■ 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 — 27 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)ASST 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 ≈ 98.7% · 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
0.93
-0.06
23.5
0.0507
0.00
-0.06
-0.07
0.90
-0.07
24
0.0663
0.00
-0.07
-0.10
0.86
-0.09
24.5
0.0846
0.01
-0.09
-0.14
0.82
-0.12
25
0.1044
0.01
-0.12
-0.19
0.76
-0.14
25.5
0.1243
0.01
-0.14
-0.24
0.69
-0.16
26
0.1420
0.01
-0.16
-0.31
0.61
-0.17
26.5
0.1551
0.01
-0.17
-0.39
0.53
-0.18
27
0.1617
0.01
-0.18
-0.47
0.45
-0.18
27.5
0.1611
0.01
-0.18
-0.55
0.38
-0.17
28
0.1538
0.01
-0.17
-0.62
0.31
-0.15
28.5
0.1413
0.01
-0.15
-0.69
0.25
-0.14
29
0.1256
0.01
-0.13
-0.75
0.20
-0.12
29.5
0.1085
0.01
-0.12
-0.80
0.15
-0.10
30
0.0917
0.01
-0.10
-0.85
0.12
-0.08
30.5
0.0761
0.01
-0.08
-0.88
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 53 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.