Event risk before this expiration:CPI release Wed, Oct 14 — 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 — 365 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)AVGO 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 ≈ 38.0% · 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
0.91
-0.29
335
0.0104
0.06
-0.29
-0.09
0.88
-0.35
337.5
0.0128
0.07
-0.35
-0.12
0.85
-0.42
340
0.0154
0.09
-0.43
-0.15
0.76
-0.57
345
0.0211
0.12
-0.58
-0.24
0.71
-0.65
347.5
0.0237
0.13
-0.65
-0.29
0.65
-0.70
350
0.0259
0.14
-0.71
-0.36
0.58
-0.74
352.5
0.0273
0.15
-0.75
-0.42
0.51
-0.76
355
0.0279
0.15
-0.76
-0.49
0.44
-0.75
357.5
0.0276
0.15
-0.75
-0.56
0.37
-0.71
360
0.0264
0.14
-0.72
-0.63
0.31
-0.66
362.5
0.0245
0.13
-0.67
-0.69
0.26
-0.60
365
0.0222
0.12
-0.60
-0.75
0.21
-0.52
367.5
0.0196
0.11
-0.53
-0.80
0.17
-0.45
370
0.0169
0.09
-0.45
-0.84
0.13
-0.38
372.5
0.0143
0.08
-0.38
-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 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.