Event risk before this expiration:Jobs report Fri, Oct 2 — 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 — 272.5 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)LNG open contracts per strike for Fri, Oct 9.
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 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 34.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.90
-0.12
245
0.0087
0.09
-0.13
-0.10
0.85
-0.15
250
0.0119
0.12
-0.16
-0.15
0.79
-0.19
255
0.0156
0.15
-0.19
-0.21
0.75
-0.21
257.5
0.0174
0.17
-0.21
-0.25
0.70
-0.22
260
0.0192
0.18
-0.23
-0.30
0.66
-0.24
262.5
0.0206
0.19
-0.24
-0.35
0.60
-0.25
265
0.0217
0.20
-0.25
-0.40
0.55
-0.25
267.5
0.0222
0.21
-0.26
-0.46
0.49
-0.26
270
0.0223
0.21
-0.26
-0.51
0.44
-0.26
272.5
0.0218
0.21
-0.26
-0.57
0.39
-0.25
275
0.0210
0.20
-0.26
-0.62
0.34
-0.24
277.5
0.0198
0.19
-0.25
-0.67
0.30
-0.23
280
0.0184
0.18
-0.24
-0.71
0.26
-0.22
282.5
0.0169
0.17
-0.23
-0.75
0.22
-0.21
285
0.0154
0.16
-0.21
-0.79
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 28 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.