■ 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 — 1050 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)BLK 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 ≈ 25.1% · 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
0.77
-0.34
1100
0.0026
1.35
-0.36
-0.24
0.74
-0.36
1110
0.0028
1.43
-0.38
-0.27
0.71
-0.38
1120
0.0030
1.51
-0.39
-0.30
0.68
-0.39
1130
0.0032
1.57
-0.41
-0.33
0.65
-0.40
1140
0.0033
1.63
-0.42
-0.36
0.61
-0.41
1150
0.0034
1.68
-0.43
-0.40
0.58
-0.42
1160
0.0035
1.71
-0.44
-0.43
0.54
-0.42
1170
0.0036
1.74
-0.44
-0.47
0.51
-0.43
1180
0.0036
1.74
-0.44
-0.51
0.47
-0.42
1190
0.0036
1.74
-0.44
-0.54
0.44
-0.42
1200
0.0036
1.72
-0.43
-0.58
0.40
-0.41
1210
0.0035
1.69
-0.43
-0.62
0.37
-0.40
1220
0.0034
1.65
-0.41
-0.65
0.30
-0.37
1240
0.0032
1.53
-0.38
-0.72
0.25
-0.33
1260
0.0029
1.39
-0.34
-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 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.