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 — 1440 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)SNDK open contracts per strike for Fri, Oct 9.
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 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 70.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.66
-2.66
1700
0.0012
1.58
-2.67
-0.34
0.65
-2.68
1705
0.0012
1.59
-2.69
-0.35
0.64
-2.69
1710
0.0012
1.60
-2.70
-0.36
0.60
-2.79
1740
0.0013
1.66
-2.80
-0.40
0.59
-2.81
1750
0.0013
1.67
-2.82
-0.41
0.58
-2.83
1760
0.0013
1.68
-2.85
-0.42
0.55
-2.87
1780
0.0013
1.70
-2.88
-0.45
0.53
-2.89
1800
0.0013
1.71
-2.91
-0.47
0.41
-2.86
1890
0.0013
1.67
-2.88
-0.59
0.40
-2.85
1900
0.0012
1.66
-2.86
-0.60
0.35
-2.74
1950
0.0012
1.59
-2.75
-0.65
0.30
-2.59
2000
0.0011
1.49
-2.60
-0.70
0.29
-2.55
2010
0.0011
1.47
-2.57
-0.71
0.25
-2.37
2060
0.0010
1.35
-2.39
-0.76
0.21
-2.22
2100
0.0009
1.26
-2.24
-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 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.