■ 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 — 315 — is the max pain price.
Open interest by strike · Mon, Sep 14
■ calls (up)■ puts (down)AAPL open contracts per strike for Mon, Sep 14.
Open-interest change · 2026-09-10 → 2026-09-11
Net contracts opened (up, green) or closed (down, red) per strike since the previous snapshot — where the walls are building and where they’re unwinding. Biggest moves: 322.5 +4K · 335 −3K · 317.5 +2K · 307.5 +2K
Volume by strike · Mon, Sep 14
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 14
— call IV— put IVATM ≈ 17.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 14
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 · Mon, Sep 14
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.98
-0.05
315
0.0057
0.02
-0.05
-0.02
0.97
-0.06
317.5
0.0081
0.02
-0.06
-0.03
0.96
-0.08
320
0.0120
0.03
-0.08
-0.04
0.94
-0.11
322.5
0.0186
0.04
-0.11
-0.06
0.90
-0.16
325
0.0306
0.06
-0.16
-0.10
0.81
-0.24
327.5
0.0492
0.08
-0.24
-0.19
0.67
-0.34
330
0.0685
0.11
-0.34
-0.33
0.49
-0.38
332.5
0.0762
0.12
-0.38
-0.52
0.31
-0.32
335
0.0668
0.11
-0.33
-0.70
0.17
-0.22
337.5
0.0470
0.08
-0.22
-0.83
0.09
-0.13
340
0.0283
0.05
-0.13
-0.92
0.04
-0.07
342.5
0.0159
0.03
-0.07
-0.96
0.03
-0.04
345
0.0091
0.02
-0.04
-0.98
0.01
-0.03
347.5
0.0055
0.01
-0.03
-0.99
0.01
-0.02
350
0.0035
0.01
-0.02
-0.99
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 47 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 history — nearest expiry vs price
— max pain (nearest expiry)- - delayed closeOne point per snapshot day since 2026-07-28; unobserved days are gaps, not guesses.
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.