Event risk before this expiration:Jobs report Fri, Nov 6 · CPI release Tue, Nov 10 · Jobs report Fri, Dec 4 · FOMC decision Wed, Dec 9 · CPI release Thu, Dec 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 — 220 — is the max pain price.
Open interest by strike · Fri, Feb 19
■ calls (up)■ puts (down)NVDA open contracts per strike for Fri, Feb 19.
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. Biggest moves: 175 +329 · 200 +268 · 270 +167 · 195 +147
Volume by strike · Fri, Feb 19
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Feb 19
— call IV— put IVATM ≈ 37.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Feb 19
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, Feb 19
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.85
-0.04
175
0.0047
0.28
-0.05
-0.15
0.82
-0.04
180
0.0054
0.31
-0.05
-0.18
0.80
-0.05
185
0.0060
0.34
-0.06
-0.21
0.76
-0.06
190
0.0066
0.37
-0.06
-0.24
0.72
-0.06
195
0.0072
0.40
-0.07
-0.28
0.69
-0.06
200
0.0078
0.42
-0.07
-0.32
0.64
-0.07
205
0.0082
0.44
-0.07
-0.36
0.60
-0.07
210
0.0086
0.46
-0.07
-0.41
0.56
-0.07
215
0.0089
0.47
-0.08
-0.46
0.51
-0.07
220
0.0091
0.47
-0.07
-0.50
0.47
-0.07
225
0.0091
0.47
-0.07
-0.55
0.42
-0.07
230
0.0091
0.47
-0.07
-0.59
0.38
-0.07
235
0.0089
0.45
-0.07
-0.64
0.34
-0.07
240
0.0086
0.44
-0.06
-0.68
0.30
-0.06
245
0.0082
0.41
-0.06
-0.72
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 44 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.