Event risk before this expiration: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 — 175 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)COIN open contracts per strike for Fri, Nov 13.
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; 12 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 105 +195 · 175 +158 · 170 +130 · 160 +129
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 ≈ 77.9% · 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
0.89
-0.15
130
0.0064
0.06
-0.15
-0.11
0.85
-0.18
135
0.0082
0.08
-0.19
-0.15
0.80
-0.22
140
0.0100
0.10
-0.22
-0.20
0.74
-0.25
145
0.0117
0.11
-0.26
-0.26
0.69
-0.28
149
0.0129
0.12
-0.28
-0.31
0.68
-0.28
150
0.0132
0.13
-0.28
-0.32
0.61
-0.30
155
0.0142
0.13
-0.30
-0.40
0.53
-0.31
160
0.0147
0.14
-0.31
-0.47
0.50
-0.31
162.5
0.0148
0.14
-0.32
-0.51
0.46
-0.31
165
0.0147
0.14
-0.31
-0.54
0.43
-0.31
167.5
0.0145
0.14
-0.31
-0.58
0.39
-0.30
170
0.0142
0.13
-0.30
-0.61
0.36
-0.29
172.5
0.0138
0.13
-0.29
-0.64
0.33
-0.28
175
0.0134
0.13
-0.28
-0.68
0.30
-0.27
177.5
0.0128
0.12
-0.27
-0.70
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 52 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.