Event risk before this expiration:FOMC decision Wed, Oct 28 — 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 — 85 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)DXCM 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 ≈ 80.9% · 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
0.79
-0.17
72
0.0317
0.03
-0.17
-0.21
0.75
-0.18
73
0.0348
0.04
-0.18
-0.25
0.72
-0.19
74
0.0377
0.04
-0.20
-0.29
0.68
-0.20
75
0.0402
0.04
-0.21
-0.33
0.63
-0.21
76
0.0424
0.04
-0.21
-0.37
0.59
-0.22
77
0.0440
0.04
-0.22
-0.41
0.55
-0.22
78
0.0450
0.05
-0.23
-0.46
0.50
-0.22
79
0.0453
0.05
-0.23
-0.50
0.46
-0.22
80
0.0450
0.05
-0.22
-0.55
0.41
-0.22
81
0.0442
0.04
-0.22
-0.59
0.37
-0.21
82
0.0428
0.04
-0.21
-0.63
0.33
-0.20
83
0.0409
0.04
-0.20
-0.67
0.30
-0.19
84
0.0387
0.04
-0.19
-0.71
0.26
-0.18
85
0.0363
0.04
-0.18
-0.74
0.23
-0.17
86
0.0338
0.04
-0.17
-0.77
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 39 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.