Event risk before this expiration:FOMC decision Wed, Oct 28 · Jobs report Fri, Nov 6 · CPI release Tue, Nov 10 · Jobs report Fri, Dec 4 · FOMC decision Wed, Dec 9 · CPI release Thu, Dec 10 — 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 — 100 — is the max pain price.
Open interest by strike · Fri, Apr 16
■ calls (up)■ puts (down)HOOD open contracts per strike for Fri, Apr 16.
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. Biggest moves: 10 +454 · 95 +121 · 120 +67 · 150 +28
Volume by strike · Fri, Apr 16
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Apr 16
— call IV— put IVATM ≈ 61.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Apr 16
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, Apr 16
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.90
-0.02
60
0.0044
0.12
-0.02
-0.11
0.86
-0.02
65
0.0054
0.14
-0.03
-0.14
0.82
-0.03
70
0.0065
0.17
-0.03
-0.18
0.78
-0.03
75
0.0074
0.19
-0.04
-0.23
0.73
-0.04
80
0.0083
0.21
-0.04
-0.27
0.68
-0.04
85
0.0090
0.23
-0.04
-0.32
0.64
-0.04
90
0.0095
0.24
-0.04
-0.37
0.59
-0.04
95
0.0099
0.25
-0.04
-0.42
0.54
-0.04
100
0.0101
0.25
-0.04
-0.47
0.49
-0.04
105
0.0102
0.25
-0.04
-0.52
0.45
-0.04
110
0.0101
0.25
-0.04
-0.57
0.41
-0.04
115
0.0099
0.25
-0.04
-0.61
0.37
-0.04
120
0.0096
0.24
-0.04
-0.65
0.33
-0.04
125
0.0092
0.23
-0.04
-0.69
0.30
-0.04
130
0.0088
0.22
-0.04
-0.73
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.