Event risk before this expiration:Jobs report Fri, Oct 2 · 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 — 1690 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)SNDK 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 ≈ 70.7% · 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
0.68
-2.01
1660
0.0009
1.98
-2.02
-0.32
0.65
-2.08
1690
0.0009
2.05
-2.10
-0.35
0.64
-2.11
1700
0.0010
2.07
-2.12
-0.36
0.62
-2.15
1720
0.0010
2.11
-2.16
-0.38
0.61
-2.16
1730
0.0010
2.13
-2.17
-0.39
0.56
-2.22
1775
0.0010
2.18
-2.24
-0.44
0.56
-2.23
1780
0.0010
2.19
-2.24
-0.44
0.54
-2.24
1800
0.0010
2.20
-2.26
-0.46
0.49
-2.26
1850
0.0010
2.21
-2.28
-0.51
0.44
-2.25
1900
0.0010
2.19
-2.27
-0.56
0.43
-2.23
1920
0.0010
2.17
-2.25
-0.58
0.36
-2.14
2000
0.0009
2.07
-2.16
-0.65
0.34
-2.11
2020
0.0009
2.04
-2.13
-0.66
0.31
-2.04
2060
0.0009
1.96
-2.06
-0.69
0.28
-1.96
2100
0.0008
1.88
-1.98
-0.72
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.