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 — 400 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)AMAT 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 ≈ 73.5% · 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
0.81
-1.22
375
0.0098
0.10
-1.23
-0.19
0.78
-1.33
377.5
0.0106
0.11
-1.34
-0.22
0.75
-1.44
380
0.0114
0.12
-1.44
-0.25
0.72
-1.54
382.5
0.0121
0.12
-1.54
-0.28
0.69
-1.63
385
0.0128
0.13
-1.64
-0.31
0.62
-1.77
390
0.0139
0.14
-1.78
-0.38
0.59
-1.82
392.5
0.0142
0.14
-1.83
-0.41
0.55
-1.85
395
0.0145
0.15
-1.86
-0.45
0.48
-1.86
400
0.0146
0.15
-1.87
-0.52
0.44
-1.83
402.5
0.0145
0.15
-1.85
-0.56
0.41
-1.79
405
0.0143
0.14
-1.80
-0.60
0.34
-1.67
410
0.0135
0.14
-1.68
-0.66
0.31
-1.59
412.5
0.0129
0.13
-1.59
-0.70
0.28
-1.50
415
0.0123
0.12
-1.50
-0.73
0.25
-1.40
417.5
0.0116
0.12
-1.41
-0.75
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.