■ 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 — 144 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)ROKU 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 ≈ 15.2% · 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
0.94
-0.05
145
0.0184
0.03
-0.05
-0.06
0.93
-0.06
146
0.0221
0.03
-0.06
-0.07
0.91
-0.06
147
0.0268
0.04
-0.06
-0.09
0.90
-0.07
148
0.0327
0.04
-0.07
-0.10
0.87
-0.07
149
0.0402
0.04
-0.07
-0.13
0.84
-0.08
150
0.0498
0.05
-0.08
-0.16
0.72
-0.10
152.5
0.0854
0.07
-0.10
-0.29
0.47
-0.10
155
0.1115
0.09
-0.11
-0.54
0.24
-0.09
157.5
0.0807
0.07
-0.09
-0.77
0.11
-0.06
160
0.0450
0.04
-0.06
-0.90
0.05
-0.03
162.5
0.0221
0.02
-0.03
-0.96
0.03
-0.02
165
0.0124
0.01
-0.02
-0.98
0.02
-0.02
170
0.0064
0.01
-0.01
-0.99
0.01
-0.01
182.5
0.0024
0.01
-0.01
-0.99
0.01
-0.01
185
0.0020
0.01
-0.01
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 30 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.