Event risk before this expiration:Jobs report Fri, Oct 2 · CPI release Wed, Oct 14 · 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 — 36 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)NKE 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 ≈ 43.4% · 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
0.93
-0.01
29
0.0258
0.02
-0.01
-0.07
0.89
-0.01
30
0.0346
0.02
-0.01
-0.11
0.85
-0.01
31
0.0443
0.03
-0.01
-0.15
0.79
-0.02
32
0.0539
0.04
-0.02
-0.21
0.73
-0.02
33
0.0627
0.04
-0.02
-0.27
0.66
-0.02
34
0.0698
0.04
-0.02
-0.34
0.59
-0.02
35
0.0744
0.05
-0.03
-0.42
0.51
-0.03
36
0.0762
0.05
-0.03
-0.49
0.44
-0.03
37
0.0751
0.05
-0.03
-0.57
0.37
-0.02
38
0.0716
0.05
-0.02
-0.64
0.31
-0.02
39
0.0663
0.04
-0.02
-0.71
0.25
-0.02
40
0.0598
0.04
-0.02
-0.76
0.20
-0.02
41
0.0528
0.03
-0.02
-0.81
0.17
-0.02
42
0.0457
0.03
-0.02
-0.85
0.13
-0.01
43
0.0391
0.03
-0.01
-0.89
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 24 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.