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Daily intel · the levels & walls board · declassified · updated 2026-08-30 14:15 UTC · auto-refresh every ~2 h

Max pain & option walls:
BTC and ETH levels today

The price at which market makers collect the most at settlement while option buyers lose the most — for every expiry. Plus what no aggregator gives you: the walls of open contracts and the market-maker breakeven corridor, read straight from the live crypto option chain. Real Deribit data — not guesses. Below — where the interest flowed over 24h ↓, and our verdict on these levels — every morning at 08:30 in @indiciadesk.

⚖️ Straight up: we tested the max pain theory on 352 BTC/ETH expiries — it calls settlement right only 33% of the time. The magnet does not work. What does hold: the market-maker breakeven corridor, 82%. full breakdown with the data →
🎯 Today: BTC 78 916 — inside the MM breakeven range (58 000–84 000); to the put wall 60 000 -24.0%, to the call wall 80 000 +1.4%. Max pain Sep 25: 72 000 (-8.8% from spot). ETH 2 479 — inside the MM breakeven range (1 700–2 800); to the put wall 2 100 -15.3%, to the call wall 2 500 +0.9%. Max pain Sep 25: 2 200 (-11.2% from spot). ⚡ set a watch on these levels
📐 Expected move (priced into options, 1σ): BTC ±1.9% per day · ±5.1% per week · ETH ±2.7% per day · ±7.1% per week. With ~68% probability price stays within these bounds. This is not our forecast — it is what the market is “pricing into” options right now (computed from DVOL). A move beyond the cone = a day stronger than expected.
🌀 The gamma layer has moved. Dealer hedging walls, zero-gamma and the market regime (BTC right now: damping, flip at $66 146) now live on their own page, together with the regime history. Dealer gamma exposure (GEX) →

How to read the board

Max pain — the price at which, at settlement, market makers collect the most and holders of bought contracts get the least. Our public verification board shows: a clean “magnet” pull to this exact point is rare (3 of 34), but the anchor effect is real: near these zones price stalls and gets sticky more often than chance.

Walls — strikes with the largest number of open contracts: calls (right) — upside bets, puts (left) — protection and downside bets. Price often stalls near walls.

MM breakeven corridor (the highlighted zone) — a conditional, model-based range: while price stays inside it, the premium market makers collected still covers the payouts. A break outside = the machines are losing money — their own hedging starts to amplify the move, and that is where a correction can snowball into a crash, and a bounce into a vertical melt-up.

BTC

spot 78 916 · perp funding +0.0018%/8h · max pain Sep 25: 70 000 · MM breakeven: 58 000–84 000
perp basis +5 · DVOL 37 (below 16% of the year) · HV 48 · fear premium -11.0 · full volatility state →

The current max pain for BTC is $70 000, based on 159 096 open interest contracts expiring 25 Sep 26. Spot is $78 91612.7% above max pain. Snapshot 14:15 UTC, Deribit option chain.

🧾 Coverage: the max pain above is computed across the whole market — the Deribit and Bybit books merged into one and minimised together. Separately: Deribit 70 000 · Bybit 73 000 (3% of this expiry open interest sits on Bybit).
◀ puts (protection/down)strikecalls (upside bets) ▶
100 000
98 000
96 000
95 000
94 000
93 000
92 000
91 000
90 000
89 000
88 000
87 000
86 000
85 000
84 000 MM bound
83 000
82 500
82 000
81 500
81 000
80 500
80 000 call wall
79 500
79 000
SPOT 78 916
78 500
78 000
77 500
77 000
76 500
76 000
75 500
75 000
74 500
74 000
73 000
72 000 max pain
71 000
70 000
69 000
68 000
67 000
66 000
65 000
64 000
63 000
62 000
61 000
60 000 put wall
59 000
58 000 MM bound
57 000

Expiries: max pain · MM breakeven · walls · contracts

datemax painMM breakevenput wallcall wallOI
31 Aug 2678 50077 000–80 00075 00082 0003 987
01 Sep 2678 00076 000–80 50072 00085 0003 307
04 Sep 2671 00061 000–80 00060 00082 00028 063
11 Sep 2676 00070 000–82 00073 00090 00012 882
18 Sep 26•••••••••••••••
25 Sep 26•••••••••••••••
30 Oct 26•••••••••••••••
25 Dec 26•••••••••••••••
26 Mar 27•••••••••••••••
25 Jun 27•••••••••••••••
🔒 6 more expiries with the MM breakeven range for each — 💠 subscriber access
Get access

ETH

spot 2 479 · perp funding +0.0038%/8h · max pain Sep 25: 2 100 · MM breakeven: 1 700–2 800
perp basis +1 · DVOL 51 (below 13% of the year) · HV 65 · fear premium -13.7 · full volatility state →

The current max pain for ETH is $2 100, based on 678 325 open interest contracts expiring 25 Sep 26. Spot is $2 47918.0% above max pain. Snapshot 14:15 UTC, Deribit option chain.

🧾 Coverage: the max pain above is computed across the whole market — the Deribit and Bybit books merged into one and minimised together. Separately: Deribit 2 100 · Bybit 2 000 (11% of this expiry open interest sits on Bybit).
◀ puts (protection/down)strikecalls (upside bets) ▶
3 100
3 000
2 950
2 900
2 850
2 800 MM bound
2 760
2 750
2 700
2 680
2 660
2 650
2 640
2 620
2 600
2 580
2 560
2 550
2 540
2 520
2 500 call wall
2 480
SPOT 2 479
2 460
2 450
2 440
2 420
2 400
2 380
2 360
2 350
2 340
2 320
2 300
2 280
2 260
2 250
2 240
2 200 max pain
2 150
2 100 put wall
2 080
2 050
2 000
1 950
1 900
1 850
1 800

Expiries: max pain · MM breakeven · walls · contracts

datemax painMM breakevenput wallcall wallOI
31 Aug 262 4802 420–2 5402 2002 50037 830
01 Sep 262 4802 400–2 5802 1002 68015 352
04 Sep 262 3502 050–2 5502 2002 600104 560
11 Sep 262 4502 200–2 7002 2003 00056 484
18 Sep 26•••••••••••••••
25 Sep 26•••••••••••••••
30 Oct 26•••••••••••••••
25 Dec 26•••••••••••••••
26 Mar 27•••••••••••••••
25 Jun 27•••••••••••••••
🔒 6 more expiries with the MM breakeven range for each — 💠 subscriber access
Get access
⚖️ Does max pain work? We put it on trial across 352 expiries: an exact hit — only 33% (yesterday’s spot is more accurate). The MM breakeven corridor, however, held the settlement in 82% of cases. The full board of every expiry — in the Dossier (UA).

Open-interest flow

where big money moved its open positions — from our own hourly archive

BTC · WHERE INTEREST FLOWED IN 24H · Δ of open positions by strike (top 16)updated 30.08 08:21 UTC
drag to zoom · double-click to reset

📍 Now: biggest call inflow — 81k (+8 501 contracts) · puts — 72k (+18 169) · biggest outflow — 82k. Snapshot 2026-08-30 7:00 UTC.

How to read: bars up — an inflow of new positions at a strike over 24h, down — closures. Blue calls at strikes above spot = bets on an upside break; orange puts below — protection being built. A large inflow into a single strike = someone is building a position. Hover for exact contracts.

ETH · WHERE INTEREST FLOWED IN 24H · Δ of open positions by strike (top 16)updated 30.08 08:21 UTC
drag to zoom · double-click to reset

📍 Now: biggest call inflow — 2900 (+23 754 contracts) · puts — 2300 (+49 558) · biggest outflow — 3500. Snapshot 2026-08-30 7:00 UTC.

How to read: bars up — an inflow of new positions at a strike over 24h, down — closures. Blue calls at strikes above spot = bets on an upside break; orange puts below — protection being built. A large inflow into a single strike = someone is building a position. Hover for exact contracts.

PUT/CALL RATIO ON OPEN INTERESTupdated 30.08 08:21 UTC
drag to zoom · double-click to reset

📍 Now: BTC 0.56 (percentile 24 of history: bottom of the range — little protection, upside bets dominate) · ETH 0.54 (percentile 64 of history: middle of the range).

How to read: how many downside insurances (puts) stand per one upside bet (call) in open positions — what is the put/call ratio. Above one — protection dominates; a sharp rise in the ratio = the market is buying insurance en masse, a sharp fall = greed. Hover for values on a date; the “Spot” buttons overlay price.

📡 Level watch — a private alert the moment price breaks a wall, leaves the MM breakeven range or touches your level. How it works →

📊 Data — from Deribit (options) and Hyperliquid (futures). Both venues are our partners: signing up through our links gets you −10% / −4% off fees; it does not affect the analysis.

We compute max pain ourselves (coin-terms, the same algorithm as our public verification board — where the pure “magnet” hit only 3 times out of 34, while the anchor effect is confirmed). Walls = strikes with the largest open interest within ±28% of spot. A journal of the system’s decisions, not investment advice. © 2026 INDICIA DESK.

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