■ 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 — 79 — is the max pain price.
Open interest by strike · Fri, Oct 2
■ calls (up)■ puts (down)AGQ open contracts per strike for Fri, Oct 2.
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 2
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 2
— call IV— put IVATM ≈ 81.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 2
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 2
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.60
-0.09
75
0.0178
0.10
-0.10
-0.41
0.59
-0.09
75.5
0.0179
0.10
-0.10
-0.42
0.58
-0.09
76
0.0180
0.10
-0.10
-0.43
0.57
-0.10
76.5
0.0180
0.11
-0.10
-0.44
0.56
-0.10
77
0.0180
0.11
-0.10
-0.45
0.55
-0.10
77.5
0.0181
0.11
-0.10
-0.46
0.55
-0.10
78
0.0181
0.11
-0.10
-0.47
0.54
-0.10
78.5
0.0181
0.11
-0.10
-0.47
0.53
-0.10
79
0.0181
0.11
-0.10
-0.48
0.52
-0.10
79.5
0.0181
0.11
-0.10
-0.49
0.51
-0.10
80
0.0181
0.11
-0.10
-0.50
0.50
-0.10
80.5
0.0180
0.11
-0.10
-0.51
0.49
-0.10
81
0.0180
0.11
-0.10
-0.52
0.49
-0.10
81.5
0.0179
0.11
-0.10
-0.53
0.48
-0.10
82
0.0179
0.11
-0.10
-0.53
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 25 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.