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 — 77 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)LEN 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 ≈ 39.6% · 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
0.83
-0.04
68
0.0300
0.05
-0.04
-0.17
0.79
-0.05
69
0.0337
0.06
-0.05
-0.21
0.76
-0.05
70
0.0373
0.06
-0.06
-0.24
0.72
-0.06
71
0.0406
0.07
-0.06
-0.28
0.67
-0.06
72
0.0435
0.07
-0.06
-0.33
0.63
-0.07
73
0.0459
0.07
-0.07
-0.38
0.58
-0.07
74
0.0475
0.07
-0.07
-0.42
0.53
-0.07
75
0.0483
0.08
-0.07
-0.47
0.48
-0.07
76
0.0484
0.08
-0.07
-0.52
0.44
-0.07
77
0.0477
0.08
-0.07
-0.57
0.39
-0.07
78
0.0464
0.07
-0.07
-0.61
0.35
-0.06
79
0.0445
0.07
-0.07
-0.66
0.31
-0.06
80
0.0421
0.07
-0.06
-0.70
0.27
-0.06
81
0.0395
0.06
-0.06
-0.73
0.24
-0.06
82
0.0366
0.06
-0.06
-0.77
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 30 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.