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 — 60 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ACMR 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 ≈ 87.3% · 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
0.83
-0.12
45
0.0380
0.02
-0.12
-0.17
0.81
-0.13
45.5
0.0412
0.02
-0.13
-0.19
0.79
-0.13
46
0.0444
0.02
-0.14
-0.21
0.77
-0.14
46.5
0.0476
0.02
-0.14
-0.23
0.63
-0.17
49
0.0609
0.03
-0.17
-0.37
0.60
-0.18
49.5
0.0626
0.03
-0.18
-0.41
0.56
-0.18
50
0.0639
0.03
-0.18
-0.44
0.50
-0.18
51
0.0651
0.03
-0.18
-0.50
0.44
-0.18
52
0.0644
0.03
-0.18
-0.57
0.38
-0.17
53
0.0620
0.03
-0.17
-0.63
0.32
-0.16
54
0.0582
0.03
-0.16
-0.69
0.27
-0.15
55
0.0534
0.02
-0.15
-0.74
0.22
-0.13
56
0.0481
0.02
-0.13
-0.78
0.19
-0.12
57
0.0427
0.02
-0.12
-0.82
0.15
-0.10
58
0.0374
0.02
-0.10
-0.85
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 54 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.