■ 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 — 114 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)RBRK open contracts per strike for Fri, Oct 23.
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 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 23
— call IV— put IVATM ≈ 66.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 23
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 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.93
-0.17
113
0.0241
0.01
-0.17
-0.07
0.91
-0.23
114
0.0309
0.01
-0.24
-0.09
0.87
-0.33
115
0.0390
0.01
-0.33
-0.13
0.83
-0.46
116
0.0481
0.02
-0.46
-0.17
0.78
-0.64
117
0.0577
0.02
-0.64
-0.22
0.72
-0.87
118
0.0669
0.02
-0.87
-0.28
0.65
-1.18
119
0.0746
0.02
-1.18
-0.35
0.57
-1.52
120
0.0796
0.03
-1.52
-0.43
0.49
-1.65
121
0.0811
0.03
-1.65
-0.51
0.41
-1.42
122
0.0790
0.03
-1.42
-0.59
0.34
-1.09
123
0.0738
0.02
-1.09
-0.66
0.27
-0.82
124
0.0663
0.02
-0.81
-0.73
0.22
-0.61
125
0.0576
0.02
-0.60
-0.78
0.17
-0.45
126
0.0487
0.02
-0.45
-0.83
0.10
-0.24
128
0.0328
0.01
-0.24
-0.90
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 42 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.