Event risk before this expiration:FOMC decision Wed, Oct 28 · 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 — 720 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)REGN open contracts per strike for Fri, Nov 6.
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 6
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 6
— call IV— put IVATM ≈ 37.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 6
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 6
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.84
-0.40
680
0.0029
0.47
-0.41
-0.16
0.81
-0.44
690
0.0033
0.52
-0.45
-0.19
0.78
-0.47
700
0.0038
0.57
-0.48
-0.22
0.74
-0.51
710
0.0042
0.62
-0.51
-0.26
0.70
-0.54
720
0.0046
0.67
-0.54
-0.30
0.65
-0.56
730
0.0050
0.71
-0.57
-0.35
0.60
-0.58
740
0.0053
0.75
-0.58
-0.40
0.55
-0.59
750
0.0055
0.77
-0.59
-0.46
0.49
-0.59
760
0.0056
0.77
-0.59
-0.51
0.44
-0.58
770
0.0056
0.76
-0.59
-0.57
0.38
-0.56
780
0.0054
0.74
-0.57
-0.62
0.33
-0.54
790
0.0051
0.70
-0.55
-0.67
0.29
-0.51
800
0.0047
0.66
-0.52
-0.72
0.22
-0.45
820
0.0039
0.57
-0.45
-0.79
0.16
-0.39
840
0.0032
0.48
-0.39
-0.85
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 17 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.