Event risk before this expiration:FOMC decision Wed, Oct 28 — macro releases historically overwhelm pinning effects; max pain reads weakest in event weeks.
■ 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 — 265 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ABBV open contracts per strike for Fri, Oct 30.
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 30
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 30
— call IV— put IVATM ≈ 36.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 30
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 30
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.77
-0.21
267.5
0.0137
0.18
-0.22
-0.24
0.73
-0.23
270
0.0148
0.20
-0.23
-0.27
0.69
-0.24
272.5
0.0159
0.21
-0.25
-0.31
0.65
-0.26
275
0.0168
0.22
-0.26
-0.35
0.60
-0.26
277.5
0.0176
0.23
-0.27
-0.40
0.56
-0.27
280
0.0181
0.23
-0.27
-0.44
0.52
-0.27
282.5
0.0184
0.23
-0.27
-0.49
0.47
-0.27
285
0.0185
0.23
-0.27
-0.54
0.42
-0.26
287.5
0.0183
0.23
-0.27
-0.58
0.38
-0.26
290
0.0178
0.23
-0.26
-0.63
0.30
-0.23
295
0.0162
0.20
-0.23
-0.71
0.22
-0.20
300
0.0141
0.18
-0.20
-0.78
0.16
-0.16
305
0.0116
0.15
-0.16
-0.85
0.11
-0.12
310
0.0092
0.12
-0.12
-0.90
0.08
-0.09
315
0.0069
0.09
-0.09
-0.93
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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.