Event risk before this expiration: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 — 119 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)RDDT 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 ≈ 69.2% · 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
0.91
-0.08
80
0.0141
0.03
-0.09
-0.09
0.81
-0.14
85
0.0241
0.04
-0.14
-0.20
0.72
-0.17
88
0.0298
0.06
-0.17
-0.28
0.69
-0.18
89
0.0314
0.06
-0.18
-0.31
0.66
-0.19
90
0.0327
0.06
-0.19
-0.35
0.62
-0.20
91
0.0339
0.06
-0.20
-0.38
0.58
-0.20
92
0.0347
0.06
-0.20
-0.42
0.55
-0.20
93
0.0353
0.07
-0.20
-0.45
0.48
-0.20
95
0.0356
0.07
-0.20
-0.52
0.45
-0.20
96
0.0353
0.07
-0.20
-0.56
0.38
-0.19
98
0.0340
0.06
-0.19
-0.63
0.32
-0.18
100
0.0318
0.06
-0.18
-0.69
0.29
-0.17
101
0.0304
0.06
-0.17
-0.72
0.26
-0.16
102
0.0290
0.05
-0.16
-0.74
0.23
-0.15
103
0.0274
0.05
-0.15
-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 60 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.