Event risk before this expiration:FOMC decision Wed, Oct 28 · 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 — 160 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)TXRH open contracts per strike for Fri, Nov 6.
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 6
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 6
— call IV— put IVATM ≈ 46.4% · 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
0.96
-0.06
135
0.0042
0.03
-0.06
-0.04
0.94
-0.08
140
0.0063
0.04
-0.08
-0.06
0.91
-0.10
145
0.0093
0.05
-0.10
-0.09
0.86
-0.13
150
0.0135
0.07
-0.13
-0.14
0.79
-0.16
155
0.0188
0.09
-0.16
-0.21
0.69
-0.18
160
0.0245
0.12
-0.19
-0.32
0.62
-0.20
162.5
0.0267
0.12
-0.20
-0.38
0.55
-0.20
165
0.0282
0.13
-0.20
-0.45
0.48
-0.20
167.5
0.0286
0.13
-0.20
-0.53
0.41
-0.20
170
0.0280
0.13
-0.20
-0.60
0.29
-0.17
175
0.0241
0.11
-0.18
-0.72
0.24
-0.16
177.5
0.0216
0.10
-0.17
-0.77
0.20
-0.15
180
0.0190
0.09
-0.15
-0.82
0.14
-0.12
185
0.0142
0.07
-0.12
-0.88
0.10
-0.09
190
0.0104
0.06
-0.10
-0.92
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 16 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.