Event risk before this expiration:Jobs report Fri, Nov 6 · CPI release Tue, Nov 10 — 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 — 89 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)ABVX open contracts per strike for Fri, Nov 13.
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, Nov 13
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 13
— call IV— put IVATM ≈ 66.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 13
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, Nov 13
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.86
-0.09
75
0.0169
0.04
-0.09
-0.15
0.84
-0.09
76
0.0185
0.05
-0.10
-0.16
0.76
-0.11
80
0.0255
0.06
-0.11
-0.25
0.67
-0.13
83
0.0306
0.07
-0.13
-0.33
0.64
-0.13
84
0.0319
0.07
-0.13
-0.36
0.61
-0.13
85
0.0330
0.07
-0.13
-0.40
0.57
-0.14
86
0.0338
0.07
-0.14
-0.43
0.54
-0.14
87
0.0343
0.07
-0.14
-0.47
0.51
-0.14
88
0.0344
0.07
-0.14
-0.50
0.47
-0.14
89
0.0342
0.07
-0.14
-0.53
0.44
-0.14
90
0.0338
0.07
-0.14
-0.57
0.41
-0.14
91
0.0330
0.07
-0.14
-0.60
0.38
-0.13
92
0.0321
0.07
-0.13
-0.63
0.35
-0.13
93
0.0310
0.07
-0.13
-0.66
0.33
-0.13
94
0.0297
0.07
-0.13
-0.68
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 40 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.