■ 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 — 182.5 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ANET 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 ≈ 59.9% · 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
0.94
-0.19
170
0.0100
0.02
-0.19
-0.06
0.91
-0.26
172.5
0.0137
0.03
-0.26
-0.09
0.88
-0.35
175
0.0183
0.04
-0.35
-0.12
0.83
-0.45
177.5
0.0236
0.04
-0.45
-0.17
0.77
-0.55
180
0.0293
0.05
-0.55
-0.23
0.69
-0.64
182.5
0.0347
0.06
-0.64
-0.31
0.60
-0.70
185
0.0387
0.07
-0.70
-0.41
0.50
-0.71
187.5
0.0405
0.07
-0.72
-0.51
0.40
-0.67
190
0.0396
0.07
-0.68
-0.60
0.30
-0.59
192.5
0.0360
0.06
-0.60
-0.70
0.22
-0.48
195
0.0307
0.05
-0.49
-0.78
0.16
-0.37
197.5
0.0247
0.04
-0.37
-0.85
0.11
-0.27
200
0.0189
0.03
-0.27
-0.90
0.07
-0.19
202.5
0.0139
0.02
-0.19
-0.93
0.05
-0.13
205
0.0099
0.02
-0.13
-0.96
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 54 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.