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 — 275 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ADP 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 ≈ 46.8% · 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
0.81
-0.39
287.5
0.0133
0.11
-0.39
-0.19
0.78
-0.43
290
0.0149
0.13
-0.43
-0.22
0.74
-0.46
292.5
0.0165
0.14
-0.47
-0.26
0.70
-0.50
295
0.0179
0.15
-0.50
-0.30
0.65
-0.53
297.5
0.0191
0.16
-0.53
-0.35
0.60
-0.55
300
0.0200
0.16
-0.55
-0.40
0.55
-0.56
302.5
0.0206
0.17
-0.56
-0.45
0.50
-0.56
305
0.0209
0.17
-0.56
-0.50
0.45
-0.55
307.5
0.0207
0.17
-0.56
-0.56
0.40
-0.54
310
0.0202
0.16
-0.54
-0.61
0.30
-0.49
315
0.0182
0.15
-0.49
-0.70
0.23
-0.42
320
0.0154
0.13
-0.42
-0.78
0.16
-0.34
325
0.0125
0.10
-0.35
-0.84
0.12
-0.28
330
0.0098
0.08
-0.28
-0.89
0.06
-0.17
340
0.0056
0.05
-0.17
-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 32 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.