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 — 340 — is the max pain price.
Open interest by strike · Mon, Nov 9
■ calls (up)■ puts (down)AAPL open contracts per strike for Mon, Nov 9.
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. Biggest moves: 330 +407 · 370 +78 · 360 +40 · 335 +36
Volume by strike · Mon, Nov 9
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Mon, Nov 9
— call IV— put IVATM ≈ 32.6% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Mon, Nov 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 · Mon, Nov 9
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.94
-0.10
315
0.0050
0.07
-0.12
-0.06
0.92
-0.14
320
0.0068
0.09
-0.16
-0.09
0.88
-0.18
325
0.0091
0.12
-0.20
-0.12
0.83
-0.23
330
0.0118
0.15
-0.24
-0.17
0.77
-0.28
335
0.0147
0.19
-0.29
-0.24
0.69
-0.33
340
0.0173
0.21
-0.33
-0.32
0.60
-0.35
345
0.0194
0.23
-0.36
-0.41
0.50
-0.36
350
0.0204
0.24
-0.36
-0.51
0.40
-0.34
355
0.0201
0.23
-0.34
-0.61
0.30
-0.30
360
0.0185
0.21
-0.29
-0.70
0.21
-0.24
365
0.0157
0.18
-0.23
-0.79
0.14
-0.18
370
0.0123
0.14
-0.17
-0.86
0.09
-0.13
375
0.0091
0.10
-0.12
-0.91
0.06
-0.09
380
0.0064
0.07
-0.08
-0.94
0.04
-0.06
385
0.0043
0.05
-0.07
-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 23 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.