Event risk before this expiration: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 — 300 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)ALAB 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 ≈ 112.9% · 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
0.67
-1.00
267.5
0.0066
0.17
-1.00
-0.33
0.66
-1.02
270
0.0067
0.17
-1.02
-0.34
0.62
-1.05
275
0.0070
0.18
-1.05
-0.38
0.60
-1.06
277.5
0.0071
0.18
-1.06
-0.40
0.58
-1.07
280
0.0072
0.18
-1.07
-0.41
0.55
-1.09
285
0.0073
0.19
-1.09
-0.45
0.53
-1.09
287.5
0.0073
0.19
-1.09
-0.47
0.51
-1.09
290
0.0074
0.19
-1.09
-0.49
0.47
-1.09
295
0.0074
0.19
-1.09
-0.52
0.44
-1.08
300
0.0073
0.19
-1.07
-0.56
0.41
-1.06
305
0.0072
0.18
-1.05
-0.59
0.39
-1.04
307.5
0.0071
0.18
-1.04
-0.61
0.37
-1.03
310
0.0070
0.18
-1.02
-0.63
0.34
-1.00
315
0.0068
0.17
-0.99
-0.66
0.31
-0.96
320
0.0065
0.17
-0.95
-0.69
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.