Event risk before this expiration:Jobs report Fri, Oct 2 · 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 — 275 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)LNG 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 ≈ 34.6% · 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
0.83
-0.13
250
0.0115
0.17
-0.14
-0.17
0.80
-0.15
252.5
0.0128
0.18
-0.15
-0.20
0.76
-0.16
255
0.0141
0.20
-0.16
-0.24
0.73
-0.17
257.5
0.0154
0.21
-0.17
-0.28
0.69
-0.18
260
0.0164
0.23
-0.19
-0.32
0.64
-0.19
262.5
0.0174
0.24
-0.20
-0.36
0.60
-0.20
265
0.0180
0.25
-0.20
-0.41
0.55
-0.20
267.5
0.0184
0.26
-0.21
-0.45
0.51
-0.21
270
0.0185
0.26
-0.21
-0.50
0.46
-0.21
272.5
0.0184
0.26
-0.21
-0.55
0.42
-0.20
275
0.0180
0.25
-0.21
-0.59
0.38
-0.20
277.5
0.0174
0.24
-0.20
-0.64
0.34
-0.19
280
0.0166
0.24
-0.20
-0.68
0.30
-0.18
282.5
0.0156
0.23
-0.19
-0.71
0.27
-0.17
285
0.0146
0.21
-0.18
-0.75
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 43 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.