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 — 315 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)HD 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 IVQuoted 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
0.97
-0.03
265
0.0031
0.05
-0.03
-0.03
0.96
-0.04
270
0.0048
0.07
-0.04
-0.04
0.93
-0.06
275
0.0073
0.10
-0.06
-0.07
0.88
-0.09
280
0.0106
0.14
-0.09
-0.12
0.82
-0.11
285
0.0143
0.19
-0.11
-0.18
0.74
-0.14
290
0.0181
0.23
-0.14
-0.26
0.64
-0.16
295
0.0211
0.27
-0.16
-0.36
0.53
-0.17
300
0.0226
0.29
-0.17
-0.48
0.42
-0.16
305
0.0223
0.28
-0.17
-0.59
0.32
-0.15
310
0.0204
0.26
-0.15
-0.70
0.22
-0.12
315
0.0172
0.22
-0.13
-0.80
0.15
-0.10
320
0.0135
0.17
-0.10
-0.87
0.10
-0.07
325
0.0100
0.13
-0.08
-0.93
0.07
-0.05
330
0.0071
0.10
-0.05
-0.96
0.04
-0.04
335
0.0050
0.07
-0.03
-0.98
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 40 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.