Event risk before this expiration: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 — 180 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)CRDO 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 ≈ 88.0% · 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
0.79
-0.37
150
0.0113
0.08
-0.37
-0.21
0.72
-0.43
155
0.0133
0.09
-0.43
-0.28
0.68
-0.45
157.5
0.0141
0.10
-0.45
-0.32
0.65
-0.47
160
0.0148
0.10
-0.47
-0.35
0.61
-0.48
162.5
0.0154
0.11
-0.48
-0.39
0.57
-0.49
165
0.0158
0.11
-0.49
-0.43
0.53
-0.50
167.5
0.0161
0.11
-0.50
-0.47
0.49
-0.50
170
0.0162
0.11
-0.50
-0.51
0.45
-0.49
172.5
0.0161
0.11
-0.49
-0.55
0.41
-0.48
175
0.0158
0.11
-0.48
-0.59
0.37
-0.47
177.5
0.0154
0.10
-0.47
-0.63
0.34
-0.45
180
0.0149
0.10
-0.45
-0.66
0.30
-0.43
182.5
0.0143
0.10
-0.43
-0.70
0.27
-0.40
185
0.0136
0.09
-0.40
-0.73
0.24
-0.38
187.5
0.0128
0.09
-0.38
-0.76
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 47 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.