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 — 160 — is the max pain price.
Open interest by strike · Fri, Oct 2
■ calls (up)■ puts (down)XOM open contracts per strike for Fri, Oct 2.
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 2
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 2
— call IV— put IVATM ≈ 28.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 2
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 2
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.04
148
0.0104
0.04
-0.04
-0.05
0.94
-0.04
149
0.0121
0.04
-0.04
-0.06
0.93
-0.05
150
0.0140
0.04
-0.05
-0.07
0.89
-0.06
152.5
0.0197
0.06
-0.06
-0.11
0.83
-0.08
155
0.0269
0.08
-0.08
-0.17
0.76
-0.10
157.5
0.0342
0.10
-0.10
-0.24
0.66
-0.12
160
0.0403
0.12
-0.12
-0.34
0.56
-0.13
162.5
0.0438
0.13
-0.13
-0.45
0.45
-0.13
165
0.0442
0.13
-0.13
-0.56
0.34
-0.12
167.5
0.0412
0.12
-0.12
-0.67
0.25
-0.10
170
0.0356
0.10
-0.10
-0.76
0.17
-0.08
172.5
0.0285
0.08
-0.08
-0.84
0.11
-0.06
175
0.0215
0.06
-0.06
-0.90
0.08
-0.04
177.5
0.0156
0.05
-0.05
-0.94
0.05
-0.03
180
0.0110
0.03
-0.03
-0.96
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 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.