Event risk before this expiration:CPI release Wed, Oct 14 · FOMC decision Wed, Oct 28 · 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 — 380 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)UNH open contracts per strike for Fri, Nov 13.
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 13
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 13
— call IV— put IVATM ≈ 38.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 13
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 13
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.81
-0.18
345
0.0059
0.32
-0.18
-0.19
0.77
-0.20
350
0.0065
0.35
-0.20
-0.23
0.74
-0.21
355
0.0070
0.38
-0.22
-0.26
0.70
-0.23
360
0.0075
0.41
-0.23
-0.30
0.66
-0.24
365
0.0080
0.43
-0.24
-0.34
0.62
-0.25
370
0.0083
0.45
-0.25
-0.39
0.57
-0.26
375
0.0085
0.46
-0.26
-0.43
0.53
-0.26
380
0.0087
0.47
-0.26
-0.47
0.49
-0.26
385
0.0087
0.47
-0.26
-0.52
0.45
-0.26
390
0.0087
0.47
-0.26
-0.56
0.40
-0.25
395
0.0085
0.46
-0.26
-0.60
0.36
-0.24
400
0.0083
0.44
-0.25
-0.64
0.32
-0.23
405
0.0080
0.42
-0.24
-0.68
0.29
-0.22
410
0.0076
0.40
-0.22
-0.72
0.25
-0.20
415
0.0071
0.38
-0.21
-0.76
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 33 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.