■ 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 30
■ calls (up)■ puts (down)CRDO 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 ≈ 99.8% · 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
0.84
-0.64
152.5
0.0147
0.04
-0.64
-0.16
0.80
-0.75
155
0.0172
0.04
-0.75
-0.20
0.76
-0.86
157.5
0.0197
0.05
-0.86
-0.24
0.70
-0.96
160
0.0220
0.05
-0.96
-0.30
0.65
-1.03
162.5
0.0240
0.06
-1.04
-0.35
0.58
-1.08
165
0.0254
0.06
-1.09
-0.42
0.52
-1.10
167.5
0.0262
0.06
-1.11
-0.48
0.45
-1.08
170
0.0262
0.06
-1.09
-0.55
0.39
-1.04
172.5
0.0255
0.06
-1.04
-0.61
0.33
-0.96
175
0.0241
0.06
-0.96
-0.67
0.28
-0.86
177.5
0.0222
0.05
-0.87
-0.73
0.23
-0.76
180
0.0200
0.05
-0.76
-0.78
0.18
-0.65
182.5
0.0176
0.04
-0.65
-0.82
0.15
-0.54
185
0.0152
0.04
-0.54
-0.86
0.12
-0.45
187.5
0.0128
0.03
-0.44
-0.89
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 54 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.