Event risk before this expiration:Jobs report Fri, Nov 6 — 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 — 342.5 — is the max pain price.
Open interest by strike · Fri, Nov 6
■ calls (up)■ puts (down)AAPL open contracts per strike for Fri, Nov 6.
Open-interest change · 2026-10-28 → 2026-10-29
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; 1 strike was in only one day’s snapshot (each keeps its largest strikes) and is left out. Biggest moves: 310 +2K · 320 +1K · 350 +580 · 367.5 +523
Volume by strike · Fri, Nov 6
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 6
— call IV— put IVATM ≈ 36.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 6
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, Nov 6
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.77
-0.37
335
0.0149
0.16
-0.38
-0.23
0.73
-0.41
337.5
0.0164
0.17
-0.41
-0.27
0.69
-0.43
340
0.0177
0.18
-0.44
-0.31
0.65
-0.46
342.5
0.0190
0.19
-0.46
-0.35
0.60
-0.47
345
0.0199
0.20
-0.48
-0.40
0.55
-0.48
347.5
0.0206
0.20
-0.48
-0.45
0.50
-0.48
350
0.0210
0.21
-0.48
-0.51
0.44
-0.47
352.5
0.0210
0.20
-0.47
-0.56
0.39
-0.45
355
0.0207
0.20
-0.45
-0.61
0.34
-0.42
357.5
0.0200
0.19
-0.42
-0.66
0.29
-0.39
360
0.0189
0.18
-0.39
-0.71
0.24
-0.35
362.5
0.0175
0.16
-0.35
-0.76
0.20
-0.31
365
0.0158
0.15
-0.30
-0.80
0.16
-0.27
367.5
0.0140
0.13
-0.26
-0.84
0.13
-0.23
370
0.0122
0.11
-0.22
-0.87
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 43 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.