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 — 104 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)GDDY 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 ≈ 69.7% · 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
0.75
-0.21
101
0.0217
0.06
-0.21
-0.25
0.73
-0.22
102
0.0228
0.06
-0.22
-0.28
0.70
-0.23
103
0.0239
0.07
-0.23
-0.30
0.68
-0.24
104
0.0248
0.07
-0.24
-0.33
0.65
-0.24
105
0.0256
0.07
-0.24
-0.35
0.62
-0.25
106
0.0264
0.07
-0.25
-0.38
0.60
-0.25
107
0.0269
0.07
-0.26
-0.41
0.54
-0.26
109
0.0276
0.08
-0.26
-0.46
0.51
-0.26
110
0.0277
0.08
-0.26
-0.49
0.49
-0.26
111
0.0277
0.08
-0.26
-0.52
0.46
-0.26
112
0.0275
0.08
-0.26
-0.54
0.41
-0.26
114
0.0267
0.07
-0.26
-0.59
0.38
-0.25
115
0.0262
0.07
-0.25
-0.62
0.32
-0.24
118
0.0240
0.07
-0.24
-0.69
0.20
-0.19
125
0.0178
0.05
-0.19
-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 32 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.