■ 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 — 18.5 — 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 — 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 ≈ 45.3% · 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
0.87
-0.01
18
0.0623
0.02
-0.01
-0.13
0.84
-0.01
18.5
0.0750
0.02
-0.01
-0.17
0.79
-0.01
19
0.0877
0.02
-0.01
-0.21
0.68
-0.01
20
0.1078
0.03
-0.01
-0.32
0.63
-0.01
20.5
0.1132
0.03
-0.01
-0.38
0.57
-0.01
21
0.1153
0.03
-0.01
-0.44
0.51
-0.01
21.5
0.1144
0.03
-0.01
-0.50
0.46
-0.01
22
0.1112
0.03
-0.01
-0.55
0.41
-0.01
22.5
0.1062
0.03
-0.01
-0.60
0.37
-0.01
23
0.1002
0.03
-0.01
-0.64
0.33
-0.01
23.5
0.0936
0.03
-0.01
-0.68
0.29
-0.01
24
0.0869
0.03
-0.01
-0.72
0.24
-0.01
25
0.0740
0.02
-0.01
-0.77
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. 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.