Event risk before this expiration:Jobs report Fri, Nov 6 · CPI release Tue, Nov 10 · Jobs report Fri, Dec 4 · FOMC decision Wed, Dec 9 · CPI release Thu, Dec 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 — 320 — is the max pain price.
Open interest by strike · Fri, Mar 19
■ calls (up)■ puts (down)AAPL open contracts per strike for Fri, Mar 19.
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: 310 −2K · 300 −813 · 380 +321 · 340 +153
Volume by strike · Fri, Mar 19
■ calls (up)■ puts (down)Today's traded contracts per strike (delayed).
Implied volatility by strike · Fri, Mar 19
— call IV— put IVATM ≈ 25.8% · Quoted strikes only; illiquid wings with junk fits are dropped, not smoothed.
Gamma exposure by strike · Fri, Mar 19
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, Mar 19
Call Δ
Call Θ
Strike
Γ
Vega
Put Θ
Put Δ
0.91
-0.02
280
0.0025
0.37
-0.04
-0.10
0.88
-0.03
290
0.0031
0.45
-0.05
-0.13
0.84
-0.04
300
0.0038
0.53
-0.06
-0.16
0.80
-0.05
310
0.0045
0.61
-0.06
-0.20
0.75
-0.06
320
0.0052
0.69
-0.07
-0.26
0.69
-0.07
330
0.0059
0.76
-0.07
-0.31
0.63
-0.07
340
0.0065
0.82
-0.08
-0.38
0.56
-0.07
350
0.0070
0.85
-0.08
-0.45
0.49
-0.07
360
0.0072
0.86
-0.08
-0.53
0.42
-0.07
370
0.0073
0.85
-0.07
-0.61
0.35
-0.07
380
0.0070
0.81
-0.07
-0.69
0.29
-0.06
390
0.0066
0.74
-0.06
-0.76
0.23
-0.05
400
0.0059
0.67
-0.06
-0.83
0.18
-0.05
410
0.0052
0.58
-0.04
-0.89
0.14
-0.04
420
0.0044
0.49
-0.03
-0.94
Quoted contract greeks from the delayed feed (not modeled here); the highlighted row is nearest to spot. Showing 15 strikes around the money — all 40 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.