■ 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 — 395 — is the max pain price.
Open interest by strike · Mon, Nov 2
■ calls (up)■ puts (down)TSLA open contracts per strike for Mon, Nov 2.
Open-interest change · 2026-10-28 → 2026-10-29
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot: where the walls are building and where they’re unwinding. Only strikes observed on both days are compared; 2 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 325 +3K · 410 +2K · 455 +2K · 450 +1K
Volume by strike · Mon, Nov 2
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Nov 2
— call IV— put IVATM ≈ 30.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Nov 2
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 · Mon, Nov 2
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.95
-0.16
380
0.0071
0.05
-0.17
-0.05
0.93
-0.20
382.5
0.0091
0.06
-0.21
-0.07
0.91
-0.26
385
0.0114
0.07
-0.27
-0.09
0.88
-0.32
387.5
0.0143
0.09
-0.33
-0.12
0.84
-0.40
390
0.0175
0.10
-0.40
-0.16
0.80
-0.47
392.5
0.0208
0.12
-0.48
-0.20
0.74
-0.54
395
0.0241
0.14
-0.55
-0.26
0.68
-0.61
397.5
0.0270
0.15
-0.61
-0.32
0.61
-0.65
400
0.0293
0.16
-0.66
-0.39
0.53
-0.67
402.5
0.0305
0.17
-0.68
-0.47
0.46
-0.67
405
0.0306
0.17
-0.67
-0.54
0.38
-0.64
407.5
0.0296
0.16
-0.64
-0.62
0.31
-0.58
410
0.0274
0.15
-0.58
-0.69
0.25
-0.52
412.5
0.0245
0.14
-0.51
-0.75
0.20
-0.44
415
0.0212
0.12
-0.44
-0.81
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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.