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 — 395 — is the max pain price.
Open interest by strike · Mon, Nov 9
■ calls (up)■ puts (down)TSLA open contracts per strike for Mon, Nov 9.
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; 20 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 350 +238 · 400 +125 · 385 +65 · 390 −58
Volume by strike · Mon, Nov 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Nov 9
— call IV— put IVATM ≈ 35.9% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Nov 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.94
-0.12
360
0.0038
0.08
-0.14
-0.06
0.93
-0.15
365
0.0048
0.10
-0.17
-0.07
0.90
-0.19
370
0.0062
0.12
-0.21
-0.10
0.87
-0.24
375
0.0078
0.15
-0.25
-0.13
0.83
-0.29
380
0.0096
0.18
-0.30
-0.17
0.78
-0.34
385
0.0114
0.21
-0.35
-0.22
0.72
-0.39
390
0.0132
0.24
-0.40
-0.28
0.65
-0.43
395
0.0146
0.26
-0.43
-0.35
0.57
-0.45
400
0.0155
0.28
-0.46
-0.43
0.49
-0.46
405
0.0159
0.28
-0.46
-0.51
0.41
-0.44
410
0.0156
0.27
-0.45
-0.59
0.34
-0.41
415
0.0147
0.26
-0.41
-0.66
0.27
-0.37
420
0.0134
0.23
-0.37
-0.73
0.21
-0.32
425
0.0116
0.20
-0.32
-0.79
0.16
-0.28
430
0.0098
0.17
-0.27
-0.84
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 43 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.