Event risk before this expiration:CPI release Wed, Oct 14 · 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 — 112 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)INTC 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 ≈ 60.5% · 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
0.97
-0.02
70
0.0030
0.02
-0.02
-0.03
0.95
-0.03
75
0.0050
0.03
-0.03
-0.05
0.92
-0.04
80
0.0081
0.05
-0.04
-0.08
0.86
-0.06
85
0.0121
0.07
-0.06
-0.14
0.78
-0.08
90
0.0163
0.09
-0.08
-0.22
0.68
-0.10
95
0.0196
0.11
-0.10
-0.32
0.60
-0.11
99
0.0212
0.12
-0.11
-0.41
0.57
-0.11
100
0.0214
0.12
-0.11
-0.43
0.55
-0.11
101
0.0216
0.12
-0.11
-0.45
0.53
-0.11
102
0.0216
0.12
-0.12
-0.47
0.51
-0.11
103
0.0216
0.12
-0.12
-0.49
0.49
-0.11
104
0.0216
0.12
-0.12
-0.51
0.47
-0.11
105
0.0215
0.12
-0.12
-0.53
0.45
-0.11
106
0.0213
0.12
-0.12
-0.56
0.43
-0.11
107
0.0211
0.12
-0.11
-0.57
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 59 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.