■ 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 — 145 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)SKHY 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 ≈ 82.1% · 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
0.91
-0.33
147
0.0154
0.02
-0.33
-0.09
0.89
-0.38
148
0.0175
0.02
-0.39
-0.11
0.88
-0.44
149
0.0198
0.03
-0.45
-0.13
0.85
-0.50
150
0.0221
0.03
-0.51
-0.15
0.79
-0.67
152.5
0.0282
0.04
-0.68
-0.21
0.71
-0.84
155
0.0337
0.04
-0.84
-0.29
0.62
-0.96
157.5
0.0377
0.05
-0.97
-0.38
0.52
-1.02
160
0.0394
0.05
-1.04
-0.48
0.43
-1.01
162.5
0.0385
0.05
-1.02
-0.58
0.34
-0.92
165
0.0354
0.05
-0.94
-0.67
0.26
-0.80
167.5
0.0310
0.04
-0.81
-0.75
0.20
-0.66
170
0.0261
0.04
-0.67
-0.81
0.15
-0.53
172.5
0.0212
0.03
-0.52
-0.86
0.11
-0.41
175
0.0169
0.02
-0.40
-0.90
0.08
-0.31
177.5
0.0132
0.02
-0.30
-0.93
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.