■ 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 — 97 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)AKAM 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 ≈ 68.5% · 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
0.86
-0.23
93
0.0335
0.02
-0.23
-0.14
0.83
-0.27
94
0.0396
0.02
-0.27
-0.17
0.79
-0.31
95
0.0459
0.03
-0.31
-0.21
0.74
-0.35
96
0.0522
0.03
-0.35
-0.26
0.68
-0.39
97
0.0579
0.03
-0.39
-0.32
0.62
-0.41
98
0.0626
0.03
-0.41
-0.38
0.56
-0.43
99
0.0657
0.04
-0.43
-0.44
0.49
-0.43
100
0.0668
0.04
-0.43
-0.51
0.43
-0.42
101
0.0659
0.04
-0.42
-0.57
0.36
-0.40
102
0.0631
0.03
-0.40
-0.64
0.31
-0.37
103
0.0587
0.03
-0.37
-0.70
0.25
-0.33
104
0.0532
0.03
-0.33
-0.75
0.21
-0.29
105
0.0472
0.03
-0.29
-0.80
0.17
-0.25
106
0.0411
0.02
-0.25
-0.83
0.14
-0.21
107
0.0352
0.02
-0.21
-0.87
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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.