Event risk before this expiration:FOMC decision Wed, Oct 28 — 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 — 78 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)BIDU 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 ≈ 42.1% · 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
0.99
-0.00
71
0.0054
0.00
-0.01
-0.01
0.99
-0.01
72
0.0103
0.00
-0.01
-0.01
0.98
-0.02
73
0.0204
0.00
-0.02
-0.03
0.94
-0.04
74
0.0398
0.01
-0.04
-0.06
0.88
-0.09
75
0.0676
0.01
-0.09
-0.12
0.79
-0.15
76
0.0953
0.02
-0.15
-0.21
0.68
-0.19
77
0.1178
0.03
-0.20
-0.32
0.55
-0.22
78
0.1293
0.03
-0.22
-0.45
0.43
-0.22
79
0.1252
0.03
-0.23
-0.58
0.32
-0.20
80
0.1096
0.03
-0.21
-0.69
0.23
-0.17
81
0.0898
0.02
-0.17
-0.78
0.15
-0.13
82
0.0695
0.02
-0.13
-0.85
0.10
-0.09
83
0.0512
0.01
-0.09
-0.91
0.07
-0.07
84
0.0363
0.01
-0.06
-0.94
0.04
-0.04
85
0.0253
0.01
-0.04
-0.97
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 49 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.