■ 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 — 17 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)SOFI 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 ≈ 51.4% · 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
0.88
-0.01
14
0.0568
0.01
-0.01
-0.12
0.85
-0.01
14.5
0.0688
0.01
-0.01
-0.15
0.81
-0.01
15
0.0814
0.02
-0.01
-0.20
0.76
-0.01
15.5
0.0936
0.02
-0.01
-0.24
0.70
-0.01
16
0.1046
0.02
-0.01
-0.30
0.65
-0.01
16.5
0.1134
0.02
-0.01
-0.35
0.59
-0.01
17
0.1193
0.03
-0.01
-0.41
0.53
-0.01
17.5
0.1219
0.03
-0.01
-0.48
0.47
-0.01
18
0.1214
0.03
-0.01
-0.54
0.41
-0.01
18.5
0.1180
0.03
-0.01
-0.59
0.36
-0.01
19
0.1125
0.02
-0.01
-0.65
0.31
-0.01
19.5
0.1055
0.02
-0.01
-0.69
0.27
-0.01
20
0.0976
0.02
-0.01
-0.73
0.20
-0.01
21
0.0811
0.02
-0.01
-0.81
0.18
-0.01
21.5
0.0732
0.02
-0.01
-0.83
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 18 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.