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 — 85 — is the max pain price.
Open interest by strike · Fri, Nov 27
■ calls (up)■ puts (down)ABVX open contracts per strike for Fri, Nov 27.
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 27
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 27
— call IV— put IVATM ≈ 62.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 27
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 27
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.93
-0.04
65
0.0072
0.04
-0.04
-0.08
0.88
-0.06
70
0.0110
0.05
-0.06
-0.12
0.81
-0.07
75
0.0156
0.07
-0.07
-0.19
0.65
-0.10
83
0.0229
0.09
-0.10
-0.35
0.63
-0.10
84
0.0236
0.10
-0.10
-0.38
0.61
-0.10
85
0.0241
0.10
-0.10
-0.40
0.58
-0.10
86
0.0245
0.10
-0.10
-0.43
0.56
-0.10
87
0.0248
0.10
-0.10
-0.45
0.53
-0.10
88
0.0250
0.10
-0.10
-0.48
0.51
-0.10
89
0.0251
0.10
-0.10
-0.50
0.48
-0.10
90
0.0251
0.10
-0.10
-0.53
0.46
-0.10
91
0.0249
0.10
-0.10
-0.55
0.43
-0.10
92
0.0247
0.10
-0.10
-0.57
0.41
-0.10
93
0.0243
0.10
-0.10
-0.60
0.39
-0.10
94
0.0239
0.10
-0.10
-0.62
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 28 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.