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 — 33.5 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)TSCO 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 ≈ 43.1% · 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
0.97
-0.01
29.5
0.0298
0.00
-0.01
-0.03
0.95
-0.01
30
0.0425
0.01
-0.01
-0.05
0.93
-0.02
30.5
0.0598
0.01
-0.02
-0.07
0.90
-0.03
31
0.0826
0.01
-0.03
-0.10
0.86
-0.03
31.5
0.1112
0.01
-0.03
-0.14
0.80
-0.04
32
0.1441
0.01
-0.04
-0.20
0.72
-0.05
32.5
0.1772
0.02
-0.05
-0.28
0.63
-0.05
33
0.2039
0.02
-0.05
-0.38
0.52
-0.05
33.5
0.2170
0.02
-0.05
-0.48
0.41
-0.05
34
0.2126
0.02
-0.05
-0.59
0.32
-0.05
34.5
0.1925
0.02
-0.05
-0.69
0.23
-0.04
35
0.1631
0.01
-0.04
-0.78
0.17
-0.03
35.5
0.1312
0.01
-0.03
-0.84
0.12
-0.03
36
0.1018
0.01
-0.03
-0.89
0.09
-0.02
36.5
0.0772
0.01
-0.02
-0.92
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.