Event risk before this expiration:FOMC decision Wed, Oct 28 · Jobs report Fri, Nov 6 · CPI release Tue, Nov 10 · Jobs report Fri, Dec 4 · FOMC decision Wed, Dec 9 · CPI release Thu, Dec 10 — 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 — 290 — is the max pain price.
Open interest by strike · Thu, Jun 17
■ calls (up)■ puts (down)APD open contracts per strike for Thu, Jun 17.
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 · Thu, Jun 17
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Thu, Jun 17
— call IV— put IVATM ≈ 26.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Thu, Jun 17
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 · Thu, Jun 17
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.89
-0.02
240
0.0026
0.47
-0.03
-0.11
0.86
-0.03
250
0.0031
0.55
-0.03
-0.14
0.82
-0.03
260
0.0037
0.64
-0.04
-0.18
0.78
-0.04
270
0.0043
0.73
-0.04
-0.23
0.73
-0.04
280
0.0049
0.81
-0.05
-0.27
0.68
-0.04
290
0.0054
0.88
-0.05
-0.33
0.63
-0.05
300
0.0058
0.93
-0.05
-0.39
0.56
-0.05
310
0.0062
0.97
-0.05
-0.45
0.50
-0.05
320
0.0063
0.98
-0.05
-0.52
0.44
-0.05
330
0.0063
0.97
-0.05
-0.58
0.39
-0.05
340
0.0062
0.94
-0.05
-0.64
0.33
-0.04
350
0.0059
0.90
-0.04
-0.70
0.28
-0.04
360
0.0055
0.83
-0.04
-0.76
0.24
-0.04
370
0.0050
0.76
-0.04
-0.81
0.20
-0.03
380
0.0045
0.69
-0.03
-0.86
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 30 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.