carlosjimenezdiaz/max_pain

Max pain, or the max pain price, is the strike price with the most open options contracts (i.e., puts and calls), and it is the price at which the stock would cause financial losses for the largest number of option holders at expiration. This script will let you test that theory and also will allow you to calculate the Max Pain price.

Max_Pain

Max pain, or the max pain price, is the strike price with the most open options contracts (i.e., puts and calls), and it is the price at which the stock would cause financial losses for the largest number of option holders at expiration. This script will let you test that theory and also will allow you to calculate the Max Pain price.