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 — 27.5 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)ASST 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 ≈ 93.3% · 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
0.82
-0.04
23
0.0467
0.02
-0.04
-0.18
0.76
-0.05
24
0.0555
0.02
-0.05
-0.24
0.73
-0.05
24.5
0.0596
0.02
-0.05
-0.27
0.70
-0.06
25
0.0632
0.02
-0.06
-0.30
0.66
-0.06
25.5
0.0662
0.02
-0.06
-0.34
0.63
-0.06
26
0.0687
0.02
-0.06
-0.37
0.59
-0.06
26.5
0.0706
0.02
-0.06
-0.41
0.55
-0.06
27
0.0717
0.02
-0.06
-0.45
0.52
-0.07
27.5
0.0723
0.02
-0.07
-0.48
0.48
-0.07
28
0.0722
0.02
-0.07
-0.52
0.45
-0.06
28.5
0.0715
0.02
-0.06
-0.55
0.42
-0.06
29
0.0702
0.02
-0.06
-0.58
0.38
-0.06
29.5
0.0686
0.02
-0.06
-0.62
0.35
-0.06
30
0.0665
0.02
-0.06
-0.65
0.33
-0.06
30.5
0.0642
0.02
-0.06
-0.67
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 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.