■ 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 — 382.5 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)TSLA open contracts per strike for Fri, Oct 30.
Open-interest change · 2026-10-28 → 2026-10-29
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared; 4 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 150 +7K · 405 +4K · 410 +3K · 460 +3K
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 ≈ 41.1% · 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
0.98
-0.07
380
0.0039
0.01
-0.08
-0.02
0.97
-0.09
382.5
0.0052
0.01
-0.10
-0.02
0.97
-0.13
385
0.0072
0.02
-0.13
-0.03
0.95
-0.19
387.5
0.0102
0.02
-0.20
-0.05
0.93
-0.29
390
0.0147
0.03
-0.30
-0.07
0.89
-0.48
392.5
0.0208
0.04
-0.48
-0.11
0.83
-0.78
395
0.0283
0.05
-0.79
-0.17
0.76
-1.26
397.5
0.0362
0.07
-1.26
-0.24
0.66
-1.97
400
0.0429
0.08
-1.97
-0.34
0.55
-2.76
402.5
0.0466
0.09
-2.76
-0.46
0.43
-2.58
405
0.0462
0.08
-2.58
-0.57
0.32
-1.75
407.5
0.0419
0.08
-1.75
-0.68
0.23
-1.11
410
0.0349
0.07
-1.13
-0.78
0.15
-0.69
412.5
0.0272
0.05
-0.72
-0.85
0.10
-0.43
415
0.0200
0.04
-0.47
-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 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.