Event risk before this expiration: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 — 32 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)OKLO 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 ≈ 74.7% · 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
0.89
-0.04
24
0.0541
0.01
-0.04
-0.11
0.86
-0.04
24.5
0.0649
0.01
-0.04
-0.14
0.82
-0.05
25
0.0764
0.01
-0.05
-0.18
0.78
-0.06
25.5
0.0880
0.01
-0.06
-0.22
0.73
-0.06
26
0.0992
0.01
-0.06
-0.27
0.68
-0.07
26.5
0.1090
0.02
-0.07
-0.32
0.62
-0.07
27
0.1166
0.02
-0.07
-0.38
0.56
-0.07
27.5
0.1216
0.02
-0.07
-0.44
0.50
-0.07
28
0.1234
0.02
-0.07
-0.50
0.44
-0.07
28.5
0.1220
0.02
-0.07
-0.56
0.38
-0.07
29
0.1177
0.02
-0.07
-0.62
0.33
-0.07
29.5
0.1110
0.02
-0.07
-0.68
0.28
-0.06
30
0.1027
0.01
-0.06
-0.73
0.23
-0.06
30.5
0.0934
0.01
-0.06
-0.77
0.20
-0.05
31
0.0836
0.01
-0.05
-0.81
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 55 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.