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)GME open contracts per strike for Fri, Oct 30.
Open-interest change · 2026-10-23 → 2026-10-26
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared. Biggest moves: 30 +7K · 27 +3K · 34 +3K · 35.5 +3K
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 ≈ 54.9% · 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
0.98
-0.01
20.5
0.0244
0.00
-0.01
-0.02
0.97
-0.01
21
0.0395
0.00
-0.01
-0.03
0.95
-0.02
21.5
0.0638
0.00
-0.02
-0.05
0.92
-0.03
22
0.1012
0.00
-0.03
-0.08
0.86
-0.05
22.5
0.1554
0.01
-0.05
-0.14
0.78
-0.06
23
0.2240
0.01
-0.06
-0.23
0.65
-0.08
23.5
0.2868
0.01
-0.08
-0.35
0.50
-0.09
24
0.3114
0.01
-0.09
-0.51
0.35
-0.08
24.5
0.2854
0.01
-0.08
-0.65
0.23
-0.06
25
0.2280
0.01
-0.06
-0.77
0.15
-0.05
25.5
0.1670
0.01
-0.05
-0.85
0.11
-0.04
26
0.1212
0.00
-0.04
-0.89
0.09
-0.04
26.5
0.0912
0.00
-0.04
-0.92
0.07
-0.03
27
0.0715
0.00
-0.03
-0.93
0.06
-0.03
27.5
0.0579
0.00
-0.03
-0.94
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 51 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.