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 — 115 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)CF 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 ≈ 43.6% · 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
0.77
-0.10
110
0.0276
0.08
-0.10
-0.23
0.74
-0.10
111
0.0298
0.08
-0.10
-0.26
0.71
-0.11
112
0.0318
0.09
-0.11
-0.29
0.68
-0.11
113
0.0336
0.09
-0.11
-0.32
0.64
-0.12
114
0.0352
0.09
-0.12
-0.36
0.61
-0.12
115
0.0365
0.10
-0.12
-0.39
0.57
-0.12
116
0.0373
0.10
-0.12
-0.43
0.53
-0.12
117
0.0378
0.10
-0.12
-0.47
0.49
-0.12
118
0.0379
0.10
-0.12
-0.51
0.46
-0.12
119
0.0375
0.10
-0.12
-0.54
0.42
-0.12
120
0.0368
0.10
-0.12
-0.58
0.39
-0.12
121
0.0358
0.10
-0.12
-0.61
0.35
-0.12
122
0.0345
0.09
-0.12
-0.65
0.32
-0.12
123
0.0331
0.09
-0.12
-0.68
0.29
-0.11
124
0.0315
0.09
-0.11
-0.71
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 51 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.