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 — 105 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)DIS 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 ≈ 23.3% · 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
0.89
-0.03
96
0.0254
0.05
-0.03
-0.11
0.87
-0.03
97
0.0302
0.06
-0.03
-0.13
0.84
-0.03
98
0.0354
0.07
-0.04
-0.16
0.80
-0.04
99
0.0410
0.08
-0.04
-0.20
0.76
-0.04
100
0.0465
0.08
-0.04
-0.24
0.71
-0.05
101
0.0516
0.09
-0.05
-0.29
0.60
-0.05
103
0.0595
0.10
-0.05
-0.41
0.54
-0.05
104
0.0616
0.11
-0.05
-0.47
0.48
-0.05
105
0.0622
0.11
-0.05
-0.53
0.41
-0.05
106
0.0613
0.10
-0.05
-0.59
0.36
-0.05
107
0.0588
0.10
-0.05
-0.66
0.30
-0.04
108
0.0550
0.09
-0.05
-0.71
0.25
-0.04
109
0.0502
0.09
-0.04
-0.77
0.21
-0.04
110
0.0448
0.08
-0.04
-0.81
0.17
-0.03
111
0.0392
0.07
-0.03
-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 36 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.