■ put-side pain■ call-side painTotal payout option writers would owe at each settle price (both sides, all open interest, ×100 shares) — low settles hurt put writers, high settles hurt call writers. The minimum — 260 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)ABBV open contracts per strike for Fri, Oct 23.
Open-interest change — building vs unwinding
Needs two observed snapshot days for this expiration — the comparison appears automatically once the next weekday snapshot lands. We diff real observations only; nothing is estimated.
Volume by strike · Fri, Oct 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 23
— call IV— put IVATM ≈ 28.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 23
Net dealer gamma per strike, in dollars per 1% move, assuming the standard convention (dealers long calls, short puts) — an assumption, not an observation. Above the amber flip level hedging tends to dampen moves; below it, to amplify them.
Greeks by strike · Fri, Oct 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
-0.79
267.5
0.0069
0.01
-0.14
-0.12
0.94
-0.52
270
0.0291
0.05
-0.18
-0.17
0.84
-0.32
272.5
0.0438
0.10
-0.21
-0.22
0.74
-0.26
275
0.0387
0.14
-0.24
-0.28
0.65
-0.27
277.5
0.0314
0.16
-0.27
-0.35
0.58
-0.28
280
0.0310
0.17
-0.28
-0.43
0.50
-0.28
282.5
0.0318
0.18
-0.29
-0.51
0.42
-0.28
285
0.0313
0.17
-0.28
-0.58
0.34
-0.26
287.5
0.0295
0.16
-0.26
-0.66
0.28
-0.23
290
0.0268
0.15
-0.23
-0.73
0.21
-0.20
292.5
0.0234
0.13
-0.20
-0.79
0.16
-0.17
295
0.0197
0.11
-0.17
-0.84
0.12
-0.14
297.5
0.0161
0.09
-0.14
-0.89
0.09
-0.11
300
0.0127
0.07
-0.11
-0.92
0.07
-0.09
302.5
0.0100
0.06
-0.09
-0.94
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 48 are in the CSV. Δ per $1 of underlying · Θ per day · vega per IV point.
Stacked — layer the expirations
Call open interest per strike, stacked across the checked expirations — each color is one expiry. Strikes are pruned to the liquid center of each chain.
Max pain is arithmetic, not prophecy: the settle price that would minimize what option writers pay out at expiration, computed from open interest alone. Prices sometimes gravitate toward heavy strikes into expiry — dealer hedging is a real flow — but the evidence that max pain predicts settlement better than chance is mixed, and we are not going to pretend otherwise. Use it as a map of where positioning is stacked, next to the fundamentals and the earnings calendar, not as a target.
Data: Cboe delayed public feed (~15 minutes), refreshed here about every 15 minutes. Open interest itself updates once daily, before the open. Educational information, not investment advice.