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 — 660 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)DE 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 ≈ 29.0% · 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
0.92
-0.17
610
0.0027
0.29
-0.17
-0.09
0.89
-0.20
620
0.0034
0.37
-0.20
-0.12
0.85
-0.24
630
0.0041
0.45
-0.24
-0.15
0.80
-0.28
640
0.0049
0.53
-0.28
-0.20
0.75
-0.32
650
0.0057
0.60
-0.32
-0.25
0.69
-0.35
660
0.0064
0.67
-0.35
-0.32
0.62
-0.37
670
0.0070
0.72
-0.37
-0.38
0.55
-0.38
680
0.0074
0.75
-0.39
-0.46
0.47
-0.38
690
0.0075
0.75
-0.39
-0.53
0.40
-0.37
700
0.0073
0.73
-0.37
-0.61
0.33
-0.34
710
0.0069
0.69
-0.35
-0.68
0.27
-0.31
720
0.0062
0.63
-0.32
-0.74
0.21
-0.27
730
0.0055
0.56
-0.28
-0.80
0.17
-0.23
740
0.0047
0.48
-0.24
-0.84
0.13
-0.20
750
0.0040
0.40
-0.20
-0.88
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 37 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.