Event risk before this expiration:CPI release Wed, Oct 14 · FOMC decision Wed, Oct 28 — 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 — 75 — is the max pain price.
Open interest by strike · Fri, Oct 30
■ calls (up)■ puts (down)XYZ open contracts per strike for Fri, Oct 30.
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 30
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 30
— call IV— put IVATM ≈ 38.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 30
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 30
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.88
-0.04
70
0.0282
0.04
-0.04
-0.12
0.85
-0.04
71
0.0334
0.04
-0.04
-0.15
0.81
-0.05
72
0.0388
0.05
-0.05
-0.19
0.77
-0.06
73
0.0443
0.05
-0.06
-0.23
0.72
-0.06
74
0.0494
0.06
-0.06
-0.28
0.67
-0.07
75
0.0538
0.06
-0.07
-0.33
0.61
-0.07
76
0.0573
0.07
-0.07
-0.39
0.56
-0.07
77
0.0596
0.07
-0.07
-0.45
0.49
-0.07
78
0.0604
0.07
-0.07
-0.51
0.43
-0.07
79
0.0599
0.07
-0.07
-0.57
0.38
-0.07
80
0.0579
0.07
-0.07
-0.63
0.32
-0.07
81
0.0548
0.06
-0.07
-0.68
0.27
-0.06
82
0.0507
0.06
-0.06
-0.73
0.23
-0.05
83
0.0460
0.05
-0.05
-0.78
0.19
-0.05
84
0.0410
0.05
-0.05
-0.82
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 35 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.