Event risk before this expiration:Jobs report Fri, Nov 6 · CPI release Tue, Nov 10 — 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 · Wed, Nov 11
■ calls (up)■ puts (down)AAPL open contracts per strike for Wed, Nov 11.
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; 4 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 320 +232 · 340 +62 · 370 +51 · 350 +42
Volume by strike · Wed, Nov 11
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Wed, Nov 11
— call IV— put IVATM ≈ 31.1% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Wed, Nov 11
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 · Wed, Nov 11
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.93
-0.10
315
0.0053
0.09
-0.12
-0.07
0.91
-0.14
320
0.0071
0.11
-0.15
-0.10
0.87
-0.17
325
0.0092
0.14
-0.19
-0.13
0.82
-0.22
330
0.0118
0.17
-0.23
-0.18
0.76
-0.26
335
0.0144
0.21
-0.27
-0.25
0.68
-0.29
340
0.0168
0.24
-0.30
-0.32
0.59
-0.31
345
0.0186
0.26
-0.31
-0.41
0.50
-0.32
350
0.0196
0.26
-0.31
-0.51
0.40
-0.30
355
0.0194
0.26
-0.29
-0.60
0.30
-0.26
360
0.0179
0.23
-0.26
-0.70
0.22
-0.22
365
0.0154
0.20
-0.21
-0.78
0.15
-0.17
370
0.0123
0.16
-0.16
-0.85
0.10
-0.12
375
0.0092
0.12
-0.11
-0.90
0.06
-0.09
380
0.0066
0.09
-0.07
-0.94
0.04
-0.06
385
0.0045
0.06
-0.06
-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 22 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.