Event risk before this expiration:CPI release Wed, Oct 14 · 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 — 58 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)SHAK 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 ≈ 47.2% · 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
0.80
-0.06
60
0.0296
0.04
-0.06
-0.20
0.77
-0.07
61
0.0330
0.05
-0.07
-0.23
0.74
-0.07
62
0.0363
0.05
-0.07
-0.26
0.70
-0.07
63
0.0396
0.06
-0.07
-0.30
0.66
-0.07
64
0.0426
0.06
-0.07
-0.34
0.62
-0.08
65
0.0451
0.06
-0.08
-0.38
0.57
-0.08
66
0.0469
0.06
-0.08
-0.43
0.52
-0.08
67
0.0480
0.06
-0.08
-0.48
0.47
-0.08
68
0.0482
0.06
-0.08
-0.53
0.43
-0.08
69
0.0476
0.06
-0.08
-0.57
0.38
-0.07
70
0.0462
0.06
-0.07
-0.62
0.30
-0.07
72
0.0418
0.06
-0.07
-0.70
0.27
-0.07
73
0.0390
0.05
-0.07
-0.73
0.24
-0.06
74
0.0361
0.05
-0.06
-0.76
0.21
-0.06
75
0.0332
0.05
-0.06
-0.79
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.