Event risk before this expiration:FOMC decision Wed, Oct 28 · Jobs report Fri, Nov 6 — 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 — 103 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)HOOD open contracts per strike for Fri, Nov 6.
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; 4 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 97 +598 · 96 +329 · 101 +263 · 90 +149
Volume by strike · Fri, Nov 6
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 6
— call IV— put IVATM ≈ 84.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 6
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 6
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.70
-0.22
87
0.0250
0.06
-0.22
-0.30
0.67
-0.23
88
0.0260
0.06
-0.23
-0.33
0.64
-0.24
89
0.0269
0.06
-0.24
-0.36
0.62
-0.24
90
0.0276
0.06
-0.24
-0.39
0.59
-0.25
91
0.0282
0.06
-0.25
-0.41
0.56
-0.25
92
0.0287
0.06
-0.25
-0.44
0.53
-0.25
93
0.0290
0.06
-0.25
-0.47
0.50
-0.25
94
0.0291
0.07
-0.25
-0.50
0.47
-0.25
95
0.0291
0.06
-0.25
-0.53
0.44
-0.25
96
0.0289
0.06
-0.25
-0.56
0.42
-0.24
97
0.0286
0.06
-0.24
-0.58
0.39
-0.24
98
0.0281
0.06
-0.24
-0.61
0.36
-0.23
99
0.0275
0.06
-0.23
-0.64
0.34
-0.23
100
0.0268
0.06
-0.23
-0.66
0.31
-0.22
101
0.0260
0.06
-0.22
-0.69
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.