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Max Pain

The strike at which the most options expire worthless — the price at which option holders collectively lose the most. Often acts as a magnet near OPEX in positive-gamma regimes.

Also known as:max pain theorypin riskexpiration pin

Max Pain is the strike that minimizes total payout to option holders at expiration — equivalently, the price at which dealers (the short side) keep the most premium. It is computed by summing the intrinsic value of all calls and all puts at every candidate underlying price and finding the price that minimizes the total.

Max Pain is not a prediction by itself. It is a coordinate. What gives it predictive power is the surrounding gamma profile: in a positive-gamma regime with concentrated open interest near max pain, dealer hedging tends to drag price toward that strike into the close. In a negative-gamma regime, max pain holds no gravitational force.

How ChartGEX uses it

ChartGEX displays max pain alongside the gamma profile so traders can immediately see whether the level is reinforced by surrounding GEX or floating in a region of low open interest. A reinforced max pain near a call wall or put wall is one of the cleanest end-of-OPEX setups on the board.