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 — 1020 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)URI 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 ≈ 52.6% · 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
0.70
-1.06
990
0.0024
0.92
-1.07
-0.29
0.68
-1.10
1000
0.0025
0.95
-1.11
-0.32
0.65
-1.13
1010
0.0026
0.98
-1.14
-0.34
0.63
-1.16
1020
0.0026
1.01
-1.17
-0.37
0.60
-1.18
1030
0.0027
1.03
-1.19
-0.40
0.57
-1.20
1040
0.0027
1.04
-1.20
-0.43
0.55
-1.21
1050
0.0028
1.05
-1.21
-0.45
0.52
-1.21
1060
0.0028
1.06
-1.22
-0.48
0.49
-1.21
1070
0.0028
1.06
-1.22
-0.51
0.46
-1.21
1080
0.0028
1.06
-1.21
-0.54
0.43
-1.19
1090
0.0028
1.05
-1.20
-0.56
0.41
-1.18
1100
0.0027
1.03
-1.18
-0.59
0.38
-1.15
1110
0.0027
1.01
-1.15
-0.62
0.36
-1.13
1120
0.0026
0.99
-1.13
-0.64
0.31
-1.06
1140
0.0025
0.94
-1.06
-0.69
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 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.