SourcePut open interest divided by call open interest
As ofCboe delayed snapshot Nov 9, 6:55 PM ET
How16 put contracts / 32 call contracts = 0.50 for the 2026-11-20 expiration. Open interest is published once a day, before the open, so it describes the previous session.
Too thin to read: 48 open contracts across 13 strikes. Max pain, walls and gamma print from 100 contracts across 5 strikes.
Open interest by strike · Fri, Nov 20
■ calls (up)■ puts (down)SGDJ 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 ≈ 49.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Greeks by strike · Fri, Nov 20
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.96
-0.03
74
0.0114
0.01
-0.03
-0.04
0.95
-0.04
75
0.0144
0.02
-0.04
-0.06
0.88
-0.07
78
0.0260
0.03
-0.07
-0.12
0.82
-0.09
80
0.0351
0.04
-0.09
-0.19
0.74
-0.11
82
0.0438
0.05
-0.11
-0.27
0.69
-0.12
83
0.0476
0.05
-0.12
-0.32
0.59
-0.13
85
0.0530
0.06
-0.14
-0.42
0.54
-0.14
86
0.0544
0.06
-0.14
-0.47
0.43
-0.13
88
0.0543
0.06
-0.14
-0.59
0.33
-0.12
90
0.0503
0.05
-0.12
-0.69
0.23
-0.10
92
0.0433
0.05
-0.10
-0.79
0.01
-0.01
105
0.0028
0.00
-0.03
-1.00
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 12 strikes around the money — all 13 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.
Max pain, walls and gamma print only when an expiration holds at least 100 open contracts across 5 strikes, and max pain also needs to stay within 5% of spot when its single heaviest strike is removed. Below that the expiration reads as thin rather than printing a level one trade could move.
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.