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 23
■ calls (up)■ puts (down)LNG 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 ≈ 34.0% · 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
0.92
-0.08
235
0.0056
0.12
-0.08
-0.09
0.89
-0.09
240
0.0072
0.15
-0.09
-0.12
0.85
-0.11
245
0.0090
0.18
-0.11
-0.15
0.80
-0.13
250
0.0109
0.21
-0.13
-0.21
0.74
-0.15
255
0.0128
0.24
-0.15
-0.27
0.67
-0.16
260
0.0144
0.27
-0.17
-0.34
0.59
-0.17
265
0.0155
0.29
-0.18
-0.41
0.51
-0.18
270
0.0159
0.30
-0.18
-0.49
0.44
-0.18
275
0.0156
0.29
-0.18
-0.57
0.36
-0.17
280
0.0147
0.28
-0.18
-0.65
0.30
-0.16
285
0.0134
0.26
-0.17
-0.71
0.24
-0.15
290
0.0119
0.23
-0.15
-0.77
0.20
-0.13
295
0.0104
0.21
-0.14
-0.81
0.16
-0.12
300
0.0089
0.18
-0.13
-0.85
0.13
-0.11
305
0.0076
0.16
-0.11
-0.89
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 21 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.