Event risk before this expiration:Jobs report Fri, Oct 2 · 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 — 205 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)NVDA open contracts per strike for Fri, Oct 16.
Open-interest change · 2026-09-21 → 2026-09-22
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. Biggest moves: 227.5 +4K · 250 +4K · 65 +4K · 210 +4K
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 ≈ 31.3% · 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
0.95
-0.04
195
0.0044
0.06
-0.05
-0.05
0.93
-0.06
200
0.0061
0.08
-0.06
-0.07
0.90
-0.07
205
0.0084
0.10
-0.08
-0.10
0.85
-0.09
210
0.0114
0.14
-0.10
-0.15
0.79
-0.12
215
0.0147
0.17
-0.12
-0.21
0.71
-0.13
220
0.0180
0.20
-0.14
-0.29
0.61
-0.15
225
0.0206
0.23
-0.15
-0.39
0.56
-0.15
227.5
0.0214
0.23
-0.15
-0.44
0.51
-0.15
230
0.0218
0.23
-0.15
-0.50
0.40
-0.15
235
0.0214
0.23
-0.15
-0.61
0.30
-0.13
240
0.0193
0.20
-0.13
-0.71
0.22
-0.11
245
0.0162
0.17
-0.11
-0.80
0.15
-0.09
250
0.0129
0.14
-0.09
-0.86
0.10
-0.07
255
0.0098
0.11
-0.07
-0.92
0.07
-0.05
260
0.0072
0.08
-0.06
-0.95
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 51 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.