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 — 575 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)AMD open contracts per strike for Fri, Oct 30.
Open-interest change · 2026-10-20 → 2026-10-21
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared; 4 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 590 +866 · 585 +459 · 595 +448 · 660 +262
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 ≈ 64.6% · 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
0.80
-0.90
470
0.0055
0.21
-0.92
-0.20
0.77
-0.97
475
0.0060
0.23
-0.99
-0.23
0.74
-1.04
480
0.0064
0.25
-1.05
-0.26
0.67
-1.15
490
0.0073
0.27
-1.16
-0.33
0.63
-1.19
495
0.0076
0.28
-1.20
-0.37
0.59
-1.22
500
0.0079
0.29
-1.23
-0.41
0.55
-1.23
505
0.0081
0.30
-1.24
-0.45
0.51
-1.24
510
0.0082
0.30
-1.24
-0.49
0.47
-1.23
515
0.0082
0.30
-1.23
-0.53
0.43
-1.20
520
0.0082
0.30
-1.20
-0.57
0.39
-1.17
525
0.0080
0.29
-1.17
-0.61
0.35
-1.12
530
0.0078
0.28
-1.11
-0.65
0.31
-1.06
535
0.0075
0.27
-1.05
-0.69
0.28
-0.99
540
0.0071
0.25
-0.99
-0.73
0.24
-0.92
545
0.0067
0.24
-0.91
-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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.