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 — 165 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)TXRH 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 ≈ 28.3% · 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
-0.04
140
0.0035
0.01
-0.04
-0.02
0.97
-0.06
145
0.0060
0.02
-0.06
-0.03
0.94
-0.08
150
0.0106
0.03
-0.08
-0.06
0.90
-0.11
155
0.0199
0.04
-0.12
-0.11
0.85
-0.14
157.5
0.0276
0.05
-0.14
-0.15
0.79
-0.16
160
0.0379
0.07
-0.16
-0.21
0.69
-0.18
162.5
0.0500
0.08
-0.18
-0.31
0.56
-0.19
165
0.0593
0.09
-0.20
-0.45
0.41
-0.19
167.5
0.0592
0.09
-0.19
-0.60
0.28
-0.17
170
0.0496
0.08
-0.17
-0.73
0.19
-0.14
172.5
0.0375
0.06
-0.14
-0.82
0.13
-0.11
175
0.0274
0.05
-0.12
-0.88
0.07
-0.08
180
0.0147
0.03
-0.08
-0.94
0.04
-0.05
185
0.0083
0.02
-0.05
-0.97
0.02
-0.04
190
0.0050
0.01
-0.04
-0.98
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 27 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.