Event risk before this expiration:Jobs report Fri, Oct 2 — 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 — 1600 — is the max pain price.
Open interest by strike · Fri, Oct 2
■ calls (up)■ puts (down)SNDK open contracts per strike for Fri, Oct 2.
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 2
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 2
— call IV— put IVATM ≈ 71.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 2
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 2
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.69
-3.14
1690
0.0014
1.24
-3.15
-0.31
0.68
-3.20
1700
0.0014
1.26
-3.21
-0.33
0.66
-3.26
1710
0.0015
1.29
-3.27
-0.34
0.64
-3.32
1720
0.0015
1.31
-3.33
-0.36
0.61
-3.42
1740
0.0016
1.34
-3.43
-0.39
0.60
-3.46
1750
0.0016
1.36
-3.47
-0.40
0.55
-3.55
1780
0.0016
1.39
-3.56
-0.45
0.52
-3.58
1800
0.0016
1.40
-3.59
-0.48
0.44
-3.57
1850
0.0016
1.38
-3.58
-0.56
0.37
-3.44
1900
0.0015
1.32
-3.46
-0.63
0.30
-3.23
1950
0.0014
1.23
-3.24
-0.70
0.25
-2.95
2000
0.0012
1.11
-2.97
-0.75
0.20
-2.65
2050
0.0011
0.99
-2.67
-0.80
0.17
-2.35
2100
0.0009
0.87
-2.37
-0.84
0.11
-1.77
2200
0.0007
0.65
-1.80
-0.90
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.