Per-expiry max-pain + concentration + composite pin score.
“The pin risk calendar scores each expiry for how strongly price may be pulled toward a heavy strike near settlement.”
Per-expiry max-pain + concentration + composite pin score.
Each row = one upcoming expiry. Weekly + monthly + quarterly. Columns: max-pain strike, OI concentration around max-pain, composite pin score (0-100), days-to-expiry.
0-100 score combining OI concentration, gamma intensity at the pin strike, distance from spot, and historical pin-success rate at this DTE. > 70 = high pin probability; trade premium-selling structures around it.
Enter pin trades 1-2 days before weekly expiry; monitor the score evolution. If spot drifts toward the pin strike, score climbs — confirmation. If spot moves away, pin probability collapses — exit.
Type GEX. Pin strike + heavy positive dealer gamma at that strike = dealers actively defend the pin (hedge against price movement). The combination is the highest-confidence pin setup.
GEX