Event risk before this expiration:FOMC decision Wed, Sep 16 · Jobs report Fri, Oct 2 — 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 — 16 — is the max pain price.
Open interest by strike · Wed, Oct 7
■ calls (up)■ puts (down)VIX open contracts per strike for Wed, Oct 7.
Open-interest change · 2026-09-10 → 2026-09-11
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 25 +224 · 29 +126 · 21 +118 · 20 +95
Volume by strike · Wed, Oct 7
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Wed, Oct 7
— call IV— put IVATM ≈ 72.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Wed, Oct 7
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 · Wed, Oct 7
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
-0.00
10
0.0053
0.00
-0.00
-0.01
0.98
-0.00
12
0.0121
0.00
-0.00
-0.02
0.97
-0.00
13
0.0215
0.00
-0.00
-0.03
0.95
-0.01
13.5
0.0300
0.00
-0.01
-0.04
0.94
-0.01
14
0.0415
0.01
-0.01
-0.06
0.91
-0.01
14.5
0.0560
0.01
-0.01
-0.09
0.86
-0.01
15
0.0724
0.01
-0.01
-0.14
0.74
-0.02
16
0.0960
0.01
-0.02
-0.25
0.63
-0.03
17
0.1038
0.02
-0.03
-0.37
0.52
-0.03
18
0.1013
0.02
-0.03
-0.47
0.44
-0.03
19
0.0934
0.02
-0.03
-0.56
0.37
-0.03
20
0.0837
0.02
-0.03
-0.63
0.32
-0.03
21
0.0741
0.02
-0.03
-0.68
0.28
-0.03
22
0.0655
0.02
-0.03
-0.72
0.24
-0.03
23
0.0581
0.01
-0.03
-0.75
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 39 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.