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 — 47.5 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)AMKR 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 ≈ 108.4% · 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
-0.11
38
0.0353
0.02
-0.11
-0.18
0.79
-0.12
38.5
0.0378
0.02
-0.12
-0.20
0.77
-0.13
39
0.0401
0.02
-0.13
-0.23
0.73
-0.14
40
0.0445
0.02
-0.14
-0.27
0.70
-0.14
40.5
0.0465
0.02
-0.14
-0.30
0.68
-0.15
41
0.0483
0.03
-0.15
-0.32
0.65
-0.15
41.5
0.0498
0.03
-0.15
-0.35
0.63
-0.16
42
0.0512
0.03
-0.16
-0.37
0.60
-0.16
42.5
0.0523
0.03
-0.16
-0.40
0.57
-0.16
43
0.0531
0.03
-0.16
-0.43
0.55
-0.17
43.5
0.0537
0.03
-0.17
-0.45
0.52
-0.17
44
0.0541
0.03
-0.17
-0.48
0.49
-0.17
44.5
0.0541
0.03
-0.17
-0.51
0.47
-0.17
45
0.0540
0.03
-0.17
-0.53
0.44
-0.16
45.5
0.0535
0.03
-0.16
-0.56
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 50 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.