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 — 460 — is the max pain price.
Open interest by strike · Fri, Nov 27
■ calls (up)■ puts (down)HUM open contracts per strike for Fri, Nov 27.
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 27
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 27
— call IV— put IVATM ≈ 48.8% · 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
0.76
-0.25
375
0.0046
0.44
-0.26
-0.25
0.73
-0.27
380
0.0049
0.46
-0.27
-0.27
0.68
-0.29
390
0.0053
0.50
-0.29
-0.33
0.65
-0.30
395
0.0055
0.52
-0.30
-0.36
0.62
-0.31
400
0.0056
0.53
-0.31
-0.39
0.59
-0.31
405
0.0058
0.54
-0.32
-0.41
0.56
-0.32
410
0.0058
0.55
-0.32
-0.45
0.53
-0.32
415
0.0059
0.56
-0.32
-0.47
0.50
-0.32
420
0.0059
0.56
-0.33
-0.50
0.36
-0.30
445
0.0056
0.53
-0.31
-0.65
0.34
-0.29
450
0.0054
0.51
-0.30
-0.67
0.31
-0.28
455
0.0053
0.50
-0.29
-0.70
0.29
-0.27
460
0.0051
0.48
-0.28
-0.72
0.27
-0.26
465
0.0049
0.46
-0.27
-0.74
0.25
-0.25
470
0.0047
0.44
-0.26
-0.76
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 34 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.