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 — 101 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)HOOD open contracts per strike for Fri, Oct 30.
Open-interest change · 2026-10-23 → 2026-10-26
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared; 4 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 98 +6K · 102 +6K · 97 +5K · 101 +4K
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 ≈ 113.5% · 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
0.79
-0.42
85
0.0258
0.03
-0.42
-0.21
0.73
-0.49
87
0.0295
0.03
-0.49
-0.27
0.69
-0.52
88
0.0311
0.03
-0.52
-0.31
0.63
-0.56
90
0.0338
0.04
-0.56
-0.37
0.59
-0.57
91
0.0347
0.04
-0.58
-0.41
0.56
-0.58
92
0.0354
0.04
-0.59
-0.44
0.52
-0.59
93
0.0358
0.04
-0.59
-0.48
0.49
-0.59
94
0.0359
0.04
-0.59
-0.52
0.45
-0.58
95
0.0357
0.04
-0.58
-0.55
0.42
-0.57
96
0.0352
0.04
-0.57
-0.58
0.38
-0.55
97
0.0345
0.04
-0.55
-0.62
0.35
-0.53
98
0.0336
0.04
-0.53
-0.65
0.32
-0.51
99
0.0324
0.04
-0.51
-0.68
0.29
-0.48
100
0.0310
0.03
-0.48
-0.71
0.26
-0.45
101
0.0295
0.03
-0.45
-0.74
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.