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 — 24 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)FSLY 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 ≈ 98.1% · 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
0.91
-0.06
22
0.0544
0.00
-0.06
-0.09
0.88
-0.07
22.5
0.0684
0.01
-0.07
-0.12
0.84
-0.09
23
0.0840
0.01
-0.09
-0.16
0.80
-0.10
23.5
0.1005
0.01
-0.10
-0.21
0.74
-0.12
24
0.1166
0.01
-0.12
-0.26
0.68
-0.13
24.5
0.1306
0.01
-0.13
-0.32
0.61
-0.14
25
0.1410
0.01
-0.14
-0.39
0.54
-0.14
25.5
0.1465
0.01
-0.14
-0.47
0.46
-0.14
26
0.1464
0.01
-0.14
-0.54
0.39
-0.14
26.5
0.1412
0.01
-0.14
-0.61
0.33
-0.13
27
0.1318
0.01
-0.13
-0.67
0.27
-0.12
27.5
0.1197
0.01
-0.12
-0.73
0.22
-0.10
28
0.1061
0.01
-0.10
-0.78
0.18
-0.09
28.5
0.0924
0.01
-0.09
-0.82
0.15
-0.08
29
0.0794
0.01
-0.08
-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 47 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.