SourcePut open interest divided by call open interest
As ofCboe delayed snapshot Nov 9, 6:14 PM ET
How10 put contracts / 30 call contracts = 0.33 for the 2026-11-27 expiration. Open interest is published once a day, before the open, so it describes the previous session.
Too thin to read: 40 open contracts across 15 strikes. Max pain, walls and gamma print from 100 contracts across 5 strikes.
Open interest by strike · Fri, Nov 27
■ calls (up)■ puts (down)MT 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 ≈ 45.4% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Greeks by strike · Fri, Nov 27
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.94
-0.03
52
0.0136
0.02
-0.03
-0.06
0.93
-0.03
53
0.0158
0.02
-0.03
-0.07
0.92
-0.03
54
0.0184
0.02
-0.04
-0.08
0.90
-0.04
55
0.0216
0.03
-0.04
-0.10
0.89
-0.04
56
0.0254
0.03
-0.04
-0.12
0.59
-0.07
63
0.0598
0.06
-0.07
-0.41
0.47
-0.07
65
0.0619
0.06
-0.07
-0.53
0.41
-0.07
66
0.0603
0.06
-0.07
-0.59
0.36
-0.07
67
0.0573
0.05
-0.07
-0.65
0.31
-0.07
68
0.0533
0.05
-0.07
-0.70
0.26
-0.06
69
0.0486
0.05
-0.06
-0.74
0.23
-0.06
70
0.0438
0.04
-0.06
-0.78
0.20
-0.05
71
0.0392
0.04
-0.05
-0.81
0.15
-0.05
73
0.0312
0.03
-0.05
-0.85
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 14 strikes around the money — all 15 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.
Max pain, walls and gamma print only when an expiration holds at least 100 open contracts across 5 strikes, and max pain also needs to stay within 5% of spot when its single heaviest strike is removed. Below that the expiration reads as thin rather than printing a level one trade could move.
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.