.07
-0.85
0.12
-0.07
167.5
0.0219
0.06
-0.06
-0.90
0.08
-0.05
170
0.0163
0.05
-0.04
-0.93
0.06
-0.04
172.5
0.0119
0.04
-0.03
-0.95
0.04
-0.03
175
0.0087
0.03
-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 44 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.