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 — 81 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)CRH 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 ≈ 77.8% · 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
0.87
-0.21
78
0.0303
0.02
-0.21
-0.13
0.84
-0.24
79
0.0358
0.02
-0.25
-0.16
0.81
-0.28
80
0.0419
0.02
-0.28
-0.20
0.76
-0.31
81
0.0481
0.03
-0.32
-0.24
0.71
-0.35
82
0.0541
0.03
-0.35
-0.29
0.66
-0.37
83
0.0595
0.03
-0.38
-0.34
0.60
-0.39
84
0.0637
0.03
-0.39
-0.41
0.53
-0.40
85
0.0663
0.03
-0.40
-0.47
0.47
-0.39
86
0.0669
0.03
-0.40
-0.54
0.40
-0.38
87
0.0654
0.03
-0.38
-0.60
0.34
-0.35
88
0.0620
0.03
-0.35
-0.67
0.28
-0.32
89
0.0571
0.03
-0.32
-0.72
0.23
-0.28
90
0.0512
0.02
-0.28
-0.78
0.18
-0.24
91
0.0449
0.02
-0.24
-0.82
0.15
-0.20
92
0.0385
0.02
-0.20
-0.86
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 34 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.