Here's a web site about max/current pain. The current pain is better to match closing price, according to the web site.
www. optionpain. com/OptionPain/Option-Pain.php
(sorry you have to copy & paste the link, and remove the blank space. I am allowed to include url)
嗯,其实我想过一个问题,就是如果market is dominated by quantitative trading, on a similar models, volatility must be very high. then human can simply make huge profits because machine will fall to the same trap. 现在得问题就是,机器MM欺负人MM