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 · Fri, Nov 13
■ calls (up)■ puts (down)AAPL open contracts per strike for Fri, Nov 13.
Open-interest change · 2026-10-19 → 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; 15 strikes were in only one day’s snapshot (each keeps its largest strikes) and are left out. Biggest moves: 345 +2K · 380 +2K · 340 +1K · 330 +994
Volume by strike · Fri, Nov 13
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Nov 13
— call IV— put IVATM ≈ 29.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Nov 13
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 13
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.89
-0.13
320
0.0072
0.13
-0.15
-0.11
0.86
-0.17
325
0.0092
0.16
-0.18
-0.14
0.81
-0.20
330
0.0114
0.20
-0.22
-0.19
0.75
-0.24
335
0.0137
0.23
-0.25
-0.26
0.68
-0.27
340
0.0159
0.26
-0.27
-0.33
0.59
-0.28
345
0.0176
0.28
-0.29
-0.41
0.55
-0.28
347.5
0.0181
0.28
-0.29
-0.46
0.50
-0.28
350
0.0185
0.28
-0.29
-0.50
0.41
-0.27
355
0.0185
0.28
-0.27
-0.60
0.32
-0.24
360
0.0174
0.25
-0.24
-0.69
0.23
-0.20
365
0.0153
0.22
-0.20
-0.77
0.16
-0.16
370
0.0125
0.18
-0.15
-0.84
0.11
-0.12
375
0.0096
0.14
-0.11
-0.90
0.07
-0.09
380
0.0070
0.10
-0.07
-0.94
0.05
-0.06
385
0.0049
0.07
-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 36 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.