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 — 95 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)AKAM 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 ≈ 85.3% · 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
0.68
-0.20
93
0.0191
0.08
-0.20
-0.32
0.66
-0.20
94
0.0197
0.08
-0.20
-0.34
0.64
-0.20
95
0.0201
0.08
-0.20
-0.36
0.62
-0.21
96
0.0206
0.08
-0.21
-0.38
0.60
-0.21
97
0.0209
0.08
-0.21
-0.40
0.57
-0.21
98
0.0212
0.08
-0.21
-0.42
0.55
-0.21
99
0.0214
0.09
-0.22
-0.45
0.53
-0.22
100
0.0215
0.09
-0.22
-0.47
0.51
-0.22
101
0.0216
0.09
-0.22
-0.49
0.49
-0.22
102
0.0216
0.09
-0.22
-0.51
0.47
-0.22
103
0.0216
0.09
-0.22
-0.53
0.45
-0.21
104
0.0214
0.09
-0.21
-0.55
0.43
-0.21
105
0.0213
0.08
-0.21
-0.57
0.41
-0.21
106
0.0210
0.08
-0.21
-0.59
0.39
-0.21
107
0.0208
0.08
-0.21
-0.61
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 50 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.