■ 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 — 85 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)TRI 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 ≈ 44.1% · 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
0.96
-0.02
70
0.0037
0.04
-0.02
-0.04
0.93
-0.03
75
0.0054
0.06
-0.03
-0.07
0.90
-0.03
80
0.0077
0.08
-0.03
-0.10
0.85
-0.04
85
0.0106
0.10
-0.04
-0.15
0.79
-0.05
90
0.0138
0.12
-0.05
-0.21
0.71
-0.06
95
0.0170
0.15
-0.06
-0.29
0.61
-0.06
100
0.0194
0.16
-0.06
-0.39
0.51
-0.06
105
0.0206
0.17
-0.06
-0.49
0.41
-0.06
110
0.0203
0.17
-0.06
-0.59
0.33
-0.06
115
0.0188
0.15
-0.06
-0.69
0.25
-0.05
120
0.0164
0.14
-0.05
-0.77
0.19
-0.04
125
0.0138
0.12
-0.04
-0.83
0.14
-0.03
130
0.0113
0.10
-0.04
-0.88
0.10
-0.03
135
0.0090
0.08
-0.03
-0.92
0.08
-0.02
140
0.0071
0.06
-0.02
-0.95
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 20 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.