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 — 535 — is the max pain price.
Open interest by strike · Mon, Nov 9
■ calls (up)■ puts (down)AMD open contracts per strike for Mon, Nov 9.
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 · Mon, Nov 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Nov 9
— call IV— put IVATM ≈ 69.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Nov 9
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 · Mon, Nov 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.71
-0.97
525
0.0046
0.36
-0.98
-0.29
0.69
-1.01
530
0.0048
0.37
-1.01
-0.31
0.67
-1.04
535
0.0049
0.39
-1.04
-0.34
0.64
-1.07
540
0.0051
0.40
-1.07
-0.36
0.61
-1.09
545
0.0052
0.41
-1.10
-0.39
0.59
-1.11
550
0.0053
0.41
-1.12
-0.41
0.56
-1.13
555
0.0054
0.42
-1.13
-0.44
0.53
-1.13
560
0.0054
0.42
-1.14
-0.47
0.51
-1.14
565
0.0054
0.42
-1.14
-0.50
0.48
-1.13
570
0.0054
0.42
-1.14
-0.52
0.45
-1.13
575
0.0054
0.42
-1.13
-0.55
0.43
-1.11
580
0.0053
0.42
-1.12
-0.57
0.40
-1.10
585
0.0053
0.41
-1.10
-0.60
0.38
-1.07
590
0.0052
0.40
-1.08
-0.63
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 14 strikes around the money — all 25 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.