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 — 85 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)IBKR open contracts per strike for Fri, Oct 30.
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 30
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 30
— call IV— put IVATM ≈ 39.7% · 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
0.91
-0.06
74
0.0324
0.02
-0.06
-0.09
0.88
-0.07
75
0.0416
0.02
-0.07
-0.13
0.83
-0.08
76
0.0525
0.03
-0.08
-0.17
0.78
-0.10
77
0.0644
0.03
-0.10
-0.22
0.71
-0.11
78
0.0763
0.04
-0.11
-0.29
0.63
-0.12
79
0.0861
0.04
-0.12
-0.37
0.54
-0.13
80
0.0920
0.04
-0.13
-0.46
0.45
-0.13
81
0.0925
0.04
-0.13
-0.56
0.36
-0.12
82
0.0876
0.04
-0.12
-0.65
0.28
-0.11
83
0.0785
0.04
-0.11
-0.73
0.22
-0.09
84
0.0671
0.03
-0.09
-0.79
0.16
-0.08
85
0.0553
0.03
-0.08
-0.85
0.12
-0.06
86
0.0443
0.02
-0.06
-0.89
0.09
-0.05
87
0.0348
0.02
-0.05
-0.92
0.07
-0.04
88
0.0269
0.01
-0.04
-0.94
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 37 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.