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 — 110 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)RBRK 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 ≈ 68.6% · 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
0.77
-0.22
113
0.0258
0.05
-0.22
-0.23
0.74
-0.23
114
0.0276
0.06
-0.24
-0.26
0.71
-0.25
115
0.0293
0.06
-0.25
-0.29
0.68
-0.26
116
0.0308
0.06
-0.26
-0.32
0.65
-0.27
117
0.0320
0.07
-0.27
-0.35
0.62
-0.28
118
0.0331
0.07
-0.28
-0.38
0.58
-0.28
119
0.0339
0.07
-0.29
-0.42
0.55
-0.29
120
0.0344
0.07
-0.29
-0.45
0.52
-0.29
121
0.0346
0.07
-0.29
-0.48
0.48
-0.29
122
0.0345
0.07
-0.29
-0.52
0.45
-0.29
123
0.0342
0.07
-0.29
-0.55
0.41
-0.29
124
0.0336
0.07
-0.29
-0.59
0.38
-0.28
125
0.0328
0.07
-0.28
-0.62
0.30
-0.26
128
0.0293
0.06
-0.26
-0.70
0.27
-0.25
129
0.0279
0.06
-0.24
-0.73
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 49 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.