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 — 101 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)NDAQ 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 ≈ 34.1% · 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
0.96
-0.06
97
0.0199
0.01
-0.06
-0.04
0.94
-0.07
98
0.0269
0.01
-0.07
-0.06
0.92
-0.09
99
0.0364
0.01
-0.09
-0.08
0.89
-0.11
100
0.0494
0.02
-0.11
-0.11
0.84
-0.14
101
0.0666
0.02
-0.14
-0.16
0.78
-0.17
102
0.0877
0.03
-0.17
-0.22
0.69
-0.20
103
0.1102
0.03
-0.20
-0.32
0.57
-0.22
104
0.1273
0.04
-0.22
-0.43
0.44
-0.22
105
0.1305
0.04
-0.22
-0.56
0.32
-0.19
106
0.1174
0.03
-0.20
-0.69
0.22
-0.16
107
0.0950
0.03
-0.16
-0.79
0.15
-0.12
108
0.0719
0.02
-0.12
-0.86
0.07
-0.07
110
0.0382
0.01
-0.07
-0.94
0.01
-0.02
115
0.0084
0.00
-0.02
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 14 strikes around the money — all 38 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.