Event risk before this expiration: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 — 745 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)STX 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 ≈ 77.7% · 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
0.73
-1.06
600
0.0029
0.49
-1.08
-0.28
0.69
-1.11
610
0.0031
0.51
-1.13
-0.31
0.66
-1.16
620
0.0032
0.53
-1.17
-0.34
0.63
-1.19
630
0.0034
0.55
-1.21
-0.38
0.61
-1.20
635
0.0034
0.56
-1.22
-0.39
0.59
-1.22
640
0.0034
0.57
-1.23
-0.41
0.58
-1.22
645
0.0035
0.57
-1.24
-0.43
0.56
-1.23
650
0.0035
0.58
-1.24
-0.45
0.52
-1.24
660
0.0036
0.58
-1.25
-0.48
0.51
-1.24
665
0.0036
0.58
-1.25
-0.50
0.49
-1.23
670
0.0036
0.58
-1.24
-0.52
0.47
-1.23
675
0.0036
0.58
-1.24
-0.54
0.45
-1.22
680
0.0036
0.58
-1.23
-0.56
0.43
-1.21
685
0.0036
0.57
-1.22
-0.57
0.42
-1.19
690
0.0036
0.57
-1.21
-0.59
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 60 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.