■ 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 — 310 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)KNSL 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 ≈ 33.7% · 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
0.90
-0.09
310
0.0027
0.28
-0.09
-0.10
0.87
-0.10
320
0.0033
0.33
-0.10
-0.13
0.84
-0.12
330
0.0041
0.39
-0.12
-0.16
0.79
-0.13
340
0.0049
0.45
-0.13
-0.21
0.74
-0.14
350
0.0058
0.51
-0.14
-0.26
0.68
-0.15
360
0.0066
0.56
-0.15
-0.32
0.61
-0.16
370
0.0073
0.60
-0.16
-0.39
0.54
-0.16
380
0.0077
0.63
-0.17
-0.47
0.46
-0.16
390
0.0079
0.62
-0.16
-0.55
0.38
-0.15
400
0.0077
0.60
-0.15
-0.63
0.31
-0.14
410
0.0072
0.56
-0.14
-0.70
0.24
-0.12
420
0.0064
0.50
-0.13
-0.77
0.19
-0.10
430
0.0056
0.43
-0.11
-0.83
0.14
-0.09
440
0.0047
0.36
-0.09
-0.87
0.11
-0.07
450
0.0038
0.30
-0.08
-0.91
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 32 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.