■ 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 — 69 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)NTR 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 ≈ 38.3% · 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
0.99
-0.01
62
0.0091
0.00
-0.01
-0.01
0.98
-0.02
63
0.0146
0.00
-0.02
-0.02
0.97
-0.03
64
0.0238
0.01
-0.03
-0.03
0.94
-0.04
65
0.0390
0.01
-0.04
-0.06
0.91
-0.07
66
0.0637
0.01
-0.07
-0.10
0.83
-0.10
67
0.0994
0.02
-0.10
-0.17
0.72
-0.14
68
0.1406
0.02
-0.14
-0.28
0.57
-0.17
69
0.1679
0.03
-0.17
-0.44
0.40
-0.16
70
0.1630
0.02
-0.17
-0.61
0.26
-0.14
71
0.1321
0.02
-0.14
-0.75
0.16
-0.10
72
0.0950
0.02
-0.10
-0.85
0.10
-0.07
73
0.0641
0.01
-0.07
-0.91
0.06
-0.05
74
0.0420
0.01
-0.05
-0.95
0.04
-0.03
75
0.0274
0.01
-0.03
-0.97
0.02
-0.02
76
0.0178
0.00
-0.02
-0.98
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 36 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.