■ 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 — 117 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)BX 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 ≈ 39.5% · 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
0.98
-0.05
113
0.0121
0.00
-0.03
-0.02
0.97
-0.06
114
0.0186
0.00
-0.04
-0.03
0.96
-0.08
115
0.0286
0.01
-0.06
-0.05
0.94
-0.11
116
0.0436
0.01
-0.10
-0.07
0.89
-0.17
117
0.0655
0.01
-0.16
-0.11
0.83
-0.27
118
0.0944
0.02
-0.27
-0.18
0.72
-0.47
119
0.1256
0.02
-0.47
-0.28
0.59
-0.78
120
0.1477
0.03
-0.78
-0.41
0.44
-0.81
121
0.1501
0.03
-0.81
-0.56
0.30
-0.49
122
0.1317
0.02
-0.48
-0.70
0.18
-0.26
123
0.1005
0.02
-0.26
-0.81
0.10
-0.13
124
0.0678
0.01
-0.13
-0.89
0.06
-0.07
125
0.0420
0.01
-0.06
-0.94
0.04
-0.04
126
0.0262
0.01
-0.04
-0.96
0.03
-0.03
127
0.0181
0.00
-0.03
-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 38 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.