Event risk before this expiration:CPI release Wed, Oct 14 · 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 — 67 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)NFLX open contracts per strike for Fri, Nov 13.
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 13
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 13
— call IV— put IVATM ≈ 41.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 13
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 13
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.80
-0.04
64
0.0314
0.06
-0.04
-0.21
0.76
-0.04
65
0.0343
0.07
-0.04
-0.24
0.72
-0.04
66
0.0369
0.07
-0.04
-0.28
0.68
-0.05
67
0.0391
0.08
-0.05
-0.32
0.64
-0.05
68
0.0408
0.08
-0.05
-0.37
0.59
-0.05
69
0.0421
0.09
-0.05
-0.41
0.55
-0.05
70
0.0429
0.09
-0.05
-0.45
0.51
-0.05
71
0.0432
0.09
-0.05
-0.50
0.47
-0.05
72
0.0430
0.09
-0.05
-0.54
0.43
-0.05
73
0.0424
0.09
-0.05
-0.58
0.39
-0.05
74
0.0413
0.08
-0.05
-0.62
0.35
-0.05
75
0.0398
0.08
-0.05
-0.66
0.31
-0.05
76
0.0381
0.08
-0.05
-0.70
0.28
-0.04
77
0.0360
0.07
-0.05
-0.73
0.25
-0.04
78
0.0338
0.07
-0.04
-0.76
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 38 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.