■ 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 21
■ calls (up)■ puts (down)AAPL open contracts per strike for Mon, Sep 21.
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: 320 −6K · 340 +6K · 330 +5K · 325 +2K
Volume by strike · Mon, Sep 21
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Sep 21
— call IV— put IVATM ≈ 22.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Sep 21
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 21
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.90
-0.12
315
0.0121
0.10
-0.12
-0.10
0.88
-0.14
317.5
0.0151
0.12
-0.14
-0.12
0.84
-0.16
320
0.0186
0.14
-0.16
-0.16
0.79
-0.19
322.5
0.0223
0.16
-0.19
-0.21
0.73
-0.21
325
0.0259
0.18
-0.21
-0.27
0.66
-0.23
327.5
0.0291
0.20
-0.23
-0.34
0.59
-0.24
330
0.0313
0.21
-0.25
-0.41
0.51
-0.25
332.5
0.0324
0.22
-0.25
-0.49
0.43
-0.24
335
0.0320
0.22
-0.25
-0.57
0.35
-0.23
337.5
0.0303
0.20
-0.23
-0.65
0.28
-0.21
340
0.0275
0.19
-0.21
-0.73
0.22
-0.18
342.5
0.0240
0.16
-0.19
-0.79
0.17
-0.15
345
0.0202
0.14
-0.16
-0.84
0.13
-0.13
347.5
0.0165
0.12
-0.13
-0.89
0.09
-0.10
350
0.0132
0.09
-0.10
-0.92
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 37 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.