■ 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 — 75 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)UCTT 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 ≈ 86.3% · 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
0.97
-0.00
40
0.0025
0.02
-0.02
-0.03
0.95
-0.01
45
0.0041
0.03
-0.03
-0.05
0.91
-0.03
50
0.0062
0.04
-0.04
-0.09
0.86
-0.04
55
0.0087
0.06
-0.05
-0.14
0.80
-0.06
60
0.0113
0.08
-0.07
-0.20
0.73
-0.07
65
0.0136
0.09
-0.08
-0.27
0.65
-0.08
70
0.0154
0.10
-0.09
-0.35
0.57
-0.09
75
0.0163
0.11
-0.09
-0.43
0.49
-0.09
80
0.0165
0.11
-0.09
-0.51
0.42
-0.09
85
0.0161
0.11
-0.09
-0.59
0.35
-0.09
90
0.0152
0.10
-0.08
-0.66
0.29
-0.08
95
0.0140
0.10
-0.07
-0.71
0.24
-0.08
100
0.0127
0.09
-0.07
-0.76
0.20
-0.07
105
0.0113
0.08
-0.06
-0.80
0.14
-0.06
115
0.0088
0.06
-0.04
-0.87
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 17 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.