■ 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 — 140 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)DHI 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 ≈ 101.7% · 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
0.77
-0.80
139
0.0278
0.04
-0.80
-0.23
0.74
-0.85
140
0.0299
0.04
-0.85
-0.26
0.71
-0.89
141
0.0321
0.04
-0.90
-0.29
0.68
-0.93
142
0.0343
0.04
-0.94
-0.32
0.65
-0.96
143
0.0363
0.04
-0.97
-0.35
0.61
-0.99
144
0.0380
0.04
-0.99
-0.39
0.57
-1.01
145
0.0392
0.04
-1.01
-0.43
0.53
-1.02
146
0.0399
0.04
-1.03
-0.47
0.49
-1.03
147
0.0399
0.05
-1.03
-0.51
0.45
-1.02
148
0.0394
0.04
-1.03
-0.55
0.41
-1.01
149
0.0383
0.04
-1.02
-0.59
0.38
-0.99
150
0.0369
0.04
-1.00
-0.62
0.30
-0.89
152.5
0.0330
0.04
-0.90
-0.70
0.22
-0.72
155
0.0287
0.03
-0.72
-0.78
0.15
-0.50
157.5
0.0235
0.03
-0.50
-0.85
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.