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 — 104 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)DIS open contracts per strike for Fri, Oct 23.
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 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 23
— call IV— put IVATM ≈ 25.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 23
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 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.84
-0.03
97
0.0302
0.07
-0.03
-0.16
0.81
-0.03
98
0.0343
0.08
-0.03
-0.19
0.78
-0.04
99
0.0385
0.09
-0.04
-0.23
0.73
-0.04
100
0.0425
0.10
-0.04
-0.27
0.69
-0.04
101
0.0461
0.11
-0.04
-0.31
0.64
-0.04
102
0.0492
0.11
-0.05
-0.36
0.59
-0.05
103
0.0515
0.12
-0.05
-0.41
0.54
-0.05
104
0.0530
0.12
-0.05
-0.47
0.49
-0.05
105
0.0536
0.12
-0.05
-0.52
0.43
-0.05
106
0.0532
0.12
-0.05
-0.58
0.38
-0.04
107
0.0518
0.12
-0.05
-0.63
0.33
-0.04
108
0.0496
0.11
-0.04
-0.68
0.28
-0.04
109
0.0466
0.10
-0.04
-0.73
0.24
-0.04
110
0.0429
0.10
-0.04
-0.78
0.20
-0.03
111
0.0388
0.09
-0.03
-0.82
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 35 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.