Event risk before this expiration: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 — 220 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)NVDA open contracts per strike for Fri, Nov 6.
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: 220 +2K · 217.5 +2K · 110 +1K · 222.5 +959
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 ≈ 34.1% · 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
0.95
-0.06
192.5
0.0070
0.03
-0.07
-0.04
0.94
-0.08
195
0.0092
0.04
-0.09
-0.06
0.92
-0.10
197.5
0.0120
0.05
-0.11
-0.08
0.89
-0.13
200
0.0157
0.06
-0.14
-0.11
0.85
-0.16
202.5
0.0202
0.07
-0.17
-0.15
0.80
-0.19
205
0.0251
0.09
-0.20
-0.20
0.73
-0.23
207.5
0.0300
0.10
-0.23
-0.27
0.65
-0.25
210
0.0341
0.12
-0.26
-0.35
0.56
-0.27
212.5
0.0368
0.13
-0.27
-0.44
0.47
-0.27
215
0.0377
0.13
-0.27
-0.54
0.38
-0.25
217.5
0.0365
0.12
-0.25
-0.63
0.29
-0.22
220
0.0333
0.11
-0.22
-0.72
0.21
-0.18
222.5
0.0285
0.09
-0.18
-0.80
0.15
-0.14
225
0.0228
0.07
-0.14
-0.86
0.10
-0.10
227.5
0.0173
0.06
-0.10
-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 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.