■ 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 — 220 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)ASND open contracts per strike for Fri, Oct 16.
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 16
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 16
— call IV— put IVATM ≈ 41.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 16
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 16
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.92
-0.04
190
0.0030
0.15
-0.06
-0.08
0.90
-0.04
195
0.0035
0.18
-0.06
-0.10
0.88
-0.05
200
0.0040
0.20
-0.07
-0.12
0.84
-0.07
210
0.0054
0.25
-0.09
-0.16
0.77
-0.09
220
0.0068
0.31
-0.10
-0.23
0.70
-0.11
230
0.0082
0.36
-0.11
-0.30
0.61
-0.12
240
0.0092
0.40
-0.12
-0.40
0.51
-0.12
250
0.0098
0.41
-0.12
-0.49
0.42
-0.12
260
0.0096
0.40
-0.12
-0.59
0.33
-0.11
270
0.0089
0.37
-0.11
-0.68
0.26
-0.10
280
0.0079
0.33
-0.09
-0.75
0.20
-0.09
290
0.0067
0.29
-0.08
-0.81
0.15
-0.07
300
0.0056
0.24
-0.06
-0.86
0.12
-0.06
310
0.0045
0.20
-0.05
-0.90
0.09
-0.05
320
0.0036
0.17
-0.03
-0.93
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 27 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.