Event risk before this expiration:Jobs report Fri, Oct 2 · CPI release Wed, Oct 14 — 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 — 46 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)VZ 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 ≈ 20.2% · 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
0.99
-0.00
41
0.0092
0.00
-0.01
-0.04
0.98
-0.00
42
0.0140
0.01
-0.01
-0.05
0.97
-0.00
43
0.0227
0.01
-0.01
-0.07
0.95
-0.01
44
0.0389
0.01
-0.01
-0.11
0.90
-0.01
45
0.0670
0.02
-0.01
-0.18
0.82
-0.01
46
0.1050
0.03
-0.02
-0.28
0.70
-0.02
47
0.1430
0.04
-0.02
-0.41
0.54
-0.02
48
0.1648
0.05
-0.02
-0.56
0.38
-0.02
49
0.1574
0.05
-0.02
-0.70
0.24
-0.02
50
0.1271
0.04
-0.01
-0.81
0.07
-0.01
52.5
0.0461
0.02
-0.01
-0.95
0.02
-0.00
55
0.0171
0.01
-0.00
-0.98
0.01
-0.00
57.5
0.0097
0.01
-0.00
-0.99
0.01
-0.00
60
0.0064
0.00
-0.00
-0.99
0.01
-0.00
65
0.0034
0.00
-0.00
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 19 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.