■ 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 — 350 — is the max pain price.
Open interest by strike · Wed, Nov 4
■ calls (up)■ puts (down)AAPL open contracts per strike for Wed, Nov 4.
Open-interest change · 2026-10-29 → 2026-10-30
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. Only strikes observed on both days are compared; 2 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 350 +6K · 370 +2K · 330 +2K · 300 +2K
Volume by strike · Wed, Nov 4
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Wed, Nov 4
— call IV— put IVATM ≈ 45.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Wed, Nov 4
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 · Wed, Nov 4
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.81
-0.56
327.5
0.0130
0.11
-0.56
-0.19
0.78
-0.61
330
0.0145
0.12
-0.61
-0.22
0.74
-0.66
332.5
0.0160
0.13
-0.66
-0.26
0.70
-0.70
335
0.0174
0.14
-0.70
-0.30
0.66
-0.74
337.5
0.0187
0.15
-0.74
-0.34
0.61
-0.76
340
0.0198
0.16
-0.77
-0.39
0.56
-0.78
342.5
0.0207
0.16
-0.78
-0.44
0.51
-0.78
345
0.0212
0.16
-0.78
-0.49
0.45
-0.76
347.5
0.0214
0.16
-0.76
-0.55
0.40
-0.73
350
0.0212
0.16
-0.73
-0.60
0.35
-0.68
352.5
0.0205
0.15
-0.68
-0.66
0.29
-0.62
355
0.0195
0.14
-0.62
-0.71
0.25
-0.55
357.5
0.0181
0.13
-0.56
-0.76
0.20
-0.48
360
0.0164
0.12
-0.48
-0.80
0.16
-0.40
362.5
0.0144
0.10
-0.41
-0.84
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 46 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.