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 — 425 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)HUM open contracts per strike for Fri, Nov 6.
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 6
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 6
— call IV— put IVATM ≈ 52.1% · 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
0.77
-0.38
380
0.0059
0.30
-0.38
-0.23
0.73
-0.41
385
0.0063
0.32
-0.41
-0.27
0.70
-0.44
390
0.0067
0.34
-0.44
-0.30
0.67
-0.46
395
0.0070
0.36
-0.46
-0.34
0.63
-0.48
400
0.0072
0.38
-0.48
-0.38
0.59
-0.49
405
0.0074
0.39
-0.49
-0.41
0.55
-0.50
410
0.0075
0.39
-0.50
-0.45
0.52
-0.50
415
0.0076
0.40
-0.51
-0.49
0.48
-0.50
420
0.0076
0.40
-0.50
-0.53
0.44
-0.50
425
0.0075
0.39
-0.50
-0.56
0.41
-0.49
430
0.0074
0.38
-0.49
-0.60
0.37
-0.48
435
0.0072
0.37
-0.48
-0.63
0.34
-0.46
440
0.0069
0.36
-0.46
-0.67
0.31
-0.44
445
0.0066
0.35
-0.44
-0.70
0.28
-0.42
450
0.0063
0.33
-0.42
-0.73
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 54 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.