Event risk before this expiration:Jobs report Fri, Oct 2 · CPI release Wed, Oct 14 · FOMC decision Wed, Oct 28 — 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 30
■ calls (up)■ puts (down)SNDK 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 ≈ 72.8% · 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
0.64
-1.96
1700
0.0008
2.28
-1.97
-0.36
0.63
-1.97
1705
0.0008
2.29
-1.98
-0.37
0.63
-1.98
1710
0.0009
2.30
-1.99
-0.37
0.60
-2.02
1740
0.0009
2.34
-2.03
-0.40
0.59
-2.03
1750
0.0009
2.36
-2.04
-0.41
0.58
-2.05
1765
0.0009
2.37
-2.06
-0.42
0.55
-2.08
1800
0.0009
2.40
-2.09
-0.45
0.54
-2.08
1810
0.0009
2.41
-2.10
-0.46
0.51
-2.09
1840
0.0009
2.42
-2.11
-0.49
0.46
-2.09
1900
0.0009
2.41
-2.11
-0.54
0.42
-2.07
1950
0.0009
2.37
-2.09
-0.58
0.38
-2.03
2000
0.0008
2.31
-2.05
-0.62
0.33
-1.94
2070
0.0008
2.21
-1.97
-0.67
0.31
-1.90
2100
0.0008
2.15
-1.93
-0.69
0.26
-1.75
2190
0.0007
1.97
-1.78
-0.74
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.