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 — 215 — is the max pain price.
Open interest by strike · Mon, Nov 9
■ calls (up)■ puts (down)NVDA open contracts per strike for Mon, Nov 9.
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: 215 +373 · 210 +160 · 195 +141 · 220 +120
Volume by strike · Mon, Nov 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Nov 9
— call IV— put IVATM ≈ 32.2% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Nov 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.98
-0.01
175
0.0020
0.01
-0.03
-0.02
0.98
-0.02
180
0.0028
0.02
-0.04
-0.02
0.97
-0.03
185
0.0040
0.03
-0.05
-0.03
0.95
-0.05
190
0.0062
0.04
-0.06
-0.05
0.93
-0.08
195
0.0100
0.05
-0.09
-0.07
0.87
-0.12
200
0.0161
0.08
-0.12
-0.13
0.78
-0.16
205
0.0241
0.11
-0.17
-0.22
0.64
-0.20
210
0.0314
0.14
-0.20
-0.36
0.47
-0.21
215
0.0343
0.15
-0.21
-0.53
0.31
-0.18
220
0.0312
0.13
-0.18
-0.70
0.17
-0.13
225
0.0230
0.10
-0.12
-0.84
0.09
-0.08
230
0.0141
0.06
-0.07
-0.93
0.04
-0.04
235
0.0080
0.04
-0.05
-0.98
0.02
-0.03
240
0.0046
0.02
-0.07
-0.99
0.01
-0.02
245
0.0029
0.01
-0.08
-1.00
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 30 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.