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 — 210 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)OKTA 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 ≈ 63.1% · 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
0.83
-0.22
167.5
0.0106
0.09
-0.22
-0.17
0.80
-0.24
170
0.0117
0.10
-0.24
-0.20
0.76
-0.27
172.5
0.0128
0.11
-0.27
-0.24
0.73
-0.28
175
0.0138
0.12
-0.29
-0.27
0.69
-0.30
177.5
0.0147
0.13
-0.30
-0.31
0.65
-0.32
180
0.0155
0.14
-0.32
-0.35
0.61
-0.33
182.5
0.0161
0.14
-0.33
-0.39
0.57
-0.34
185
0.0165
0.14
-0.34
-0.43
0.53
-0.34
187.5
0.0168
0.15
-0.34
-0.47
0.49
-0.34
190
0.0168
0.15
-0.34
-0.52
0.45
-0.34
192.5
0.0167
0.14
-0.34
-0.56
0.40
-0.33
195
0.0164
0.14
-0.33
-0.60
0.36
-0.32
197.5
0.0160
0.14
-0.32
-0.64
0.33
-0.30
200
0.0154
0.13
-0.31
-0.68
0.29
-0.29
202.5
0.0147
0.13
-0.29
-0.71
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.