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 — 67 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)GEHC 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 ≈ 59.2% · 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
0.90
-0.07
64
0.0274
0.02
-0.07
-0.10
0.88
-0.09
65
0.0337
0.02
-0.09
-0.13
0.84
-0.10
66
0.0408
0.02
-0.10
-0.16
0.80
-0.12
67
0.0485
0.03
-0.12
-0.20
0.75
-0.13
68
0.0562
0.03
-0.13
-0.25
0.69
-0.14
69
0.0634
0.04
-0.14
-0.31
0.62
-0.15
70
0.0691
0.04
-0.15
-0.38
0.55
-0.16
71
0.0728
0.04
-0.16
-0.45
0.48
-0.16
72
0.0738
0.04
-0.16
-0.52
0.40
-0.15
73
0.0721
0.04
-0.15
-0.60
0.34
-0.14
74
0.0679
0.04
-0.14
-0.67
0.27
-0.13
75
0.0619
0.03
-0.13
-0.73
0.22
-0.11
76
0.0547
0.03
-0.11
-0.78
0.17
-0.10
77
0.0471
0.03
-0.10
-0.83
0.14
-0.08
78
0.0397
0.02
-0.08
-0.86
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 28 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.