Event risk before this expiration:FOMC decision Wed, Sep 16 · Jobs report Fri, Oct 2 — 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 — 250 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)AMZN open contracts per strike for Fri, Oct 9.
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 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 29.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.04
220
0.0039
0.07
-0.04
-0.05
0.93
-0.05
225
0.0054
0.09
-0.05
-0.07
0.91
-0.07
230
0.0073
0.12
-0.07
-0.10
0.86
-0.09
235
0.0097
0.16
-0.09
-0.14
0.81
-0.10
240
0.0124
0.20
-0.11
-0.19
0.74
-0.12
245
0.0152
0.23
-0.13
-0.26
0.66
-0.14
250
0.0175
0.26
-0.14
-0.34
0.57
-0.15
255
0.0189
0.28
-0.15
-0.44
0.47
-0.15
260
0.0193
0.28
-0.15
-0.54
0.38
-0.14
265
0.0185
0.27
-0.14
-0.63
0.29
-0.13
270
0.0167
0.25
-0.13
-0.72
0.22
-0.11
275
0.0144
0.21
-0.11
-0.79
0.16
-0.09
280
0.0118
0.18
-0.10
-0.86
0.12
-0.07
285
0.0094
0.14
-0.08
-0.91
0.08
-0.06
290
0.0072
0.11
-0.06
-0.94
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 42 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.