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 — 330 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)GOOG 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 ≈ 71.4% · 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
0.78
-0.90
297.5
0.0124
0.10
-0.91
-0.22
0.74
-0.98
300
0.0134
0.11
-0.99
-0.26
0.71
-1.06
302.5
0.0144
0.11
-1.07
-0.29
0.67
-1.13
305
0.0152
0.12
-1.13
-0.33
0.63
-1.18
307.5
0.0159
0.13
-1.19
-0.37
0.59
-1.22
310
0.0164
0.13
-1.23
-0.41
0.55
-1.24
312.5
0.0167
0.13
-1.25
-0.45
0.51
-1.25
315
0.0169
0.13
-1.26
-0.49
0.47
-1.24
317.5
0.0168
0.13
-1.25
-0.54
0.42
-1.22
320
0.0166
0.13
-1.23
-0.58
0.38
-1.18
322.5
0.0162
0.13
-1.19
-0.62
0.34
-1.14
325
0.0156
0.12
-1.14
-0.66
0.31
-1.07
327.5
0.0149
0.12
-1.08
-0.69
0.27
-1.01
330
0.0141
0.11
-1.01
-0.73
0.24
-0.94
332.5
0.0132
0.10
-0.94
-0.76
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 56 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.