Event risk before this expiration:CPI release Wed, Oct 14 · 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 — 170 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)SHOP 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 ≈ 63.3% · 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
0.75
-0.16
152.5
0.0091
0.17
-0.16
-0.25
0.72
-0.17
155
0.0096
0.18
-0.17
-0.28
0.70
-0.17
157.5
0.0101
0.18
-0.17
-0.30
0.67
-0.18
160
0.0105
0.19
-0.18
-0.33
0.64
-0.18
162.5
0.0108
0.20
-0.18
-0.36
0.61
-0.19
165
0.0112
0.20
-0.19
-0.39
0.59
-0.19
167.5
0.0114
0.21
-0.19
-0.42
0.56
-0.19
170
0.0116
0.21
-0.19
-0.45
0.53
-0.19
172.5
0.0117
0.21
-0.20
-0.47
0.50
-0.19
175
0.0117
0.21
-0.20
-0.50
0.44
-0.19
180
0.0116
0.21
-0.19
-0.56
0.39
-0.19
185
0.0113
0.20
-0.19
-0.61
0.34
-0.18
190
0.0108
0.19
-0.18
-0.67
0.29
-0.17
195
0.0101
0.18
-0.17
-0.71
0.25
-0.15
200
0.0093
0.17
-0.16
-0.75
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 39 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.