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 — 110 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)INTC open contracts per strike for Fri, Oct 23.
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 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 23
— call IV— put IVATM ≈ 51.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 23
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 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.84
-0.10
93
0.0261
0.04
-0.10
-0.16
0.81
-0.11
94
0.0292
0.05
-0.11
-0.19
0.78
-0.12
95
0.0322
0.05
-0.12
-0.22
0.75
-0.13
96
0.0351
0.06
-0.13
-0.26
0.71
-0.14
97
0.0376
0.06
-0.14
-0.29
0.67
-0.15
98
0.0397
0.06
-0.15
-0.33
0.63
-0.16
99
0.0414
0.07
-0.16
-0.38
0.58
-0.17
100
0.0425
0.07
-0.17
-0.42
0.54
-0.17
101
0.0431
0.07
-0.17
-0.46
0.50
-0.17
102
0.0432
0.07
-0.17
-0.51
0.46
-0.17
103
0.0427
0.07
-0.17
-0.55
0.41
-0.17
104
0.0418
0.07
-0.17
-0.59
0.38
-0.16
105
0.0404
0.07
-0.16
-0.63
0.34
-0.16
106
0.0388
0.07
-0.16
-0.67
0.30
-0.15
107
0.0368
0.06
-0.15
-0.70
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.