Open Interest Max Pain Calculator
A Python package for calculating max pain from open interest data.
Installation
pip install openinterest
Usage
from openinterest import calculate_max_pain
# Example data
data = [
{"expiration": "2024-03-22", "strike": 90, "type": "call", "open_interest": 100},
{"expiration": "2024-03-15", "strike": 90, "type": "call", "open_interest": 100},
{"expiration": "2024-03-15", "strike": 90, "type": "put", "open_interest": 50},
{"expiration": "2024-03-15", "strike": 100, "type": "call", "open_interest": 200},
{"expiration": "2024-03-15", "strike": 100, "type": "put", "open_interest": 150},
{"expiration": "2024-03-15", "strike": 110, "type": "call", "open_interest": 50},
{"expiration": "2024-03-15", "strike": 110, "type": "put", "open_interest": 200},
{"expiration": "2024-03-15", "strike": 120, "type": "call", "open_interest": 20},
{"expiration": "2024-03-15", "strike": 120, "type": "put", "open_interest": 300},
{"expiration": "2024-03-15", "strike": 130, "type": "call", "open_interest": 10},
{"expiration": "2024-03-15", "strike": 130, "type": "put", "open_interest": 400},
]
# Calculate max pain
max_pain_price, pain_values = calculate_max_pain(data)
print(f"Max pain price: {max_pain_price}")
Development
To set up the development environment:
git clone https://github.com/charlesverge/openinterest.git
cd openinterest
pip install -e .
Testing
Run the tests with:
pytest
License
MIT License
1 maintainer
Metadata
1 maintainer
Release files for openinterest 0.1.2
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
|---|---|---|---|---|
| openinterest-0.1.2.tar.gz | 3.3 kB | With provenance | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| openinterest-0.1.2-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 6.5 kB
Release files / openinterest-0.1.2.tar.gz
| Download URL | openinterest-0.1.2.tar.gz |
|---|---|
| Size | 3.3 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
003cb63b76d8b40c8357a47d86c9ad85b9275ee1c594909a583611538757975e
|
|
BLAKE2b-256 checksum How to use checksums |
1a5f56c736a2eb6f63bce94f9e2992c9f29710023e59d2f16a120389563515b1
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
Yes |
| Uploaded via |
twine/6.1.0 CPython/3.12.9
|
Provenance
Provenance describes where a file came from. On PyPI, provenance is shared via attestations, which provide a verifiable record of the build or publishing details. View details, limitations and caveats.
PyPI Publish Attestation
PyPI verified that this artifact, at this checksum, originated from the publisher listed below.
Signed by GitHub Actions, verified by PyPI on Apr 23, 2025.
Transparency logRelease files / openinterest-0.1.2-py3-none-any.whl
| Download URL | openinterest-0.1.2-py3-none-any.whl |
|---|---|
| Size | 3.2 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
2e3ee2848d49f97849596f656220651fe0cf677595d0f6fc343dec56fd0dc11d
|
|
BLAKE2b-256 checksum How to use checksums |
246c7208c6e5daa23648542c700078a89bfa8247c0225441d699070caba2342f
|
| Upload date | |
|
Uploaded using Trusted Publishing? What is trusted publishing? |
Yes |
| Uploaded via |
twine/6.1.0 CPython/3.12.9
|
Provenance
Provenance describes where a file came from. On PyPI, provenance is shared via attestations, which provide a verifiable record of the build or publishing details. View details, limitations and caveats.
PyPI Publish Attestation
PyPI verified that this artifact, at this checksum, originated from the publisher listed below.
Signed by GitHub Actions, verified by PyPI on Apr 23, 2025.
Transparency logSecurity for openinterest 0.1.2
Provenance
Provenance describes where a file came from. On PyPI, provenance is shared via attestations, which provide a verifiable record of the build or publishing details. View details, limitations and caveats.
Full provenance
All 2 files in this release have been uploaded with provenance metadata.
Attestation for openinterest-0.1.2.tar.gz
PyPI Publish Attestation
PyPI verified that this artifact, at this checksum, originated from the publisher listed below.
Signed by GitHub Actions, verified by PyPI on Apr 23, 2025.
Transparency logA note on package security
PyPI is a repository for distributing packages, not a service for auditing them. While third-party security researchers and our staff do their best to detect and remove malicious packages, PyPI cannot guarantee the quality, security or suitability of any given package.
To learn more about protecting yourself from malicious actors, visit our package security documentation.
