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 27
■ calls (up)■ puts (down)GME open contracts per strike for Fri, Nov 27.
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; 1 strike was in only one day’s snapshot (each keeps its largest strikes) and is left out. Biggest moves: 24 +193 · 27 +164 · 23 +83 · 30 +78
Volume by strike · Fri, Nov 27
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 27
— call IV— put IVATM ≈ 47.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 27
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 27
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.88
-0.01
20.5
0.0595
0.01
-0.01
-0.12
0.85
-0.01
21
0.0721
0.02
-0.01
-0.15
0.81
-0.01
21.5
0.0856
0.02
-0.01
-0.19
0.76
-0.01
22
0.0986
0.02
-0.02
-0.24
0.71
-0.02
22.5
0.1099
0.02
-0.02
-0.30
0.65
-0.02
23
0.1182
0.03
-0.02
-0.36
0.58
-0.02
23.5
0.1231
0.03
-0.02
-0.42
0.52
-0.02
24
0.1245
0.03
-0.02
-0.48
0.46
-0.02
24.5
0.1226
0.03
-0.02
-0.54
0.41
-0.02
25
0.1179
0.03
-0.02
-0.60
0.35
-0.02
25.5
0.1111
0.03
-0.02
-0.65
0.31
-0.02
26
0.1031
0.03
-0.02
-0.70
0.27
-0.02
26.5
0.0944
0.02
-0.02
-0.74
0.24
-0.02
27
0.0858
0.02
-0.02
-0.77
0.21
-0.02
27.5
0.0776
0.02
-0.02
-0.80
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 30 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.