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Option Max Pain

The document shows call and put option open interest data for the S&P 500 index across different strike prices. It also includes cumulative call and put values as well as total notional value. The put/call ratio is highest at the 7500 strike at 0.86, indicating most open interest is in put options at that level which would act as downside protection.

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anindya pal
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221 views3 pages

Option Max Pain

The document shows call and put option open interest data for the S&P 500 index across different strike prices. It also includes cumulative call and put values as well as total notional value. The put/call ratio is highest at the 7500 strike at 0.86, indicating most open interest is in put options at that level which would act as downside protection.

Uploaded by

anindya pal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Strike Call OI Put OI Cumulative Call Cumulative Put Total Value

7000 1404300 4087050 0 20691180000 20691180000


7100 335700 1029150 140430000 17398192500 17538622500
7200 482100 2977875 314430000 14208120000 14522550000
7300 422475 1975650 536640000 11315835000 11852475000 30000000000
7400 963900 2336700 801097500 8621115000 9422212500
7500 999975 4548450 1161945000 6160065000 7322010000 25000000000
7600 785550 3690900 1622790000 4153860000 5776650000 20000000000
7700 1823400 5783025 2162190000 2516745000 4678935000
7800 3448575 4864125 2883930000 1457932500 4341862500 15000000000
7900 5367450 2559375 3950527500 885532500 4836060000
10000000000
8000 6510975 1447125 5553870000 569070000 6122940000
8100 5900325 310500 7808310000 397320000 8205630000 5000000000
8200 5113350 248775 10652782500 256620000 10909402500
0
8300 3844500 355725 14008590000 140797500 14149387500

7200
7000
7100
8400 2135625 255525 17748847500 60547500 17809395000
8500 2252250 488475 21702667500 5850000 21708517500
8600 1083750 58500 25881712500 0 25881712500
Helper Column
0
100
Max Pain 200
0000000000 300
400
5000000000 500
0000000000 600
700
5000000000 800
900
0000000000
1000
5000000000 1100
1200
0
1300
7200
7300
7400
7500

7900
8000
8100
8200
8300
7000
7100

7600
7700
7800

8400
8500
8600
1400
1500
1600
Strike Call OI Put OI
7000 1404300 4087050
7100 335700 1029150
7200 482100 2977875
7300 422475 1975650
7400 963900 2336700
7500 999975 4548450 PCR 0.863385
7600 785550 3690900
7700 1823400 5783025
7800 3448575 4864125
7900 5367450 2559375
8000 6510975 1447125
8100 5900325 310500
8200 5113350 248775
8300 3844500 355725
8400 2135625 255525
8500 2252250 488475
8600 1083750 58500
Total 42874200 37016925

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