Event risk before this expiration:FOMC decision Wed, Sep 16 · Jobs report Fri, Oct 2 · 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 — 170 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)COIN open contracts per strike for Fri, Oct 16.
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: 230 −2K · 310 −1K · 220 +282 · 200 +269
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 ≈ 62.4% · 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
0.89
-0.09
140
0.0052
0.10
-0.09
-0.11
0.86
-0.11
145
0.0064
0.12
-0.11
-0.14
0.82
-0.13
150
0.0076
0.14
-0.13
-0.18
0.77
-0.15
155
0.0088
0.16
-0.15
-0.23
0.72
-0.17
160
0.0098
0.18
-0.17
-0.28
0.67
-0.18
165
0.0106
0.20
-0.18
-0.34
0.61
-0.19
170
0.0111
0.21
-0.19
-0.39
0.55
-0.20
175
0.0114
0.21
-0.20
-0.45
0.50
-0.20
180
0.0115
0.22
-0.20
-0.51
0.44
-0.20
185
0.0113
0.21
-0.20
-0.56
0.39
-0.19
190
0.0110
0.21
-0.20
-0.61
0.34
-0.18
195
0.0104
0.20
-0.19
-0.66
0.30
-0.18
200
0.0098
0.19
-0.18
-0.71
0.23
-0.15
210
0.0083
0.16
-0.16
-0.78
0.17
-0.13
220
0.0069
0.14
-0.14
-0.84
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 53 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.