Event risk before this expiration:Jobs report Fri, Oct 2 · CPI release Wed, Oct 14 · 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 — 385 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ADI 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 ≈ 38.2% · 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
-0.16
340
0.0051
0.32
-0.16
-0.17
0.80
-0.17
345
0.0056
0.35
-0.18
-0.20
0.77
-0.19
350
0.0062
0.38
-0.19
-0.23
0.73
-0.20
355
0.0067
0.41
-0.21
-0.27
0.66
-0.22
365
0.0075
0.46
-0.23
-0.34
0.62
-0.23
370
0.0079
0.47
-0.24
-0.38
0.58
-0.24
375
0.0081
0.49
-0.24
-0.42
0.54
-0.24
380
0.0083
0.49
-0.24
-0.46
0.50
-0.24
385
0.0084
0.50
-0.24
-0.51
0.46
-0.24
390
0.0084
0.49
-0.24
-0.55
0.42
-0.23
395
0.0083
0.49
-0.24
-0.59
0.38
-0.23
400
0.0081
0.47
-0.23
-0.63
0.34
-0.22
405
0.0078
0.46
-0.22
-0.67
0.30
-0.21
410
0.0075
0.43
-0.21
-0.71
0.21
-0.17
425
0.0062
0.36
-0.17
-0.81
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 27 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.