Event risk before this expiration:Jobs report Fri, Oct 2 — 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 — 225 — is the max pain price.
Open interest by strike · Mon, Oct 5
■ calls (up)■ puts (down)NVDA open contracts per strike for Mon, Oct 5.
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 · Mon, Oct 5
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Oct 5
— call IV— put IVATM ≈ 28.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Oct 5
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 · Mon, Oct 5
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.97
-0.04
195
0.0030
0.03
-0.04
-0.03
0.96
-0.05
200
0.0044
0.04
-0.05
-0.04
0.95
-0.06
205
0.0067
0.05
-0.07
-0.05
0.91
-0.09
210
0.0105
0.07
-0.09
-0.09
0.86
-0.12
215
0.0160
0.10
-0.12
-0.14
0.77
-0.16
220
0.0228
0.13
-0.16
-0.23
0.64
-0.19
225
0.0290
0.16
-0.19
-0.36
0.49
-0.20
230
0.0316
0.17
-0.20
-0.52
0.33
-0.18
235
0.0291
0.16
-0.18
-0.67
0.21
-0.14
240
0.0229
0.13
-0.14
-0.80
0.12
-0.10
245
0.0159
0.09
-0.10
-0.89
0.07
-0.07
250
0.0103
0.06
-0.07
-0.94
0.04
-0.05
255
0.0066
0.04
-0.05
-0.97
0.03
-0.03
260
0.0043
0.03
-0.03
-0.99
0.02
-0.02
265
0.0029
0.02
-0.03
-1.00
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 21 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.