■ 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 — 1045 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)URI 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 ≈ 43.1% · 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
0.75
-3.00
1030
0.0079
0.27
-3.00
-0.25
0.71
-3.29
1035
0.0086
0.29
-3.29
-0.29
0.66
-3.55
1040
0.0092
0.30
-3.54
-0.34
0.64
-3.65
1042.5
0.0094
0.31
-3.65
-0.36
0.61
-3.74
1045
0.0096
0.32
-3.74
-0.39
0.59
-3.82
1047.5
0.0098
0.32
-3.82
-0.41
0.57
-3.87
1050
0.0099
0.33
-3.87
-0.43
0.47
-3.90
1060
0.0101
0.33
-3.90
-0.53
0.37
-3.61
1070
0.0096
0.31
-3.61
-0.63
0.28
-3.09
1080
0.0085
0.28
-3.09
-0.72
0.24
-2.78
1085
0.0079
0.26
-2.78
-0.76
0.20
-2.46
1090
0.0072
0.24
-2.46
-0.80
0.14
-1.83
1100
0.0057
0.19
-1.83
-0.86
0.10
-1.29
1110
0.0043
0.14
-1.28
-0.90
0.08
-1.06
1115
0.0036
0.12
-1.05
-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 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 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.