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 — 105 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)GDDY open contracts per strike for Fri, Nov 13.
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 13
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 13
— call IV— put IVATM ≈ 65.3% · 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
0.83
-0.12
95
0.0144
0.06
-0.13
-0.17
0.81
-0.13
96
0.0153
0.07
-0.13
-0.19
0.80
-0.13
97
0.0162
0.07
-0.14
-0.20
0.73
-0.15
101
0.0201
0.08
-0.15
-0.28
0.71
-0.15
102
0.0210
0.08
-0.16
-0.30
0.64
-0.17
105
0.0233
0.09
-0.17
-0.36
0.57
-0.17
108
0.0248
0.10
-0.17
-0.44
0.54
-0.17
109
0.0250
0.10
-0.18
-0.46
0.52
-0.17
110
0.0252
0.10
-0.18
-0.49
0.47
-0.17
112
0.0251
0.10
-0.18
-0.54
0.44
-0.17
113
0.0248
0.10
-0.17
-0.56
0.40
-0.17
115
0.0241
0.09
-0.17
-0.61
0.38
-0.17
116
0.0236
0.09
-0.17
-0.63
0.34
-0.16
118
0.0224
0.09
-0.16
-0.67
0.22
-0.14
125
0.0174
0.07
-0.14
-0.79
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 27 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.