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 — 88 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ABVX 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 ≈ 69.8% · 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
0.99
-0.03
70
0.0036
0.00
-0.03
-0.01
0.96
-0.07
75
0.0105
0.01
-0.07
-0.04
0.94
-0.11
77
0.0162
0.01
-0.11
-0.06
0.89
-0.19
80
0.0303
0.01
-0.19
-0.11
0.82
-0.26
82
0.0439
0.02
-0.26
-0.18
0.72
-0.33
84
0.0592
0.03
-0.33
-0.28
0.66
-0.36
85
0.0661
0.03
-0.36
-0.34
0.60
-0.38
86
0.0713
0.03
-0.39
-0.41
0.45
-0.38
88
0.0741
0.03
-0.39
-0.56
0.31
-0.33
90
0.0659
0.03
-0.34
-0.69
0.25
-0.30
91
0.0591
0.03
-0.30
-0.75
0.20
-0.26
92
0.0516
0.02
-0.26
-0.80
0.16
-0.22
93
0.0442
0.02
-0.22
-0.84
0.13
-0.19
94
0.0372
0.02
-0.19
-0.88
0.10
-0.16
95
0.0310
0.01
-0.15
-0.90
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 39 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.