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 · Wed, Oct 21
■ calls (up)■ puts (down)AVGO open contracts per strike for Wed, Oct 21.
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 · Wed, Oct 21
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Wed, Oct 21
— call IV— put IVATM ≈ 33.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Wed, Oct 21
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 · Wed, Oct 21
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.83
-0.27
337.5
0.0130
0.14
-0.27
-0.17
0.80
-0.30
340
0.0147
0.16
-0.30
-0.20
0.76
-0.33
342.5
0.0163
0.17
-0.34
-0.24
0.71
-0.36
345
0.0178
0.19
-0.37
-0.29
0.67
-0.39
347.5
0.0190
0.20
-0.39
-0.33
0.62
-0.41
350
0.0200
0.21
-0.41
-0.38
0.57
-0.42
352.5
0.0207
0.22
-0.43
-0.43
0.52
-0.43
355
0.0210
0.22
-0.43
-0.49
0.46
-0.43
357.5
0.0208
0.22
-0.43
-0.54
0.41
-0.42
360
0.0204
0.22
-0.42
-0.59
0.36
-0.41
362.5
0.0196
0.21
-0.41
-0.64
0.32
-0.39
365
0.0185
0.20
-0.39
-0.69
0.28
-0.36
367.5
0.0173
0.19
-0.36
-0.73
0.24
-0.33
370
0.0159
0.17
-0.34
-0.77
0.20
-0.30
372.5
0.0144
0.16
-0.31
-0.80
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 48 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.