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 — 1625 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ASML 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 ≈ 50.1% · 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
0.69
-3.87
1565
0.0040
0.61
-3.91
-0.31
0.67
-3.98
1570
0.0041
0.62
-4.02
-0.33
0.65
-4.08
1575
0.0042
0.64
-4.11
-0.35
0.63
-4.16
1580
0.0044
0.65
-4.20
-0.38
0.58
-4.28
1590
0.0045
0.67
-4.32
-0.42
0.56
-4.32
1595
0.0046
0.68
-4.36
-0.44
0.54
-4.35
1600
0.0046
0.68
-4.39
-0.47
0.49
-4.34
1610
0.0046
0.69
-4.38
-0.51
0.47
-4.32
1615
0.0046
0.68
-4.36
-0.54
0.45
-4.28
1620
0.0046
0.68
-4.31
-0.56
0.42
-4.22
1625
0.0046
0.67
-4.25
-0.58
0.40
-4.14
1630
0.0045
0.66
-4.18
-0.60
0.35
-3.96
1640
0.0044
0.64
-3.99
-0.65
0.33
-3.84
1645
0.0043
0.63
-3.87
-0.67
0.31
-3.72
1650
0.0042
0.61
-3.75
-0.69
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.