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 — 110 — is the max pain price.
Open interest by strike · Fri, Nov 20
■ calls (up)■ puts (down)RBRK open contracts per strike for Fri, Nov 20.
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 20
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 20
— call IV— put IVATM ≈ 61.0% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 20
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 20
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.68
-0.12
113
0.0168
0.12
-0.13
-0.32
0.67
-0.13
114
0.0172
0.12
-0.13
-0.33
0.65
-0.13
115
0.0176
0.13
-0.13
-0.35
0.63
-0.13
116
0.0179
0.13
-0.14
-0.37
0.61
-0.13
117
0.0182
0.13
-0.14
-0.39
0.59
-0.14
118
0.0185
0.13
-0.14
-0.41
0.57
-0.14
119
0.0187
0.13
-0.14
-0.43
0.55
-0.14
120
0.0189
0.14
-0.14
-0.45
0.53
-0.14
121
0.0190
0.14
-0.14
-0.47
0.50
-0.14
123
0.0191
0.14
-0.14
-0.50
0.48
-0.14
124
0.0191
0.14
-0.14
-0.52
0.46
-0.14
125
0.0190
0.14
-0.14
-0.54
0.37
-0.13
130
0.0181
0.13
-0.13
-0.63
0.29
-0.12
135
0.0164
0.12
-0.12
-0.71
0.23
-0.11
140
0.0142
0.10
-0.10
-0.77
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 41 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.