■ 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 — 100 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)SOXL 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 ≈ 168.9% · 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
0.35
-1.83
95
0.0441
0.02
-1.83
-0.65
0.31
-1.55
96
0.0418
0.02
-1.55
-0.69
0.27
-1.30
97
0.0392
0.02
-1.30
-0.73
0.23
-1.09
98
0.0363
0.01
-1.09
-0.77
0.20
-0.91
99
0.0333
0.01
-0.91
-0.80
0.17
-0.75
100
0.0303
0.01
-0.75
-0.82
0.15
-0.62
101
0.0273
0.01
-0.62
-0.85
0.13
-0.51
102
0.0244
0.01
-0.51
-0.87
0.11
-0.42
103
0.0216
0.01
-0.42
-0.89
0.09
-0.35
104
0.0190
0.01
-0.34
-0.91
0.08
-0.28
105
0.0167
0.01
-0.28
-0.92
0.07
-0.23
106
0.0145
0.01
-0.23
-0.94
0.06
-0.19
107
0.0126
0.01
-0.19
-0.95
0.05
-0.16
108
0.0109
0.01
-0.16
-0.95
0.04
-0.13
109
0.0094
0.00
-0.13
-0.96
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.