Event risk before this expiration:FOMC decision Wed, Oct 28 · 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 — 50 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)AMKR 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 ≈ 80.1% · 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
0.87
-0.04
35
0.0218
0.02
-0.04
-0.13
0.84
-0.05
36
0.0250
0.03
-0.05
-0.16
0.81
-0.05
37
0.0283
0.03
-0.05
-0.18
0.74
-0.06
39
0.0348
0.04
-0.06
-0.26
0.71
-0.07
40
0.0376
0.04
-0.07
-0.29
0.67
-0.07
41
0.0401
0.04
-0.07
-0.34
0.62
-0.07
42
0.0420
0.04
-0.07
-0.38
0.58
-0.08
43
0.0434
0.04
-0.08
-0.42
0.53
-0.08
44
0.0442
0.04
-0.08
-0.47
0.49
-0.08
45
0.0444
0.04
-0.08
-0.51
0.45
-0.08
46
0.0440
0.04
-0.08
-0.55
0.41
-0.08
47
0.0431
0.04
-0.08
-0.59
0.37
-0.07
48
0.0418
0.04
-0.07
-0.63
0.33
-0.07
49
0.0401
0.04
-0.07
-0.67
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 14 strikes around the money — all 29 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.