■ 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 — 1800 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)MELI 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 ≈ 36.5% · 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
0.73
-2.32
1780
0.0034
0.84
-2.34
-0.27
0.69
-2.45
1790
0.0036
0.89
-2.47
-0.31
0.66
-2.56
1800
0.0038
0.94
-2.59
-0.34
0.64
-2.61
1805
0.0039
0.95
-2.63
-0.36
0.62
-2.65
1810
0.0040
0.97
-2.67
-0.38
0.58
-2.71
1820
0.0042
1.00
-2.73
-0.42
0.56
-2.73
1825
0.0042
1.00
-2.75
-0.45
0.54
-2.73
1830
0.0042
1.01
-2.76
-0.47
0.49
-2.73
1840
0.0043
1.01
-2.75
-0.51
0.45
-2.69
1850
0.0043
1.01
-2.71
-0.55
0.41
-2.61
1860
0.0042
0.99
-2.64
-0.60
0.37
-2.51
1870
0.0041
0.96
-2.53
-0.64
0.33
-2.38
1880
0.0040
0.92
-2.40
-0.68
0.31
-2.30
1885
0.0039
0.90
-2.33
-0.70
0.29
-2.22
1890
0.0038
0.87
-2.25
-0.72
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.