Event risk before this expiration:CPI release Wed, Oct 14 · 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 — 840 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)CAT 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 ≈ 42.9% · 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
0.66
-0.55
765
0.0034
0.90
-0.56
-0.34
0.65
-0.56
770
0.0035
0.92
-0.57
-0.36
0.63
-0.57
775
0.0036
0.94
-0.58
-0.38
0.61
-0.58
780
0.0036
0.95
-0.59
-0.39
0.59
-0.59
785
0.0037
0.96
-0.59
-0.41
0.57
-0.59
790
0.0037
0.97
-0.60
-0.43
0.55
-0.60
795
0.0038
0.98
-0.60
-0.45
0.53
-0.60
800
0.0038
0.98
-0.61
-0.47
0.52
-0.60
805
0.0038
0.99
-0.61
-0.49
0.50
-0.60
810
0.0038
0.99
-0.61
-0.51
0.48
-0.60
815
0.0038
0.99
-0.61
-0.53
0.46
-0.60
820
0.0038
0.98
-0.60
-0.54
0.44
-0.59
825
0.0038
0.98
-0.60
-0.56
0.42
-0.59
830
0.0037
0.97
-0.59
-0.58
0.41
-0.58
835
0.0037
0.96
-0.59
-0.60
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.