■ 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 — 7720 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)SPX open contracts per strike for Fri, Oct 30.
Open-interest change · 2026-10-28 → 2026-10-29
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared; 6 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 6000 +3K · 7700 +2K · 6300 +2K · 7500 +2K
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 ≈ 18.3% · 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
0.84
-5.79
7575
0.0035
0.83
-5.79
-0.16
0.79
-7.99
7590
0.0043
0.98
-7.99
-0.21
0.75
-9.95
7600
0.0049
1.08
-9.95
-0.25
0.46
-21.31
7650
0.0065
1.32
-21.31
-0.54
0.27
-10.11
7680
0.0055
1.12
-10.11
-0.73
0.22
-7.70
7690
0.0049
1.01
-7.70
-0.78
0.18
-5.71
7700
0.0043
0.88
-5.71
-0.82
0.09
-2.60
7725
0.0027
0.58
-2.60
-0.91
0.04
-1.10
7750
0.0015
0.33
-1.10
-0.96
0.01
-0.30
7790
0.0005
0.13
-0.30
-0.99
0.01
-0.28
7795
0.0005
0.12
-0.28
-0.99
0.01
-0.23
7800
0.0004
0.10
-0.23
-0.99
0.01
-0.23
7805
0.0004
0.10
-0.23
-0.99
0.01
-0.20
7810
0.0003
0.09
-0.20
-0.99
0.01
-0.17
7815
0.0003
0.08
-0.17
-0.99
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 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.