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 — 13 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)LUNR 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 ≈ 84.8% · 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
0.97
-0.01
7
0.0257
0.00
-0.01
-0.03
0.94
-0.01
8
0.0617
0.00
-0.01
-0.07
0.84
-0.02
9
0.1304
0.01
-0.02
-0.16
0.76
-0.02
9.5
0.1730
0.01
-0.02
-0.24
0.66
-0.02
10
0.2102
0.01
-0.02
-0.34
0.55
-0.02
10.5
0.2308
0.01
-0.03
-0.45
0.44
-0.02
11
0.2295
0.01
-0.03
-0.57
0.34
-0.02
11.5
0.2098
0.01
-0.02
-0.67
0.25
-0.02
12
0.1803
0.01
-0.02
-0.75
0.19
-0.02
12.5
0.1487
0.01
-0.02
-0.82
0.14
-0.01
13
0.1197
0.01
-0.01
-0.87
0.11
-0.01
13.5
0.0951
0.00
-0.01
-0.90
0.08
-0.01
14
0.0752
0.00
-0.01
-0.93
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 13 strikes around the money — all 32 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.