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 — 250 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)AMZN open contracts per strike for Fri, Nov 6.
Open-interest change · 2026-10-19 → 2026-10-26
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared; 18 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 235 +2K · 280 +1K · 330 +1K · 310 +943
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 ≈ 63.9% · 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
0.77
-0.40
232.5
0.0110
0.13
-0.41
-0.23
0.74
-0.43
235
0.0118
0.14
-0.43
-0.26
0.71
-0.46
237.5
0.0125
0.14
-0.46
-0.29
0.68
-0.48
240
0.0131
0.15
-0.48
-0.32
0.64
-0.50
242.5
0.0137
0.16
-0.50
-0.36
0.61
-0.51
245
0.0141
0.16
-0.52
-0.39
0.57
-0.52
247.5
0.0144
0.17
-0.53
-0.43
0.54
-0.53
250
0.0147
0.17
-0.53
-0.47
0.50
-0.53
252.5
0.0148
0.17
-0.53
-0.50
0.46
-0.53
255
0.0147
0.17
-0.53
-0.54
0.42
-0.52
257.5
0.0146
0.17
-0.52
-0.58
0.39
-0.50
260
0.0143
0.16
-0.51
-0.61
0.36
-0.49
262.5
0.0139
0.16
-0.49
-0.65
0.32
-0.47
265
0.0135
0.15
-0.47
-0.68
0.29
-0.44
267.5
0.0129
0.14
-0.44
-0.71
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 45 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.