Event risk before this expiration:CPI release Wed, Oct 14 — 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 — 71 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)NFLX open contracts per strike for Fri, Oct 16.
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 16
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 16
— call IV— put IVATM ≈ 27.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 16
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 16
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.97
-0.01
65
0.0244
0.01
-0.01
-0.03
0.94
-0.02
66
0.0398
0.01
-0.02
-0.06
0.90
-0.03
67
0.0653
0.02
-0.03
-0.10
0.86
-0.04
67.5
0.0817
0.02
-0.04
-0.14
0.82
-0.05
68
0.0990
0.03
-0.05
-0.18
0.70
-0.07
69
0.1302
0.03
-0.07
-0.30
0.56
-0.08
70
0.1469
0.04
-0.08
-0.45
0.41
-0.08
71
0.1429
0.04
-0.08
-0.59
0.28
-0.07
72
0.1221
0.03
-0.07
-0.72
0.23
-0.06
72.5
0.1082
0.03
-0.06
-0.78
0.18
-0.05
73
0.0937
0.03
-0.06
-0.82
0.12
-0.04
74
0.0670
0.02
-0.04
-0.89
0.08
-0.03
75
0.0468
0.01
-0.03
-0.93
0.06
-0.02
76
0.0330
0.01
-0.02
-0.95
0.04
-0.02
77
0.0237
0.01
-0.02
-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 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.