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 — 170 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)COIN open contracts per strike for Fri, Nov 6.
Open-interest change · 2026-10-23 → 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; 10 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 90 +2K · 260 +143 · 172.5 +124 · 150 +109
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 ≈ 86.3% · 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
0.78
-0.34
144
0.0125
0.08
-0.34
-0.22
0.77
-0.35
145
0.0130
0.08
-0.35
-0.23
0.71
-0.39
149
0.0146
0.09
-0.40
-0.29
0.69
-0.40
150
0.0150
0.09
-0.41
-0.31
0.65
-0.42
152.5
0.0158
0.10
-0.43
-0.35
0.61
-0.44
155
0.0164
0.10
-0.44
-0.39
0.57
-0.45
157.5
0.0169
0.10
-0.45
-0.43
0.53
-0.46
160
0.0171
0.11
-0.46
-0.48
0.48
-0.46
162.5
0.0172
0.11
-0.46
-0.52
0.44
-0.45
165
0.0170
0.11
-0.45
-0.56
0.40
-0.44
167.5
0.0166
0.10
-0.44
-0.60
0.36
-0.43
170
0.0161
0.10
-0.43
-0.64
0.33
-0.41
172.5
0.0155
0.10
-0.41
-0.68
0.29
-0.39
175
0.0147
0.09
-0.39
-0.71
0.26
-0.37
177.5
0.0139
0.09
-0.37
-0.74
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 58 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.