Event risk before this expiration:CPI release Wed, Oct 14 · 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 — 370 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)V 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 ≈ 26.1% · 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
0.92
-0.10
355
0.0056
0.13
-0.11
-0.08
0.89
-0.13
360
0.0071
0.16
-0.13
-0.11
0.86
-0.15
365
0.0090
0.20
-0.16
-0.14
0.81
-0.18
370
0.0112
0.24
-0.18
-0.19
0.75
-0.20
375
0.0134
0.28
-0.21
-0.25
0.68
-0.23
380
0.0154
0.31
-0.23
-0.32
0.60
-0.24
385
0.0169
0.33
-0.25
-0.40
0.51
-0.25
390
0.0176
0.34
-0.25
-0.49
0.43
-0.24
395
0.0175
0.34
-0.25
-0.58
0.34
-0.23
400
0.0164
0.32
-0.23
-0.67
0.27
-0.20
405
0.0147
0.28
-0.20
-0.74
0.20
-0.17
410
0.0126
0.24
-0.17
-0.81
0.14
-0.14
415
0.0103
0.20
-0.14
-0.87
0.10
-0.11
420
0.0081
0.16
-0.11
-0.91
0.08
-0.09
425
0.0062
0.13
-0.09
-0.94
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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.