Event risk before this expiration:Jobs report Fri, Nov 6 — 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 — 385 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)TSLA open contracts per strike for Fri, Nov 6.
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; 12 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 400 +2K · 220 +1K · 365 +1K · 385 +902
Volume by strike · Fri, Nov 6
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 6
— call IV— put IVATM ≈ 38.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 6
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 6
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.85
-0.34
380
0.0096
0.14
-0.36
-0.15
0.82
-0.38
382.5
0.0107
0.16
-0.39
-0.18
0.79
-0.42
385
0.0118
0.17
-0.43
-0.21
0.76
-0.45
387.5
0.0129
0.18
-0.46
-0.24
0.73
-0.49
390
0.0139
0.20
-0.50
-0.27
0.69
-0.52
392.5
0.0148
0.21
-0.53
-0.31
0.66
-0.54
395
0.0156
0.22
-0.55
-0.34
0.62
-0.56
397.5
0.0163
0.23
-0.57
-0.39
0.57
-0.58
400
0.0168
0.23
-0.58
-0.43
0.53
-0.58
402.5
0.0172
0.24
-0.59
-0.47
0.49
-0.58
405
0.0173
0.24
-0.59
-0.51
0.45
-0.58
407.5
0.0172
0.24
-0.58
-0.56
0.40
-0.56
410
0.0169
0.23
-0.56
-0.60
0.36
-0.54
412.5
0.0164
0.23
-0.54
-0.64
0.32
-0.52
415
0.0158
0.22
-0.52
-0.68
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 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.