Event risk before this expiration:FOMC decision Wed, Oct 28 — 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 — 700 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)STX 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 ≈ 110.9% · 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
0.80
-2.71
600
0.0035
0.19
-2.73
-0.20
0.72
-3.33
620
0.0043
0.23
-3.35
-0.28
0.68
-3.58
630
0.0047
0.25
-3.60
-0.33
0.65
-3.68
635
0.0048
0.26
-3.71
-0.35
0.63
-3.77
640
0.0049
0.26
-3.79
-0.37
0.58
-3.90
650
0.0051
0.27
-3.92
-0.43
0.55
-3.93
655
0.0052
0.28
-3.95
-0.45
0.52
-3.95
660
0.0052
0.28
-3.97
-0.48
0.50
-3.94
665
0.0053
0.28
-3.97
-0.51
0.47
-3.92
670
0.0053
0.28
-3.94
-0.53
0.46
-3.90
672.5
0.0053
0.28
-3.92
-0.54
0.45
-3.88
675
0.0052
0.28
-3.90
-0.56
0.42
-3.82
680
0.0052
0.27
-3.84
-0.58
0.40
-3.75
685
0.0051
0.27
-3.76
-0.61
0.37
-3.65
690
0.0050
0.26
-3.67
-0.63
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.