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 — 12 — is the max pain price.
Open interest by strike · Fri, Nov 27
■ calls (up)■ puts (down)LUNR 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 ≈ 90.2% · 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
0.96
-0.00
6
0.0227
0.00
-0.00
-0.04
0.92
-0.01
7
0.0428
0.01
-0.01
-0.08
0.85
-0.01
8
0.0703
0.01
-0.01
-0.15
0.75
-0.01
9
0.0990
0.01
-0.01
-0.25
0.69
-0.02
9.5
0.1111
0.01
-0.02
-0.31
0.63
-0.02
10
0.1201
0.01
-0.02
-0.37
0.57
-0.02
10.5
0.1256
0.01
-0.02
-0.43
0.51
-0.02
11
0.1274
0.01
-0.02
-0.50
0.45
-0.02
11.5
0.1260
0.01
-0.02
-0.56
0.39
-0.02
12
0.1219
0.01
-0.02
-0.61
0.34
-0.02
12.5
0.1158
0.01
-0.02
-0.66
0.30
-0.02
13
0.1084
0.01
-0.02
-0.71
0.26
-0.01
13.5
0.1003
0.01
-0.01
-0.74
0.22
-0.01
14
0.0921
0.01
-0.01
-0.78
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 14 strikes around the money — all 26 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.