Event risk before this expiration:FOMC decision Wed, Sep 16 · 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 — 170 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)PLTR open contracts per strike for Fri, Oct 9.
Open-interest change · 2026-09-10 → 2026-09-11
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: 170 +1K · 120 +202 · 167.5 +119 · 200 −88
Volume by strike · Fri, Oct 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 45.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.82
-0.10
150
0.0118
0.12
-0.10
-0.18
0.79
-0.11
152.5
0.0132
0.14
-0.11
-0.21
0.75
-0.12
155
0.0146
0.15
-0.12
-0.25
0.71
-0.13
157.5
0.0158
0.16
-0.13
-0.29
0.67
-0.14
160
0.0169
0.17
-0.14
-0.33
0.63
-0.14
162.5
0.0178
0.18
-0.15
-0.38
0.58
-0.15
165
0.0185
0.18
-0.15
-0.42
0.53
-0.15
167.5
0.0189
0.18
-0.15
-0.47
0.48
-0.15
170
0.0190
0.18
-0.15
-0.52
0.44
-0.15
172.5
0.0188
0.18
-0.15
-0.57
0.39
-0.14
175
0.0184
0.18
-0.15
-0.61
0.35
-0.14
177.5
0.0177
0.17
-0.14
-0.66
0.31
-0.13
180
0.0169
0.16
-0.13
-0.70
0.27
-0.12
182.5
0.0159
0.15
-0.13
-0.73
0.24
-0.12
185
0.0148
0.14
-0.12
-0.77
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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.