■ 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 — 87.5 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)BBY 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 ≈ 33.5% · 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
0.93
-0.08
82.5
0.0349
0.01
-0.08
-0.07
0.91
-0.09
83
0.0412
0.01
-0.09
-0.09
0.87
-0.13
84
0.0567
0.02
-0.13
-0.13
0.81
-0.16
85
0.0754
0.02
-0.16
-0.19
0.73
-0.20
86
0.0954
0.03
-0.20
-0.27
0.63
-0.23
87
0.1120
0.03
-0.23
-0.37
0.57
-0.24
87.5
0.1172
0.03
-0.24
-0.43
0.51
-0.24
88
0.1197
0.03
-0.24
-0.49
0.40
-0.23
89
0.1155
0.03
-0.23
-0.61
0.29
-0.20
90
0.1013
0.03
-0.20
-0.72
0.21
-0.17
91
0.0824
0.02
-0.17
-0.80
0.14
-0.13
92
0.0636
0.02
-0.13
-0.86
0.12
-0.11
92.5
0.0551
0.02
-0.11
-0.89
0.10
-0.10
93
0.0475
0.01
-0.10
-0.91
0.07
-0.07
94
0.0349
0.01
-0.07
-0.94
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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.