■ 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 — 45 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)AMKR open contracts per strike for Fri, Oct 23.
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 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 23
— call IV— put IVATM ≈ 71.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 23
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 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.06
38.5
0.0289
0.00
-0.06
-0.05
0.94
-0.07
39
0.0356
0.00
-0.07
-0.06
0.93
-0.08
39.5
0.0440
0.01
-0.09
-0.07
0.91
-0.10
40
0.0544
0.01
-0.10
-0.09
0.89
-0.12
40.5
0.0672
0.01
-0.12
-0.11
0.86
-0.14
41
0.0827
0.01
-0.14
-0.14
0.82
-0.17
41.5
0.1008
0.01
-0.17
-0.18
0.77
-0.20
42
0.1208
0.01
-0.20
-0.23
0.71
-0.23
42.5
0.1409
0.01
-0.23
-0.29
0.63
-0.25
43
0.1580
0.01
-0.25
-0.37
0.55
-0.27
43.5
0.1682
0.01
-0.27
-0.45
0.47
-0.27
44
0.1689
0.01
-0.27
-0.53
0.39
-0.26
44.5
0.1604
0.01
-0.26
-0.61
0.32
-0.24
45
0.1455
0.01
-0.24
-0.69
0.26
-0.21
45.5
0.1278
0.01
-0.21
-0.74
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 46 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.