Event risk before this expiration:FOMC decision Wed, Sep 16 · 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 — 335 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)GOOGL open contracts per strike for Fri, Oct 9.
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 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 27.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.91
-0.08
305
0.0058
0.16
-0.08
-0.09
0.88
-0.10
310
0.0073
0.20
-0.10
-0.13
0.84
-0.12
315
0.0090
0.23
-0.12
-0.17
0.79
-0.14
320
0.0108
0.28
-0.14
-0.22
0.73
-0.16
325
0.0125
0.31
-0.16
-0.28
0.66
-0.17
330
0.0139
0.34
-0.17
-0.34
0.59
-0.18
335
0.0149
0.36
-0.19
-0.42
0.51
-0.19
340
0.0153
0.37
-0.19
-0.49
0.44
-0.18
345
0.0151
0.37
-0.19
-0.57
0.37
-0.18
350
0.0144
0.35
-0.18
-0.65
0.30
-0.16
355
0.0132
0.33
-0.17
-0.71
0.24
-0.15
360
0.0118
0.30
-0.15
-0.77
0.20
-0.13
365
0.0103
0.26
-0.14
-0.82
0.15
-0.11
370
0.0088
0.23
-0.12
-0.87
0.12
-0.10
375
0.0073
0.19
-0.11
-0.90
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 36 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.