Event risk before this expiration:Jobs report Fri, Oct 2 · CPI release Wed, Oct 14 · 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)EL 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 ≈ 35.4% · 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
-0.04
87
0.0259
0.09
-0.05
-0.23
0.74
-0.05
88
0.0279
0.10
-0.05
-0.26
0.71
-0.05
89
0.0298
0.10
-0.05
-0.29
0.69
-0.05
90
0.0316
0.11
-0.05
-0.32
0.65
-0.05
91
0.0332
0.11
-0.05
-0.35
0.62
-0.05
92
0.0346
0.12
-0.05
-0.39
0.58
-0.05
93
0.0358
0.12
-0.06
-0.42
0.55
-0.05
94
0.0366
0.12
-0.06
-0.46
0.51
-0.05
95
0.0371
0.12
-0.06
-0.50
0.47
-0.05
96
0.0372
0.12
-0.06
-0.53
0.44
-0.05
97
0.0369
0.12
-0.06
-0.57
0.40
-0.05
98
0.0363
0.12
-0.05
-0.61
0.37
-0.05
99
0.0353
0.12
-0.05
-0.64
0.34
-0.05
100
0.0341
0.11
-0.05
-0.68
0.20
-0.04
105
0.0258
0.09
-0.04
-0.81
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 25 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.