■ 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 — 94 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)MDT 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 ≈ 38.1% · 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
0.98
-0.03
88
0.0153
0.00
-0.03
-0.02
0.96
-0.04
89
0.0233
0.01
-0.04
-0.04
0.94
-0.07
90
0.0355
0.01
-0.07
-0.06
0.91
-0.10
91
0.0538
0.01
-0.10
-0.09
0.86
-0.14
92
0.0805
0.02
-0.14
-0.14
0.78
-0.19
93
0.1166
0.02
-0.19
-0.22
0.65
-0.24
94
0.1550
0.03
-0.25
-0.35
0.49
-0.27
95
0.1716
0.03
-0.27
-0.52
0.33
-0.24
96
0.1522
0.03
-0.24
-0.68
0.21
-0.18
97
0.1150
0.02
-0.18
-0.80
0.12
-0.12
98
0.0786
0.01
-0.11
-0.89
0.07
-0.07
99
0.0513
0.01
-0.07
-0.93
0.05
-0.05
100
0.0347
0.01
-0.05
-0.96
0.04
-0.04
101
0.0255
0.01
-0.04
-0.97
0.03
-0.04
102
0.0198
0.01
-0.04
-0.97
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 34 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.