Event risk before this expiration: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 — 230 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)CRM open contracts per strike for Fri, Oct 16.
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 16
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 16
— call IV— put IVATM ≈ 38.7% · 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
0.98
-0.02
185
0.0016
0.03
-0.03
-0.02
0.97
-0.03
190
0.0022
0.04
-0.04
-0.03
0.96
-0.04
195
0.0031
0.05
-0.04
-0.04
0.94
-0.05
200
0.0043
0.07
-0.06
-0.06
0.88
-0.09
210
0.0077
0.12
-0.10
-0.12
0.78
-0.14
220
0.0120
0.18
-0.14
-0.22
0.64
-0.18
230
0.0155
0.23
-0.18
-0.36
0.48
-0.19
240
0.0166
0.25
-0.19
-0.53
0.32
-0.17
250
0.0150
0.22
-0.17
-0.69
0.20
-0.14
260
0.0116
0.17
-0.14
-0.81
0.12
-0.10
270
0.0080
0.12
-0.10
-0.90
0.07
-0.06
280
0.0051
0.08
-0.07
-0.95
0.04
-0.04
290
0.0032
0.05
-0.04
-0.98
0.02
-0.03
300
0.0020
0.03
-0.04
-1.00
0.01
-0.02
310
0.0013
0.02
-0.04
-1.00
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 35 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.