Event risk before this expiration:CPI release Wed, Oct 14 · 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 — 315 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)GE 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 ≈ 36.1% · 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
0.85
-0.13
275
0.0063
0.23
-0.13
-0.15
0.81
-0.14
280
0.0072
0.26
-0.14
-0.19
0.77
-0.16
285
0.0082
0.29
-0.16
-0.23
0.73
-0.17
290
0.0091
0.32
-0.17
-0.27
0.68
-0.18
295
0.0099
0.34
-0.19
-0.32
0.63
-0.19
300
0.0106
0.36
-0.20
-0.38
0.57
-0.20
305
0.0111
0.38
-0.20
-0.43
0.52
-0.20
310
0.0113
0.38
-0.20
-0.49
0.46
-0.20
315
0.0113
0.38
-0.20
-0.55
0.41
-0.19
320
0.0111
0.37
-0.20
-0.60
0.30
-0.17
330
0.0101
0.33
-0.18
-0.71
0.26
-0.16
335
0.0093
0.31
-0.16
-0.75
0.21
-0.14
340
0.0085
0.28
-0.15
-0.80
0.18
-0.13
345
0.0076
0.25
-0.13
-0.83
0.15
-0.11
350
0.0067
0.22
-0.12
-0.87
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 43 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.