Event risk before this expiration:CPI release Wed, Oct 14 · 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 — 1175 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)LLY 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 ≈ 48.0% · 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
0.67
-1.32
1125
0.0030
0.92
-1.33
-0.34
0.62
-1.37
1140
0.0031
0.96
-1.39
-0.38
0.60
-1.39
1145
0.0032
0.97
-1.40
-0.40
0.59
-1.40
1150
0.0032
0.98
-1.41
-0.42
0.57
-1.41
1155
0.0032
0.99
-1.42
-0.43
0.56
-1.42
1160
0.0033
1.00
-1.43
-0.45
0.54
-1.42
1165
0.0033
1.00
-1.44
-0.47
0.52
-1.42
1170
0.0033
1.00
-1.44
-0.48
0.51
-1.42
1175
0.0033
1.01
-1.44
-0.50
0.49
-1.42
1180
0.0033
1.01
-1.43
-0.52
0.47
-1.42
1185
0.0033
1.00
-1.43
-0.53
0.46
-1.41
1190
0.0033
1.00
-1.42
-0.55
0.44
-1.40
1195
0.0033
0.99
-1.41
-0.56
0.42
-1.39
1200
0.0033
0.99
-1.40
-0.58
0.41
-1.37
1205
0.0032
0.98
-1.38
-0.60
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.