■ 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 — 80 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)RYTM open contracts per strike for Fri, Oct 16.
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 16
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 16
— call IV— put IVATM ≈ 49.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 16
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 16
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.93
-0.03
80
0.0043
0.07
-0.03
-0.07
0.90
-0.04
85
0.0056
0.08
-0.04
-0.09
0.87
-0.05
90
0.0073
0.10
-0.05
-0.13
0.83
-0.05
95
0.0093
0.12
-0.05
-0.17
0.78
-0.06
100
0.0115
0.14
-0.06
-0.22
0.71
-0.07
105
0.0138
0.16
-0.07
-0.28
0.64
-0.07
110
0.0157
0.18
-0.07
-0.36
0.55
-0.07
115
0.0169
0.19
-0.07
-0.45
0.47
-0.07
120
0.0172
0.19
-0.07
-0.53
0.39
-0.07
125
0.0166
0.18
-0.07
-0.61
0.32
-0.07
130
0.0153
0.17
-0.07
-0.68
0.26
-0.06
135
0.0136
0.15
-0.06
-0.74
0.21
-0.05
140
0.0119
0.14
-0.06
-0.79
0.17
-0.05
145
0.0103
0.12
-0.05
-0.83
0.14
-0.04
150
0.0088
0.11
-0.05
-0.86
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 25 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.