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 — 115 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)HOOD open contracts per strike for Fri, Oct 9.
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: 92 +311 · 117 +128 · 93 +114 · 118 +112
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 ≈ 59.0% · 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
0.70
-0.12
105
0.0188
0.11
-0.12
-0.30
0.68
-0.12
106
0.0194
0.11
-0.12
-0.32
0.66
-0.12
107
0.0199
0.11
-0.12
-0.34
0.64
-0.12
108
0.0203
0.12
-0.12
-0.36
0.62
-0.13
109
0.0207
0.12
-0.13
-0.38
0.60
-0.13
110
0.0210
0.12
-0.13
-0.41
0.57
-0.13
111
0.0213
0.12
-0.13
-0.43
0.55
-0.13
112
0.0214
0.12
-0.13
-0.45
0.53
-0.13
113
0.0216
0.12
-0.13
-0.47
0.51
-0.13
114
0.0216
0.12
-0.13
-0.49
0.49
-0.13
115
0.0216
0.12
-0.13
-0.51
0.47
-0.13
116
0.0215
0.12
-0.13
-0.54
0.45
-0.13
117
0.0214
0.12
-0.13
-0.56
0.43
-0.13
118
0.0212
0.12
-0.13
-0.58
0.41
-0.13
119
0.0209
0.12
-0.13
-0.60
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 48 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.