Event risk before this expiration:Jobs report Fri, Oct 2 · 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 — 275 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)LRCX 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 ≈ 59.3% · 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
0.77
-0.21
255
0.0053
0.30
-0.21
-0.24
0.73
-0.23
260
0.0056
0.32
-0.23
-0.27
0.70
-0.24
265
0.0059
0.34
-0.24
-0.30
0.67
-0.25
270
0.0062
0.35
-0.25
-0.33
0.64
-0.26
275
0.0065
0.37
-0.26
-0.36
0.60
-0.27
280
0.0066
0.38
-0.27
-0.40
0.57
-0.27
285
0.0068
0.38
-0.27
-0.43
0.54
-0.27
290
0.0069
0.39
-0.28
-0.47
0.50
-0.28
295
0.0069
0.39
-0.28
-0.50
0.47
-0.27
300
0.0069
0.39
-0.28
-0.54
0.44
-0.27
305
0.0068
0.39
-0.28
-0.57
0.41
-0.27
310
0.0067
0.38
-0.27
-0.60
0.38
-0.26
315
0.0065
0.37
-0.27
-0.63
0.35
-0.25
320
0.0064
0.36
-0.26
-0.66
0.32
-0.25
325
0.0061
0.35
-0.25
-0.69
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 50 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.