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 — 73 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)SU 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 ≈ 34.7% · 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
0.92
-0.04
71
0.0272
0.02
-0.04
-0.08
0.89
-0.04
72
0.0346
0.02
-0.05
-0.10
0.86
-0.05
73
0.0437
0.03
-0.05
-0.14
0.82
-0.06
74
0.0543
0.03
-0.06
-0.18
0.76
-0.07
75
0.0659
0.04
-0.07
-0.24
0.69
-0.08
76
0.0771
0.05
-0.08
-0.30
0.61
-0.09
77
0.0860
0.05
-0.09
-0.39
0.53
-0.09
78
0.0905
0.05
-0.09
-0.47
0.44
-0.09
79
0.0897
0.05
-0.09
-0.57
0.35
-0.08
80
0.0838
0.05
-0.08
-0.65
0.28
-0.07
81
0.0746
0.04
-0.07
-0.72
0.22
-0.07
82
0.0639
0.04
-0.07
-0.79
0.17
-0.06
83
0.0532
0.03
-0.06
-0.84
0.13
-0.05
84
0.0434
0.03
-0.05
-0.88
0.10
-0.04
85
0.0349
0.02
-0.04
-0.91
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 29 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.