Event risk before this expiration: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 — 82 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)PDD 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 ≈ 31.1% · 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
0.88
-0.03
73
0.0243
0.05
-0.03
-0.12
0.85
-0.03
74
0.0282
0.05
-0.03
-0.15
0.83
-0.03
75
0.0323
0.06
-0.03
-0.18
0.79
-0.04
76
0.0366
0.07
-0.04
-0.21
0.75
-0.04
77
0.0407
0.07
-0.04
-0.25
0.71
-0.04
78
0.0446
0.08
-0.04
-0.29
0.66
-0.05
79
0.0479
0.09
-0.05
-0.34
0.61
-0.05
80
0.0504
0.09
-0.05
-0.39
0.56
-0.05
81
0.0522
0.09
-0.05
-0.45
0.51
-0.05
82
0.0530
0.09
-0.05
-0.50
0.46
-0.05
83
0.0529
0.09
-0.05
-0.55
0.41
-0.05
84
0.0518
0.09
-0.05
-0.60
0.36
-0.05
85
0.0500
0.09
-0.05
-0.66
0.31
-0.04
86
0.0474
0.08
-0.04
-0.70
0.27
-0.04
87
0.0441
0.08
-0.04
-0.75
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 25 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.