Event risk before this expiration:CPI release Wed, Oct 14 · 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 — 815 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)CAT 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 ≈ 46.6% · 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
0.70
-0.76
760
0.0039
0.67
-0.76
-0.30
0.68
-0.78
765
0.0040
0.69
-0.78
-0.33
0.66
-0.80
770
0.0041
0.70
-0.80
-0.35
0.64
-0.82
775
0.0042
0.72
-0.82
-0.37
0.62
-0.83
780
0.0043
0.73
-0.83
-0.39
0.57
-0.86
790
0.0044
0.75
-0.85
-0.43
0.55
-0.86
795
0.0044
0.76
-0.86
-0.45
0.53
-0.87
800
0.0044
0.76
-0.86
-0.48
0.51
-0.87
805
0.0045
0.76
-0.86
-0.50
0.48
-0.87
810
0.0044
0.76
-0.86
-0.52
0.46
-0.86
815
0.0044
0.76
-0.86
-0.54
0.44
-0.85
820
0.0044
0.76
-0.85
-0.56
0.42
-0.85
825
0.0044
0.75
-0.84
-0.58
0.40
-0.83
830
0.0043
0.74
-0.83
-0.61
0.36
-0.81
840
0.0042
0.72
-0.80
-0.65
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.