■ 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 — 215 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)NVDA open contracts per strike for Fri, Oct 30.
Open-interest change · 2026-10-28 → 2026-10-29
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared. Biggest moves: 140 +16K · 135 +9K · 217.5 +6K · 222.5 +6K
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 ≈ 35.8% · 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
1.00
—
192.5
0.0013
0.00
-0.01
-0.00
0.99
-0.00
195
0.0020
0.00
-0.01
-0.01
0.99
-0.01
197.5
0.0032
0.00
-0.02
-0.01
0.99
-0.02
200
0.0053
0.00
-0.03
-0.01
0.98
-0.04
202.5
0.0093
0.01
-0.05
-0.02
0.96
-0.08
205
0.0171
0.01
-0.08
-0.04
0.92
-0.17
207.5
0.0333
0.02
-0.17
-0.08
0.82
-0.41
210
0.0636
0.03
-0.41
-0.18
0.62
-1.03
212.5
0.0966
0.04
-1.03
-0.38
0.37
-0.97
215
0.0987
0.04
-0.97
-0.63
0.17
-0.33
217.5
0.0649
0.03
-0.35
-0.84
0.06
-0.11
220
0.0308
0.01
-0.15
-0.95
0.03
-0.05
222.5
0.0143
0.01
-0.10
-0.98
0.02
-0.03
225
0.0077
0.01
-0.09
-0.99
0.01
-0.02
227.5
0.0046
0.00
-0.09
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 57 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.