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 — 395 — is the max pain price.
Open interest by strike · Wed, Nov 11
■ calls (up)■ puts (down)TSLA open contracts per strike for Wed, Nov 11.
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 · Wed, Nov 11
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Wed, Nov 11
— call IV— put IVATM ≈ 37.3% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Wed, Nov 11
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 · Wed, Nov 11
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.93
-0.15
360
0.0042
0.11
-0.17
-0.07
0.91
-0.18
365
0.0052
0.13
-0.20
-0.09
0.88
-0.22
370
0.0064
0.15
-0.23
-0.12
0.85
-0.26
375
0.0078
0.18
-0.27
-0.15
0.81
-0.30
380
0.0093
0.21
-0.31
-0.20
0.76
-0.34
385
0.0107
0.24
-0.35
-0.24
0.70
-0.38
390
0.0120
0.27
-0.39
-0.30
0.64
-0.41
395
0.0131
0.29
-0.42
-0.36
0.57
-0.43
400
0.0138
0.30
-0.43
-0.43
0.50
-0.43
405
0.0141
0.30
-0.44
-0.50
0.43
-0.42
410
0.0139
0.30
-0.43
-0.57
0.36
-0.40
415
0.0133
0.29
-0.40
-0.64
0.30
-0.37
420
0.0124
0.27
-0.37
-0.70
0.24
-0.33
425
0.0112
0.24
-0.33
-0.76
0.19
-0.29
430
0.0098
0.21
-0.29
-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 50 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.