■ 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 — 175 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)FTNT 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 ≈ 155.3% · 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
0.75
-1.43
170
0.0122
0.05
-1.44
-0.25
0.72
-1.54
172.5
0.0131
0.06
-1.55
-0.28
0.68
-1.64
175
0.0138
0.06
-1.65
-0.32
0.65
-1.72
177.5
0.0144
0.06
-1.73
-0.36
0.61
-1.79
180
0.0149
0.07
-1.79
-0.39
0.57
-1.83
182.5
0.0153
0.07
-1.84
-0.43
0.53
-1.85
185
0.0155
0.07
-1.86
-0.47
0.49
-1.85
187.5
0.0156
0.07
-1.86
-0.51
0.45
-1.83
190
0.0155
0.07
-1.84
-0.55
0.42
-1.79
192.5
0.0153
0.07
-1.79
-0.59
0.38
-1.73
195
0.0149
0.06
-1.74
-0.62
0.34
-1.66
197.5
0.0145
0.06
-1.66
-0.66
0.31
-1.57
200
0.0139
0.06
-1.57
-0.69
0.28
-1.47
202.5
0.0133
0.06
-1.48
-0.72
0.25
-1.37
205
0.0125
0.05
-1.37
-0.75
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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.