Event risk before this expiration:FOMC decision Wed, Sep 16 · Jobs report Fri, Oct 2 — 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 — 310 — is the max pain price.
Open interest by strike · Fri, Oct 2
■ calls (up)■ puts (down)AAPL open contracts per strike for Fri, Oct 2.
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: 300 +765 · 370 +539 · 310 +355 · 325 +339
Volume by strike · Fri, Oct 2
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 2
— call IV— put IVATM ≈ 23.7% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 2
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, Oct 2
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.94
-0.07
300
0.0053
0.10
-0.07
-0.06
0.91
-0.08
305
0.0072
0.13
-0.08
-0.09
0.88
-0.10
310
0.0097
0.17
-0.10
-0.13
0.82
-0.12
315
0.0126
0.21
-0.13
-0.18
0.76
-0.15
320
0.0158
0.25
-0.15
-0.24
0.67
-0.17
325
0.0186
0.29
-0.17
-0.33
0.57
-0.18
330
0.0205
0.31
-0.18
-0.43
0.47
-0.18
335
0.0210
0.32
-0.18
-0.54
0.37
-0.17
340
0.0200
0.30
-0.17
-0.64
0.28
-0.15
345
0.0178
0.27
-0.15
-0.74
0.20
-0.12
350
0.0148
0.23
-0.13
-0.82
0.14
-0.10
355
0.0116
0.18
-0.10
-0.88
0.09
-0.07
360
0.0087
0.14
-0.08
-0.93
0.06
-0.05
365
0.0062
0.10
-0.05
-0.96
0.04
-0.04
370
0.0044
0.07
-0.03
-0.98
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 52 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.