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 — 360 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)AVGO open contracts per strike for Fri, Oct 23.
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 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 23
— call IV— put IVATM ≈ 34.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 23
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 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.84
-0.24
335
0.0112
0.15
-0.25
-0.17
0.77
-0.30
340
0.0138
0.19
-0.30
-0.23
0.74
-0.32
342.5
0.0150
0.20
-0.33
-0.27
0.70
-0.35
345
0.0161
0.22
-0.35
-0.31
0.65
-0.37
347.5
0.0171
0.23
-0.37
-0.35
0.61
-0.38
350
0.0178
0.24
-0.39
-0.39
0.56
-0.39
352.5
0.0183
0.24
-0.40
-0.44
0.52
-0.40
355
0.0185
0.25
-0.40
-0.48
0.47
-0.40
357.5
0.0185
0.25
-0.40
-0.53
0.43
-0.39
360
0.0182
0.24
-0.39
-0.58
0.38
-0.38
362.5
0.0177
0.24
-0.38
-0.62
0.34
-0.36
365
0.0170
0.23
-0.37
-0.66
0.30
-0.35
367.5
0.0161
0.22
-0.35
-0.70
0.27
-0.33
370
0.0151
0.20
-0.33
-0.74
0.23
-0.30
372.5
0.0140
0.19
-0.30
-0.78
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 58 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.