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 — 310 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)SNOW open contracts per strike for Fri, Oct 16.
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 16
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 16
— call IV— put IVATM ≈ 46.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 16
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 16
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.94
-0.10
280
0.0027
0.10
-0.10
-0.06
0.91
-0.14
290
0.0039
0.15
-0.15
-0.09
0.86
-0.19
300
0.0054
0.20
-0.19
-0.14
0.79
-0.24
310
0.0070
0.25
-0.25
-0.21
0.71
-0.29
320
0.0084
0.30
-0.29
-0.29
0.62
-0.32
330
0.0094
0.33
-0.32
-0.39
0.57
-0.33
335
0.0097
0.34
-0.33
-0.43
0.52
-0.34
340
0.0099
0.35
-0.34
-0.48
0.42
-0.33
350
0.0097
0.34
-0.33
-0.58
0.34
-0.31
360
0.0090
0.32
-0.31
-0.67
0.26
-0.27
370
0.0079
0.28
-0.27
-0.75
0.19
-0.23
380
0.0067
0.24
-0.23
-0.82
0.14
-0.19
390
0.0054
0.20
-0.19
-0.87
0.10
-0.15
400
0.0043
0.16
-0.15
-0.91
0.07
-0.12
410
0.0033
0.12
-0.12
-0.94
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 54 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.