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 — 110 — is the max pain price.
Open interest by strike · Fri, Oct 2
■ calls (up)■ puts (down)HOOD open contracts per strike for Fri, Oct 2.
Open-interest change · 2026-09-10 → 2026-09-11
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. Biggest moves: 117 +102 · 98 +92 · 116 +90 · 99 +87
Volume by strike · Fri, Oct 2
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 2
— call IV— put IVATM ≈ 58.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 2
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 2
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.72
-0.13
105
0.0213
0.09
-0.13
-0.28
0.70
-0.13
106
0.0221
0.10
-0.13
-0.30
0.67
-0.14
107
0.0228
0.10
-0.14
-0.33
0.65
-0.14
108
0.0235
0.10
-0.14
-0.35
0.63
-0.14
109
0.0240
0.10
-0.14
-0.38
0.60
-0.15
110
0.0245
0.10
-0.15
-0.40
0.57
-0.15
111
0.0248
0.11
-0.15
-0.43
0.55
-0.15
112
0.0251
0.11
-0.15
-0.45
0.52
-0.15
113
0.0252
0.11
-0.15
-0.48
0.50
-0.15
114
0.0252
0.11
-0.15
-0.50
0.47
-0.15
115
0.0252
0.11
-0.15
-0.53
0.45
-0.15
116
0.0250
0.11
-0.15
-0.55
0.43
-0.15
117
0.0247
0.11
-0.15
-0.58
0.40
-0.15
118
0.0244
0.10
-0.15
-0.60
0.38
-0.14
119
0.0239
0.10
-0.15
-0.62
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 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.