■ 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 — 10 — is the max pain price.
Open interest by strike · Fri, Nov 20
■ calls (up)■ puts (down)FUBO open contracts per strike for Fri, Nov 20.
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 20
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 20
— call IV— put IVATM ≈ 84.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 20
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 20
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
—
3
0.0064
0.00
-0.00
-0.01
0.98
0.00
4
0.0128
0.00
-0.00
-0.02
0.95
-0.00
5
0.0233
0.01
-0.00
-0.05
0.90
-0.00
6
0.0388
0.01
-0.00
-0.09
0.83
-0.01
7
0.0568
0.01
-0.01
-0.16
0.75
-0.01
8
0.0731
0.02
-0.01
-0.24
0.66
-0.01
9
0.0841
0.02
-0.01
-0.33
0.57
-0.01
10
0.0891
0.02
-0.01
-0.42
0.49
-0.01
11
0.0892
0.02
-0.01
-0.50
0.42
-0.01
12
0.0859
0.02
-0.01
-0.58
0.35
-0.01
13
0.0808
0.02
-0.01
-0.64
0.30
-0.01
14
0.0747
0.02
-0.01
-0.69
0.26
-0.01
15
0.0683
0.02
-0.01
-0.74
0.22
-0.01
16
0.0621
0.01
-0.01
-0.77
0.19
-0.01
17
0.0562
0.01
-0.01
-0.81
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 23 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.