■ 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 — 17 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)VFC 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 ≈ 135.1% · 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
0.96
-0.03
13.5
0.0359
0.00
-0.03
-0.04
0.94
-0.04
14
0.0524
0.00
-0.04
-0.06
0.91
-0.05
14.5
0.0753
0.00
-0.05
-0.09
0.86
-0.08
15
0.1035
0.00
-0.08
-0.14
0.80
-0.10
15.5
0.1333
0.00
-0.10
-0.20
0.72
-0.13
16
0.1599
0.01
-0.13
-0.28
0.63
-0.14
16.5
0.1787
0.01
-0.14
-0.37
0.54
-0.15
17
0.1871
0.01
-0.15
-0.47
0.44
-0.15
17.5
0.1848
0.01
-0.15
-0.56
0.36
-0.14
18
0.1734
0.01
-0.14
-0.64
0.28
-0.13
18.5
0.1558
0.01
-0.13
-0.72
0.22
-0.11
19
0.1348
0.01
-0.11
-0.78
0.17
-0.09
19.5
0.1132
0.00
-0.09
-0.83
0.13
-0.07
20
0.0928
0.00
-0.07
-0.87
0.10
-0.06
20.5
0.0748
0.00
-0.06
-0.91
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 36 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.