Event risk before this expiration:Jobs report Fri, Oct 2 — 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 — 965 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)MU open contracts per strike for Fri, Oct 9.
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 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 69.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.69
-1.68
1030
0.0022
0.83
-1.70
-0.31
0.68
-1.71
1035
0.0022
0.84
-1.72
-0.32
0.67
-1.74
1040
0.0022
0.86
-1.75
-0.33
0.65
-1.79
1050
0.0023
0.88
-1.80
-0.35
0.62
-1.83
1060
0.0023
0.90
-1.85
-0.38
0.60
-1.87
1070
0.0024
0.92
-1.88
-0.40
0.57
-1.90
1080
0.0024
0.93
-1.91
-0.43
0.53
-1.94
1100
0.0024
0.94
-1.95
-0.48
0.50
-1.95
1110
0.0024
0.94
-1.96
-0.50
0.48
-1.96
1120
0.0024
0.94
-1.96
-0.52
0.43
-1.94
1140
0.0024
0.93
-1.95
-0.57
0.41
-1.93
1150
0.0023
0.92
-1.93
-0.59
0.31
-1.78
1200
0.0021
0.84
-1.78
-0.69
0.25
-1.61
1240
0.0018
0.75
-1.60
-0.76
0.23
-1.56
1250
0.0018
0.72
-1.55
-0.77
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.