Event risk before this expiration:Jobs report Fri, Oct 2 — 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 — 350 — is the max pain price.
Open interest by strike · Mon, Oct 5
■ calls (up)■ puts (down)GOOGL open contracts per strike for Mon, Oct 5.
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 · Mon, Oct 5
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Oct 5
— call IV— put IVATM ≈ 30.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Oct 5
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 · Mon, Oct 5
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.96
-0.07
315
0.0038
0.06
-0.07
-0.04
0.94
-0.09
320
0.0054
0.08
-0.09
-0.06
0.91
-0.12
325
0.0076
0.11
-0.13
-0.09
0.87
-0.16
330
0.0103
0.14
-0.16
-0.13
0.81
-0.21
335
0.0134
0.18
-0.21
-0.19
0.74
-0.25
340
0.0164
0.22
-0.25
-0.27
0.65
-0.29
345
0.0187
0.25
-0.29
-0.36
0.55
-0.30
350
0.0200
0.26
-0.31
-0.46
0.45
-0.31
355
0.0199
0.26
-0.31
-0.56
0.35
-0.29
360
0.0186
0.25
-0.29
-0.65
0.27
-0.26
365
0.0164
0.22
-0.26
-0.74
0.20
-0.22
370
0.0138
0.19
-0.22
-0.81
0.15
-0.18
375
0.0111
0.15
-0.18
-0.86
0.10
-0.14
380
0.0086
0.12
-0.15
-0.91
0.07
-0.11
385
0.0066
0.10
-0.12
-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 23 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.