Event risk before this expiration: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 — 1030 — is the max pain price.
Open interest by strike · Fri, Nov 13
■ calls (up)■ puts (down)URI 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 ≈ 49.5% · 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
0.75
-0.79
970
0.0021
0.97
-0.80
-0.26
0.73
-0.82
980
0.0022
1.00
-0.83
-0.28
0.70
-0.85
990
0.0023
1.05
-0.86
-0.30
0.68
-0.88
1000
0.0024
1.08
-0.89
-0.33
0.65
-0.91
1010
0.0025
1.11
-0.91
-0.35
0.63
-0.93
1020
0.0025
1.15
-0.93
-0.38
0.60
-0.94
1030
0.0026
1.17
-0.94
-0.40
0.57
-0.96
1040
0.0026
1.19
-0.96
-0.43
0.47
-0.96
1080
0.0027
1.20
-0.95
-0.54
0.44
-0.95
1090
0.0027
1.20
-0.94
-0.56
0.41
-0.94
1100
0.0027
1.18
-0.93
-0.59
0.39
-0.92
1110
0.0026
1.16
-0.91
-0.61
0.32
-0.85
1140
0.0024
1.08
-0.84
-0.69
0.29
-0.83
1150
0.0024
1.04
-0.81
-0.71
0.07
-0.32
1310
0.0009
0.41
-0.29
-0.93
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 28 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.