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 — 90 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)EL 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 ≈ 34.8% · 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
1.00
—
60
0.0003
0.00
-0.00
-0.00
1.00
—
65
0.0008
0.00
-0.00
-0.00
0.99
-0.00
70
0.0021
0.01
-0.01
-0.01
0.98
-0.01
75
0.0050
0.01
-0.01
-0.03
0.94
-0.02
80
0.0114
0.03
-0.02
-0.06
0.86
-0.04
85
0.0230
0.06
-0.04
-0.14
0.71
-0.06
90
0.0379
0.09
-0.06
-0.29
0.50
-0.07
95
0.0463
0.10
-0.07
-0.51
0.28
-0.06
100
0.0396
0.08
-0.06
-0.73
0.14
-0.04
105
0.0253
0.06
-0.04
-0.88
0.06
-0.02
110
0.0136
0.03
-0.02
-0.96
0.03
-0.01
115
0.0068
0.02
-0.02
-1.00
0.01
-0.01
120
0.0034
0.01
-0.02
-1.00
0.01
-0.00
125
0.0017
0.01
-0.02
-1.00
0.00
-0.00
130
0.0009
0.00
-0.02
-1.00
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 27 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.