■ 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 — 75 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)STNG 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 ≈ 38.0% · 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
0.97
-0.01
55
0.0079
0.02
-0.01
-0.04
0.92
-0.02
60
0.0122
0.05
-0.02
-0.08
0.88
-0.02
62.5
0.0148
0.06
-0.02
-0.11
0.84
-0.02
65
0.0185
0.08
-0.02
-0.16
0.79
-0.03
67.5
0.0229
0.09
-0.03
-0.21
0.72
-0.03
70
0.0271
0.11
-0.03
-0.28
0.65
-0.03
72.5
0.0305
0.12
-0.03
-0.35
0.57
-0.04
75
0.0326
0.13
-0.04
-0.43
0.49
-0.04
77.5
0.0330
0.13
-0.04
-0.52
0.41
-0.04
80
0.0319
0.12
-0.04
-0.60
0.34
-0.03
82.5
0.0297
0.12
-0.03
-0.67
0.28
-0.03
85
0.0269
0.11
-0.03
-0.73
0.23
-0.03
87.5
0.0237
0.10
-0.03
-0.78
0.18
-0.03
90
0.0206
0.09
-0.03
-0.83
0.15
-0.02
92.5
0.0177
0.07
-0.02
-0.86
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 26 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.