■ 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 — 78 — is the max pain price.
Open interest by strike · Fri, Oct 16
■ calls (up)■ puts (down)WYNN 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 ≈ 34.8% · 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
0.97
-0.03
69
0.0164
0.00
-0.03
-0.03
0.96
-0.04
70
0.0263
0.01
-0.04
-0.04
0.93
-0.07
71
0.0406
0.01
-0.07
-0.07
0.88
-0.10
72
0.0598
0.01
-0.10
-0.12
0.82
-0.14
73
0.0838
0.02
-0.14
-0.18
0.73
-0.17
74
0.1118
0.02
-0.17
-0.27
0.61
-0.19
75
0.1365
0.03
-0.20
-0.39
0.47
-0.20
76
0.1440
0.03
-0.20
-0.53
0.34
-0.18
77
0.1301
0.03
-0.18
-0.67
0.28
-0.17
77.5
0.1183
0.02
-0.17
-0.73
0.23
-0.15
78
0.1051
0.02
-0.15
-0.78
0.14
-0.10
79
0.0772
0.01
-0.10
-0.87
0.08
-0.07
80
0.0520
0.01
-0.06
-0.93
0.05
-0.04
81
0.0337
0.01
-0.04
-0.96
0.03
-0.03
82
0.0218
0.01
-0.03
-0.98
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 48 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.