Event risk before this expiration:FOMC decision Wed, Sep 16 · Jobs report Fri, Oct 2 — 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 — 182.5 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)COIN open contracts per strike for Fri, Oct 9.
Open-interest change · 2026-09-10 → 2026-09-11
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 120 +100 · 150 +32 · 172.5 +26 · 155 +18
Volume by strike · Fri, Oct 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 64.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.76
-0.17
157.5
0.0100
0.15
-0.17
-0.24
0.74
-0.18
160
0.0106
0.16
-0.18
-0.27
0.71
-0.19
162.5
0.0112
0.17
-0.19
-0.30
0.68
-0.20
165
0.0117
0.17
-0.20
-0.33
0.64
-0.21
167.5
0.0121
0.18
-0.21
-0.36
0.61
-0.21
170
0.0124
0.19
-0.21
-0.39
0.58
-0.22
172.5
0.0127
0.19
-0.22
-0.42
0.55
-0.22
175
0.0128
0.19
-0.22
-0.46
0.52
-0.22
177.5
0.0129
0.19
-0.22
-0.49
0.48
-0.22
180
0.0128
0.19
-0.22
-0.52
0.46
-0.22
182.5
0.0127
0.19
-0.22
-0.55
0.42
-0.22
185
0.0126
0.19
-0.22
-0.58
0.40
-0.21
187.5
0.0123
0.19
-0.22
-0.61
0.37
-0.21
190
0.0120
0.18
-0.21
-0.64
0.34
-0.21
192.5
0.0117
0.18
-0.21
-0.66
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 48 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.