■ 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 — 723 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)QQQ open contracts per strike for Fri, Oct 30.
Open-interest change · 2026-10-28 → 2026-10-29
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. Only strikes observed on both days are compared; 10 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 690 −7K · 700 −6K · 685 −4K · 675 −4K
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 ≈ 31.0% · 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
0.93
-0.44
685
0.0091
0.05
-0.45
-0.07
0.92
-0.54
687
0.0108
0.06
-0.55
-0.09
0.89
-0.74
690
0.0139
0.07
-0.75
-0.11
0.82
-1.26
695
0.0207
0.10
-1.27
-0.18
0.80
-1.41
696
0.0223
0.10
-1.41
-0.20
0.71
-2.19
700
0.0288
0.13
-2.19
-0.29
0.68
-2.45
701
0.0304
0.13
-2.45
-0.32
0.55
-3.74
705
0.0353
0.15
-3.75
-0.45
0.52
-3.97
706
0.0360
0.15
-3.97
-0.48
0.37
-2.66
710
0.0355
0.14
-2.67
-0.63
0.30
-1.94
712
0.0333
0.13
-1.96
-0.71
0.27
-1.63
713
0.0317
0.12
-1.66
-0.74
0.23
-1.36
714
0.0298
0.11
-1.40
-0.78
0.20
-1.13
715
0.0277
0.11
-1.17
-0.81
0.17
-0.92
716
0.0255
0.10
-0.98
-0.84
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 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.