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 — 75 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)AFRM 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 ≈ 65.8% · 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
0.91
-0.10
63
0.0296
0.01
-0.10
-0.09
0.88
-0.12
64
0.0382
0.01
-0.12
-0.12
0.84
-0.15
65
0.0478
0.02
-0.16
-0.16
0.79
-0.19
66
0.0578
0.02
-0.19
-0.22
0.72
-0.22
67
0.0672
0.03
-0.22
-0.28
0.65
-0.24
68
0.0751
0.03
-0.24
-0.35
0.57
-0.25
69
0.0804
0.03
-0.26
-0.43
0.49
-0.26
70
0.0824
0.03
-0.26
-0.51
0.41
-0.25
71
0.0809
0.03
-0.25
-0.59
0.33
-0.23
72
0.0760
0.03
-0.23
-0.67
0.26
-0.20
73
0.0684
0.02
-0.20
-0.74
0.20
-0.17
74
0.0591
0.02
-0.17
-0.81
0.15
-0.13
75
0.0491
0.02
-0.13
-0.85
0.11
-0.10
76
0.0394
0.01
-0.10
-0.90
0.08
-0.08
77
0.0309
0.01
-0.08
-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 40 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.