Event risk before this expiration: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 — 185 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)NBIS 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 ≈ 108.4% · 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
0.88
-0.46
140
0.0104
0.03
-0.46
-0.12
0.87
-0.49
141
0.0112
0.04
-0.49
-0.13
0.81
-0.62
145
0.0142
0.04
-0.62
-0.18
0.73
-0.78
150
0.0178
0.06
-0.78
-0.27
0.68
-0.84
152.5
0.0193
0.06
-0.85
-0.32
0.63
-0.89
155
0.0205
0.06
-0.90
-0.37
0.58
-0.93
157.5
0.0214
0.07
-0.93
-0.42
0.52
-0.94
160
0.0219
0.07
-0.95
-0.48
0.47
-0.94
162.5
0.0219
0.07
-0.94
-0.53
0.42
-0.92
165
0.0215
0.07
-0.92
-0.58
0.37
-0.88
167.5
0.0207
0.06
-0.88
-0.64
0.32
-0.82
170
0.0196
0.06
-0.83
-0.68
0.28
-0.76
172.5
0.0183
0.06
-0.76
-0.73
0.23
-0.69
175
0.0168
0.05
-0.69
-0.77
0.20
-0.62
177.5
0.0152
0.05
-0.62
-0.80
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.