■ 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 — 215 — is the max pain price.
Open interest by strike · Mon, Nov 2
■ calls (up)■ puts (down)NVDA open contracts per strike for Mon, Nov 2.
Open-interest change · 2026-10-28 → 2026-10-29
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared; 1 strike was in only one day’s snapshot (each keeps its largest strikes) and is left out. Biggest moves: 190 +5K · 220 +2K · 212.5 +2K · 230 +2K
Volume by strike · Mon, Nov 2
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Nov 2
— call IV— put IVATM ≈ 27.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Nov 2
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 · Mon, Nov 2
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.99
-0.02
192.5
0.0034
0.01
-0.03
-0.01
0.98
-0.03
195
0.0046
0.01
-0.04
-0.02
0.98
-0.04
197.5
0.0065
0.01
-0.05
-0.02
0.97
-0.05
200
0.0096
0.02
-0.06
-0.03
0.95
-0.08
202.5
0.0151
0.03
-0.09
-0.05
0.91
-0.12
205
0.0242
0.04
-0.13
-0.09
0.84
-0.18
207.5
0.0378
0.06
-0.19
-0.16
0.73
-0.26
210
0.0533
0.07
-0.26
-0.27
0.59
-0.31
212.5
0.0645
0.09
-0.31
-0.41
0.42
-0.30
215
0.0661
0.09
-0.30
-0.58
0.26
-0.24
217.5
0.0564
0.07
-0.24
-0.74
0.15
-0.16
220
0.0396
0.05
-0.16
-0.86
0.08
-0.09
222.5
0.0240
0.03
-0.10
-0.93
0.04
-0.06
225
0.0139
0.02
-0.08
-0.97
0.02
-0.04
227.5
0.0084
0.01
-0.08
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 53 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.