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 — 29 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)HIMS 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 ≈ 101.8% · 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
0.91
-0.03
21
0.0262
0.01
-0.03
-0.09
0.87
-0.03
22
0.0340
0.01
-0.04
-0.13
0.83
-0.04
23
0.0419
0.02
-0.04
-0.17
0.77
-0.05
24
0.0492
0.02
-0.05
-0.23
0.71
-0.06
25
0.0553
0.02
-0.06
-0.29
0.65
-0.06
26
0.0598
0.02
-0.06
-0.35
0.59
-0.07
27
0.0625
0.02
-0.07
-0.41
0.52
-0.07
28
0.0635
0.02
-0.07
-0.48
0.46
-0.07
29
0.0629
0.02
-0.07
-0.54
0.41
-0.07
30
0.0610
0.02
-0.07
-0.59
0.35
-0.07
31
0.0580
0.02
-0.07
-0.65
0.31
-0.06
32
0.0544
0.02
-0.06
-0.70
0.26
-0.06
33
0.0502
0.02
-0.06
-0.74
0.23
-0.05
34
0.0459
0.02
-0.05
-0.78
0.19
-0.05
35
0.0415
0.02
-0.05
-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 23 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.