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 — 106 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)GDDY 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 ≈ 110.7% · 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
-0.48
102
0.0254
0.04
-0.49
-0.25
0.73
-0.51
103
0.0269
0.04
-0.52
-0.28
0.70
-0.54
104
0.0282
0.04
-0.54
-0.30
0.67
-0.56
105
0.0294
0.04
-0.57
-0.34
0.64
-0.58
106
0.0305
0.04
-0.59
-0.37
0.61
-0.60
107
0.0313
0.04
-0.61
-0.40
0.57
-0.61
108
0.0319
0.05
-0.62
-0.43
0.54
-0.62
109
0.0323
0.05
-0.63
-0.46
0.51
-0.62
110
0.0324
0.05
-0.63
-0.49
0.48
-0.62
111
0.0324
0.05
-0.63
-0.53
0.45
-0.62
112
0.0321
0.05
-0.62
-0.56
0.41
-0.61
113
0.0316
0.05
-0.61
-0.59
0.39
-0.59
114
0.0310
0.04
-0.60
-0.62
0.36
-0.58
115
0.0302
0.04
-0.58
-0.65
0.33
-0.56
116
0.0292
0.04
-0.56
-0.68
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 46 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.