Event risk before this expiration:CPI release Wed, Oct 14 — 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 — 820 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)CAT 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 ≈ 33.1% · 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
0.92
-0.38
750
0.0039
0.17
-0.38
-0.08
0.87
-0.54
760
0.0055
0.23
-0.55
-0.13
0.84
-0.63
765
0.0064
0.27
-0.64
-0.16
0.81
-0.72
770
0.0073
0.30
-0.73
-0.19
0.77
-0.81
775
0.0081
0.34
-0.82
-0.23
0.73
-0.90
780
0.0089
0.37
-0.91
-0.28
0.63
-1.02
790
0.0102
0.42
-1.03
-0.37
0.52
-1.08
800
0.0108
0.44
-1.09
-0.48
0.47
-1.07
805
0.0108
0.44
-1.09
-0.54
0.42
-1.05
810
0.0107
0.43
-1.06
-0.59
0.36
-1.00
815
0.0103
0.42
-1.01
-0.64
0.32
-0.94
820
0.0098
0.40
-0.95
-0.69
0.27
-0.86
825
0.0091
0.37
-0.87
-0.74
0.23
-0.78
830
0.0083
0.34
-0.79
-0.78
0.19
-0.69
835
0.0074
0.30
-0.70
-0.82
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.