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 — 33 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)SEDG 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 ≈ 116.3% · 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
0.71
-0.10
30
0.0435
0.02
-0.10
-0.29
0.69
-0.10
30.5
0.0452
0.02
-0.10
-0.31
0.66
-0.10
31
0.0468
0.02
-0.10
-0.33
0.64
-0.10
31.5
0.0481
0.02
-0.10
-0.36
0.61
-0.11
32
0.0492
0.03
-0.11
-0.39
0.59
-0.11
32.5
0.0502
0.03
-0.11
-0.41
0.56
-0.11
33
0.0508
0.03
-0.11
-0.44
0.54
-0.11
33.5
0.0513
0.03
-0.11
-0.46
0.51
-0.11
34
0.0515
0.03
-0.11
-0.49
0.49
-0.11
34.5
0.0516
0.03
-0.11
-0.51
0.46
-0.11
35
0.0514
0.03
-0.11
-0.54
0.44
-0.11
35.5
0.0510
0.03
-0.11
-0.56
0.41
-0.11
36
0.0504
0.03
-0.11
-0.58
0.37
-0.10
37
0.0487
0.03
-0.10
-0.63
0.33
-0.10
38
0.0465
0.02
-0.10
-0.67
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 35 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.