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 — 70 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)MO 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 ≈ 27.7% · 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
0.89
-0.02
65
0.0314
0.04
-0.02
-0.11
0.86
-0.03
66
0.0386
0.04
-0.03
-0.14
0.82
-0.03
67
0.0469
0.05
-0.03
-0.18
0.78
-0.03
68
0.0558
0.06
-0.03
-0.23
0.72
-0.04
69
0.0645
0.06
-0.04
-0.29
0.65
-0.04
70
0.0718
0.07
-0.04
-0.35
0.57
-0.04
71
0.0767
0.07
-0.04
-0.43
0.50
-0.04
72
0.0786
0.07
-0.04
-0.51
0.42
-0.04
73
0.0774
0.07
-0.04
-0.59
0.35
-0.04
74
0.0733
0.07
-0.04
-0.67
0.28
-0.04
75
0.0668
0.06
-0.04
-0.73
0.22
-0.03
76
0.0586
0.06
-0.03
-0.80
0.17
-0.03
77
0.0499
0.05
-0.03
-0.84
0.14
-0.02
78
0.0417
0.04
-0.02
-0.88
0.11
-0.02
79
0.0346
0.04
-0.02
-0.91
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 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.