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 — 24 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)GME open contracts per strike for Fri, Nov 13.
Open-interest change · 2026-10-23 → 2026-10-26
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared. Biggest moves: 22 +559 · 25 +258 · 24.5 +190 · 24 +129
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 ≈ 47.3% · 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
0.93
-0.01
20.5
0.0514
0.01
-0.01
-0.07
0.90
-0.01
21
0.0695
0.01
-0.01
-0.10
0.86
-0.01
21.5
0.0909
0.01
-0.01
-0.14
0.81
-0.02
22
0.1135
0.01
-0.02
-0.19
0.74
-0.02
22.5
0.1350
0.02
-0.02
-0.26
0.67
-0.03
23
0.1524
0.02
-0.03
-0.33
0.59
-0.03
23.5
0.1632
0.02
-0.03
-0.42
0.50
-0.03
24
0.1656
0.02
-0.03
-0.50
0.43
-0.03
24.5
0.1596
0.02
-0.03
-0.58
0.36
-0.03
25
0.1476
0.02
-0.03
-0.65
0.30
-0.03
25.5
0.1326
0.02
-0.03
-0.71
0.25
-0.03
26
0.1168
0.02
-0.03
-0.76
0.21
-0.02
26.5
0.1018
0.01
-0.02
-0.80
0.18
-0.02
27
0.0885
0.01
-0.02
-0.83
0.15
-0.02
27.5
0.0769
0.01
-0.02
-0.85
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 33 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.