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 — 16 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)RIOT 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 ≈ 93.0% · 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
1.00
-0.00
5
0.0014
0.00
-0.00
-0.00
0.99
-0.00
9
0.0174
0.00
-0.00
-0.01
0.96
-0.01
10
0.0522
0.00
-0.01
-0.04
0.92
-0.02
10.5
0.0898
0.00
-0.02
-0.08
0.86
-0.03
11
0.1380
0.00
-0.03
-0.14
0.77
-0.04
11.5
0.1875
0.01
-0.04
-0.23
0.66
-0.04
12
0.2276
0.01
-0.04
-0.34
0.54
-0.05
12.5
0.2484
0.01
-0.05
-0.47
0.41
-0.04
13
0.2450
0.01
-0.05
-0.59
0.30
-0.04
13.5
0.2206
0.01
-0.04
-0.70
0.21
-0.03
14
0.1824
0.01
-0.03
-0.80
0.14
-0.02
14.5
0.1401
0.00
-0.03
-0.86
0.10
-0.02
15
0.1042
0.00
-0.02
-0.91
0.07
-0.01
15.5
0.0779
0.00
-0.01
-0.93
0.05
-0.01
16
0.0595
0.00
-0.01
-0.95
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 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.