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 — 345 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)DAVE 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 ≈ 69.8% · 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
0.86
-0.58
320
0.0063
0.11
-0.58
-0.14
0.82
-0.65
325
0.0074
0.13
-0.66
-0.18
0.80
-0.69
327.5
0.0079
0.14
-0.70
-0.20
0.78
-0.73
330
0.0084
0.14
-0.73
-0.22
0.69
-0.87
340
0.0105
0.17
-0.87
-0.31
0.63
-0.92
345
0.0113
0.18
-0.93
-0.37
0.58
-0.95
350
0.0118
0.19
-0.96
-0.43
0.52
-0.97
355
0.0121
0.20
-0.97
-0.49
0.46
-0.96
360
0.0120
0.20
-0.97
-0.55
0.37
-0.92
367.5
0.0114
0.19
-0.92
-0.63
0.34
-0.89
370
0.0111
0.18
-0.90
-0.66
0.32
-0.86
372.5
0.0107
0.18
-0.87
-0.69
0.29
-0.84
375
0.0103
0.17
-0.84
-0.71
0.27
-0.81
377.5
0.0099
0.16
-0.81
-0.73
0.25
-0.77
380
0.0094
0.16
-0.78
-0.75
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 46 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.