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 — 101 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)HOOD 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: 124 +214 · 105 +91 · 93 +86 · 107 +81
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 ≈ 75.0% · 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
0.69
-0.15
87
0.0225
0.07
-0.16
-0.32
0.66
-0.16
88
0.0232
0.08
-0.16
-0.34
0.64
-0.16
89
0.0238
0.08
-0.16
-0.36
0.61
-0.17
90
0.0244
0.08
-0.17
-0.39
0.59
-0.17
91
0.0249
0.08
-0.17
-0.41
0.56
-0.17
92
0.0252
0.08
-0.17
-0.44
0.54
-0.17
93
0.0254
0.08
-0.17
-0.47
0.51
-0.17
94
0.0256
0.08
-0.17
-0.49
0.48
-0.17
95
0.0256
0.08
-0.17
-0.52
0.46
-0.17
96
0.0255
0.08
-0.17
-0.54
0.44
-0.17
97
0.0253
0.08
-0.17
-0.57
0.41
-0.17
98
0.0251
0.08
-0.17
-0.59
0.39
-0.17
99
0.0247
0.08
-0.17
-0.61
0.36
-0.16
100
0.0242
0.08
-0.16
-0.64
0.34
-0.16
101
0.0237
0.08
-0.16
-0.66
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 53 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.