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 — 1025 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)URI 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 ≈ 58.0% · 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
0.66
-1.47
1010
0.0028
0.81
-1.48
-0.34
0.65
-1.49
1015
0.0028
0.82
-1.50
-0.35
0.63
-1.51
1020
0.0029
0.84
-1.52
-0.36
0.62
-1.53
1025
0.0029
0.85
-1.53
-0.38
0.60
-1.54
1030
0.0030
0.86
-1.55
-0.40
0.57
-1.57
1040
0.0030
0.87
-1.57
-0.42
0.54
-1.58
1050
0.0031
0.88
-1.59
-0.46
0.51
-1.59
1060
0.0031
0.89
-1.59
-0.49
0.48
-1.59
1070
0.0031
0.89
-1.59
-0.52
0.45
-1.58
1080
0.0031
0.88
-1.58
-0.55
0.42
-1.55
1090
0.0030
0.87
-1.56
-0.58
0.39
-1.53
1100
0.0030
0.86
-1.53
-0.61
0.36
-1.49
1110
0.0029
0.84
-1.49
-0.64
0.29
-1.34
1140
0.0026
0.76
-1.34
-0.71
0.26
-1.29
1150
0.0025
0.73
-1.28
-0.74
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 57 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.