Event risk before this expiration:FOMC decision Wed, Oct 28 · Jobs report Fri, Nov 6 — 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 — 70 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)ACMR open contracts per strike for Fri, Nov 6.
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 6
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 6
— call IV— put IVATM ≈ 106.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 6
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 6
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.81
-0.11
43
0.0252
0.03
-0.11
-0.19
0.78
-0.11
44
0.0276
0.03
-0.11
-0.22
0.75
-0.12
45
0.0300
0.03
-0.12
-0.25
0.68
-0.14
47
0.0342
0.04
-0.14
-0.32
0.64
-0.14
48
0.0359
0.04
-0.14
-0.36
0.60
-0.14
49
0.0372
0.04
-0.14
-0.40
0.57
-0.15
50
0.0382
0.04
-0.15
-0.43
0.49
-0.15
52
0.0390
0.04
-0.15
-0.51
0.42
-0.14
54
0.0382
0.04
-0.14
-0.59
0.38
-0.14
55
0.0373
0.04
-0.14
-0.62
0.32
-0.13
57
0.0347
0.04
-0.13
-0.69
0.26
-0.12
59
0.0314
0.03
-0.12
-0.74
0.24
-0.11
60
0.0297
0.03
-0.11
-0.77
0.21
-0.11
61
0.0279
0.03
-0.11
-0.79
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 14 strikes around the money — all 42 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.