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 — 105 — is the max pain price.
Open interest by strike · Fri, Nov 27
■ calls (up)■ puts (down)SOXL open contracts per strike for Fri, Nov 27.
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 27
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 27
— call IV— put IVATM ≈ 120.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 27
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 27
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.65
-0.20
85
0.0115
0.10
-0.20
-0.35
0.59
-0.21
90
0.0121
0.10
-0.21
-0.41
0.53
-0.21
95
0.0124
0.10
-0.21
-0.47
0.50
-0.21
97
0.0125
0.10
-0.21
-0.50
0.48
-0.21
99
0.0125
0.10
-0.21
-0.52
0.47
-0.21
100
0.0124
0.10
-0.21
-0.53
0.46
-0.21
101
0.0124
0.10
-0.21
-0.54
0.45
-0.21
102
0.0124
0.10
-0.21
-0.56
0.43
-0.21
103
0.0123
0.10
-0.21
-0.57
0.42
-0.21
104
0.0123
0.10
-0.20
-0.58
0.41
-0.21
105
0.0122
0.10
-0.20
-0.59
0.39
-0.21
107
0.0120
0.10
-0.20
-0.61
0.38
-0.20
108
0.0120
0.10
-0.20
-0.62
0.37
-0.20
109
0.0119
0.10
-0.20
-0.63
0.36
-0.20
110
0.0118
0.10
-0.19
-0.64
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 54 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.