Event risk before this expiration:CPI release Wed, Oct 14 — 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 — 105 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)INTC open contracts per strike for Fri, Oct 16.
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 16
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 16
— call IV— put IVATM ≈ 58.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 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, Oct 16
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
-0.03
82.5
0.0033
0.00
-0.03
-0.01
0.98
-0.03
85
0.0049
0.01
-0.03
-0.02
0.97
-0.04
87.5
0.0075
0.01
-0.04
-0.03
0.96
-0.06
90
0.0124
0.01
-0.07
-0.04
0.93
-0.10
92.5
0.0214
0.01
-0.11
-0.07
0.86
-0.17
95
0.0354
0.02
-0.17
-0.14
0.75
-0.26
97.5
0.0511
0.03
-0.26
-0.25
0.60
-0.32
100
0.0616
0.04
-0.32
-0.40
0.54
-0.33
101
0.0631
0.04
-0.33
-0.46
0.36
-0.32
104
0.0580
0.04
-0.32
-0.65
0.30
-0.29
105
0.0540
0.04
-0.30
-0.70
0.26
-0.27
106
0.0493
0.03
-0.27
-0.75
0.22
-0.24
107
0.0442
0.03
-0.24
-0.79
0.18
-0.21
108
0.0391
0.03
-0.21
-0.82
0.15
-0.19
109
0.0341
0.03
-0.19
-0.86
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 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.