■ 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 — 267.5 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ALAB 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 ≈ 103.1% · 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
0.75
-1.48
270
0.0116
0.08
-1.48
-0.25
0.72
-1.58
272.5
0.0124
0.09
-1.58
-0.28
0.69
-1.67
275
0.0132
0.09
-1.68
-0.31
0.66
-1.75
277.5
0.0138
0.10
-1.76
-0.34
0.62
-1.82
280
0.0144
0.10
-1.82
-0.38
0.58
-1.86
282.5
0.0148
0.10
-1.87
-0.42
0.55
-1.89
285
0.0150
0.10
-1.89
-0.45
0.47
-1.89
290
0.0152
0.10
-1.89
-0.53
0.43
-1.85
292.5
0.0150
0.10
-1.86
-0.57
0.40
-1.80
295
0.0148
0.10
-1.81
-0.60
0.36
-1.74
297.5
0.0143
0.10
-1.74
-0.64
0.33
-1.66
300
0.0138
0.09
-1.66
-0.67
0.29
-1.57
302.5
0.0132
0.09
-1.57
-0.70
0.27
-1.47
305
0.0125
0.09
-1.48
-0.73
0.24
-1.37
307.5
0.0118
0.08
-1.37
-0.76
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.