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 — 1105 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)BLK 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 ≈ 30.2% · 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
0.79
-1.02
1080
0.0058
0.45
-1.02
-0.21
0.73
-1.16
1090
0.0068
0.51
-1.17
-0.27
0.70
-1.22
1095
0.0073
0.54
-1.23
-0.30
0.66
-1.27
1100
0.0077
0.57
-1.28
-0.34
0.62
-1.32
1105
0.0080
0.59
-1.33
-0.38
0.58
-1.35
1110
0.0083
0.61
-1.36
-0.42
0.54
-1.36
1115
0.0085
0.62
-1.37
-0.46
0.50
-1.36
1120
0.0086
0.62
-1.37
-0.51
0.45
-1.35
1125
0.0086
0.61
-1.36
-0.55
0.41
-1.31
1130
0.0084
0.60
-1.32
-0.59
0.37
-1.27
1135
0.0082
0.59
-1.28
-0.63
0.35
-1.24
1137.5
0.0080
0.57
-1.25
-0.65
0.33
-1.21
1140
0.0079
0.56
-1.22
-0.67
0.29
-1.15
1145
0.0075
0.54
-1.15
-0.71
0.26
-1.07
1150
0.0070
0.50
-1.08
-0.75
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 53 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.