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 — 160 — is the max pain price.
Open interest by strike · Fri, Oct 23
■ calls (up)■ puts (down)XOM open contracts per strike for Fri, Oct 23.
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 23
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 23
— call IV— put IVATM ≈ 28.5% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 23
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 23
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.88
-0.04
148
0.0136
0.10
-0.04
-0.13
0.86
-0.05
149
0.0148
0.11
-0.05
-0.14
0.84
-0.05
150
0.0159
0.12
-0.05
-0.16
0.80
-0.06
152.5
0.0189
0.14
-0.06
-0.20
0.75
-0.07
155
0.0216
0.16
-0.07
-0.26
0.69
-0.07
157.5
0.0241
0.18
-0.07
-0.32
0.63
-0.08
160
0.0260
0.19
-0.08
-0.38
0.56
-0.08
162.5
0.0273
0.20
-0.08
-0.45
0.49
-0.08
165
0.0278
0.20
-0.08
-0.52
0.42
-0.08
167.5
0.0275
0.20
-0.08
-0.59
0.35
-0.07
170
0.0263
0.19
-0.08
-0.66
0.29
-0.07
172.5
0.0245
0.17
-0.07
-0.72
0.24
-0.06
175
0.0220
0.16
-0.07
-0.78
0.19
-0.05
177.5
0.0193
0.14
-0.06
-0.83
0.15
-0.05
180
0.0165
0.12
-0.05
-0.87
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 33 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.