Event risk before this expiration:CPI release Wed, Oct 14 — 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 — 143 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)SHOP 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 ≈ 46.4% · 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
0.92
-0.08
150
0.0088
0.05
-0.08
-0.08
0.90
-0.10
152.5
0.0111
0.06
-0.10
-0.10
0.87
-0.12
155
0.0136
0.07
-0.12
-0.13
0.78
-0.16
160
0.0189
0.10
-0.17
-0.22
0.73
-0.18
162.5
0.0213
0.11
-0.18
-0.27
0.67
-0.20
165
0.0233
0.12
-0.20
-0.33
0.61
-0.21
167.5
0.0248
0.13
-0.21
-0.39
0.55
-0.22
170
0.0257
0.13
-0.22
-0.46
0.48
-0.22
172.5
0.0259
0.13
-0.22
-0.52
0.42
-0.22
175
0.0254
0.13
-0.22
-0.58
0.30
-0.19
180
0.0228
0.12
-0.19
-0.70
0.20
-0.15
185
0.0185
0.10
-0.16
-0.80
0.13
-0.12
190
0.0139
0.07
-0.12
-0.88
0.08
-0.08
195
0.0098
0.05
-0.09
-0.92
0.06
-0.06
200
0.0068
0.04
-0.06
-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 36 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.