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 — 9 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)CIFR 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 ≈ 141.2% · 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
1.00
—
3
0.0008
—
0.00
0.00
1.00
-0.00
4
0.0040
0.00
-0.00
-0.00
0.99
-0.00
5
0.0201
0.00
-0.00
-0.01
0.94
-0.02
6
0.0896
0.00
-0.02
-0.06
0.88
-0.03
6.5
0.1695
0.00
-0.03
-0.12
0.77
-0.04
7
0.2744
0.00
-0.04
-0.24
0.60
-0.06
7.5
0.3538
0.00
-0.06
-0.40
0.42
-0.06
8
0.3558
0.00
-0.06
-0.58
0.28
-0.05
8.5
0.2945
0.00
-0.05
-0.73
0.17
-0.04
9
0.2173
0.00
-0.04
-0.83
0.11
-0.03
9.5
0.1519
0.00
-0.03
-0.89
0.07
-0.02
10
0.1042
0.00
-0.02
-0.93
0.05
-0.01
10.5
0.0715
0.00
-0.01
-0.96
0.03
-0.01
11
0.0496
0.00
-0.01
-0.97
0.02
-0.01
11.5
0.0348
0.00
-0.01
-0.98
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 43 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.