Event risk before this expiration:Jobs report Fri, Oct 2 — 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 — 680 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)DE open contracts per strike for Fri, Oct 9.
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 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 29.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.13
610
0.0022
0.18
-0.14
-0.06
0.92
-0.18
620
0.0031
0.24
-0.18
-0.09
0.89
-0.23
630
0.0041
0.32
-0.23
-0.12
0.84
-0.29
640
0.0052
0.40
-0.28
-0.17
0.78
-0.34
650
0.0064
0.48
-0.34
-0.22
0.71
-0.39
660
0.0075
0.56
-0.39
-0.29
0.64
-0.42
670
0.0083
0.62
-0.42
-0.37
0.55
-0.44
680
0.0088
0.65
-0.44
-0.46
0.46
-0.43
690
0.0088
0.65
-0.44
-0.55
0.38
-0.41
700
0.0084
0.62
-0.41
-0.63
0.30
-0.37
710
0.0077
0.57
-0.37
-0.71
0.23
-0.32
720
0.0067
0.50
-0.32
-0.78
0.17
-0.27
730
0.0056
0.42
-0.27
-0.84
0.12
-0.21
740
0.0045
0.34
-0.21
-0.89
0.09
-0.17
750
0.0035
0.27
-0.16
-0.92
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 33 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.