Hi! I'm leaving Thailand Feb 2nd, but my 30 days are over Jan 31th. Does it worth it to do a visa run or I can just pay the penalty at the border when I leave from Bangkok?

I read that the penalty is 500 baht per day.

If not, can I do a visa run from Chiang Rai to Laos?

Many thanks

you can get a visa extension at local immigration for 30 days, 1,900 baht if not already done

So for two days...it's cheaper to pay the penalty?

It is up to you as to what you do.

But any overstay has the risk of getting caught with the overstay which can be a bad experience.

The extension would be better than the border hop. If you went to Mae Sai they would turn you back and be told to get the extension.

So for two days...it's cheaper to pay the penalty?

Cheaper yes, but it means you'll be in Thailand illegally for a couple of days, which could be a major inconvenience in the (unlikely) event you're stopped before exiting the country.

If you entered the country on a visa exempt entry, your visa/extension expenses so far have been zero. Paying Baht 1900 to remain legal because you couldn't manage to leave by the time your permission to stay ends doesn't seem like a major burden.