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 — 1140 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)BLK 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 ≈ 29.6% · 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
0.73
-0.79
1080
0.0048
0.72
-0.80
-0.27
0.68
-0.85
1090
0.0054
0.78
-0.85
-0.32
0.66
-0.87
1095
0.0056
0.81
-0.88
-0.34
0.63
-0.89
1100
0.0058
0.83
-0.90
-0.37
0.60
-0.90
1105
0.0059
0.85
-0.91
-0.40
0.57
-0.91
1110
0.0061
0.86
-0.92
-0.43
0.54
-0.92
1115
0.0062
0.87
-0.93
-0.46
0.51
-0.92
1120
0.0062
0.88
-0.93
-0.49
0.48
-0.91
1125
0.0062
0.87
-0.92
-0.53
0.45
-0.90
1130
0.0062
0.87
-0.91
-0.56
0.43
-0.90
1132.5
0.0062
0.86
-0.91
-0.57
0.42
-0.89
1135
0.0062
0.86
-0.90
-0.59
0.39
-0.87
1140
0.0060
0.84
-0.88
-0.62
0.33
-0.82
1150
0.0057
0.80
-0.83
-0.68
0.28
-0.75
1160
0.0053
0.73
-0.77
-0.73
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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.