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 — 250 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)AMZN open contracts per strike for Fri, Oct 30.
Open-interest change · 2026-10-23 → 2026-10-26
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; 3 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 255 +5K · 252.5 +5K · 262.5 +3K · 265 +3K
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 ≈ 101.5% · 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
0.80
-1.05
232.5
0.0118
0.07
-1.06
-0.20
0.76
-1.16
235
0.0128
0.07
-1.17
-0.24
0.73
-1.27
237.5
0.0138
0.08
-1.27
-0.27
0.69
-1.36
240
0.0147
0.08
-1.37
-0.31
0.65
-1.44
242.5
0.0154
0.09
-1.45
-0.35
0.61
-1.50
245
0.0160
0.09
-1.51
-0.39
0.57
-1.54
247.5
0.0164
0.09
-1.55
-0.43
0.53
-1.57
250
0.0166
0.10
-1.57
-0.47
0.49
-1.57
252.5
0.0166
0.10
-1.57
-0.51
0.45
-1.55
255
0.0165
0.09
-1.56
-0.55
0.41
-1.51
257.5
0.0162
0.09
-1.52
-0.59
0.37
-1.46
260
0.0158
0.09
-1.46
-0.63
0.33
-1.38
262.5
0.0152
0.09
-1.39
-0.67
0.29
-1.30
265
0.0145
0.08
-1.30
-0.71
0.26
-1.21
267.5
0.0137
0.08
-1.21
-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 49 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.