Event risk before this expiration: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 — 88 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)WFC open contracts per strike for Fri, Oct 9.
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 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 26.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.92
-0.02
76
0.0264
0.03
-0.02
-0.08
0.90
-0.03
77
0.0337
0.03
-0.03
-0.11
0.86
-0.03
78
0.0423
0.04
-0.03
-0.14
0.81
-0.04
79
0.0518
0.05
-0.04
-0.19
0.76
-0.05
80
0.0613
0.06
-0.05
-0.24
0.69
-0.05
81
0.0702
0.06
-0.05
-0.31
0.62
-0.06
82
0.0775
0.07
-0.06
-0.38
0.54
-0.06
83
0.0820
0.07
-0.06
-0.47
0.46
-0.06
84
0.0830
0.07
-0.06
-0.55
0.38
-0.05
85
0.0802
0.07
-0.05
-0.63
0.30
-0.05
86
0.0740
0.06
-0.05
-0.71
0.23
-0.04
87
0.0653
0.06
-0.04
-0.78
0.17
-0.04
88
0.0552
0.05
-0.04
-0.84
0.13
-0.03
89
0.0449
0.04
-0.03
-0.89
0.09
-0.02
90
0.0354
0.03
-0.03
-0.93
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 32 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.