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 — 315 — is the max pain price.
Open interest by strike · Fri, Oct 9
■ calls (up)■ puts (down)AAPL open contracts per strike for Fri, Oct 9.
Open-interest change — building vs unwinding
Needs two observed snapshot days for this expiration — the comparison appears automatically once the next weekday snapshot lands. We diff real observations only; nothing is estimated.
Volume by strike · Fri, Oct 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Oct 9
— call IV— put IVATM ≈ 23.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Oct 9
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 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.92
-0.07
300
0.0058
0.14
-0.07
-0.08
0.89
-0.08
305
0.0076
0.18
-0.08
-0.11
0.85
-0.10
310
0.0097
0.22
-0.10
-0.15
0.80
-0.12
315
0.0120
0.26
-0.12
-0.20
0.73
-0.13
320
0.0143
0.30
-0.14
-0.27
0.66
-0.15
325
0.0163
0.34
-0.15
-0.35
0.57
-0.15
330
0.0177
0.36
-0.16
-0.43
0.48
-0.16
335
0.0182
0.37
-0.16
-0.53
0.39
-0.15
340
0.0177
0.35
-0.15
-0.62
0.31
-0.14
345
0.0163
0.33
-0.14
-0.70
0.24
-0.12
350
0.0143
0.29
-0.13
-0.78
0.18
-0.10
355
0.0119
0.24
-0.11
-0.84
0.13
-0.08
360
0.0096
0.20
-0.09
-0.90
0.09
-0.06
365
0.0074
0.15
-0.07
-0.94
0.06
-0.05
370
0.0055
0.12
-0.05
-0.97
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.