NDX Options Chain
NDX $29,273.40 · Updated Oct 26, 4:00 PM ET
NDX is at $29,273.40. The nearest expiration, Oct 27, 2026 (1 day out), lists 477 strikes, with 3,539 calls and 2,860 puts traded in the latest session. At-the-money implied volatility is 21.0%. The at-the-money straddle prices a move of about $254.90 (0.9%) by expiration.
EXPIRATION
- Oct 27, 2026
- Oct 28, 2026
- Oct 29, 2026
- Oct 30, 2026
- Nov 2, 2026
- Nov 3, 2026
- Nov 4, 2026
- Nov 5, 2026
- Nov 6, 2026
- Nov 9, 2026
- Nov 10, 2026
- Nov 11, 2026
- Nov 12, 2026
- Nov 13, 2026
- Nov 16, 2026
- Nov 17, 2026
ATM IV
24.6%
29275 strike
EXPECTED MOVE
$423.65
ATM straddle
MAX PAIN
$29,750.00
+1.6%
PUT/CALL VOLUME
1.94
1,022 / 528
OCT 28, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 279.00 | 305.70 | 248.00 | 1 | 3 | 25.7% | 0.599 | 0.0007 | -60.517 | 29150 | -60.533 | 0.0007 | -0.401 | 24.5% | 8 | 6 | 177.00 | 157.80 | 145.90 |
| 281.10 | 298.80 | 0.00 | 26.1% | 0.592 | 0.0007 | -60.772 | 29160 | -60.787 | 0.0007 | -0.408 | 24.4% | 1 | 162.90 | 161.40 | 149.50 | |||
| 278.10 | 292.50 | 328.00 | 4 | 26.2% | 0.585 | 0.0007 | -61.001 | 29170 | -61.015 | 0.0007 | -0.415 | 24.3% | 3 | 166.90 | 165.20 | 152.30 | ||
| 275.10 | 289.20 | 285.40 | 1 | 26.2% | 0.581 | 0.0007 | -61.106 | 29175 | -61.119 | 0.0007 | -0.419 | 24.3% | 0.00 | 167.00 | 154.10 | |||
| 271.90 | 286.10 | 0.00 | 26.1% | 0.578 | 0.0007 | -61.204 | 29180 | -61.217 | 0.0007 | -0.422 | 24.2% | 1 | 167.90 | 167.40 | 156.00 | |||
| 265.90 | 279.30 | 0.00 | 26.1% | 0.571 | 0.0007 | -61.380 | 29190 | -61.391 | 0.0007 | -0.429 | 24.1% | 5 | 171.50 | 171.00 | 160.40 | |||
| 259.80 | 273.10 | 296.20 | 4 | 5 | 26.0% | 0.563 | 0.0007 | -61.528 | 29200 | -61.539 | 0.0007 | -0.437 | 24.1% | 16 | 2 | 174.85 | 174.90 | 164.20 |
| 253.90 | 267.60 | 0.00 | 26.0% | 0.556 | 0.0007 | -61.649 | 29210 | -61.658 | 0.0007 | -0.444 | 24.0% | 3 | 181.80 | 178.80 | 168.20 | |||
| 248.10 | 261.00 | 0.00 | 25.9% | 0.549 | 0.0007 | -61.742 | 29220 | -61.749 | 0.0007 | -0.451 | 24.0% | 1 | 183.70 | 182.90 | 172.40 | |||
| 245.20 | 258.10 | 276.00 | 3 | 1 | 25.8% | 0.545 | 0.0007 | -61.777 | 29225 | -61.784 | 0.0007 | -0.455 | 23.9% | 1 | 311.35 | 184.90 | 174.40 | |
| 242.20 | 255.10 | 273.00 | 3 | 25.8% | 0.541 | 0.0007 | -61.806 | 29230 | -61.812 | 0.0007 | -0.459 | 23.9% | 0.00 | 187.00 | 175.50 | |||
| 236.40 | 249.40 | 0.00 | 25.8% | 0.534 | 0.0008 | -61.842 | 29240 | -61.847 | 0.0008 | -0.466 | 23.8% | 0.00 | 191.10 | 180.00 | ||||
| 230.70 | 243.00 | 0.00 | 25.7% | 0.527 | 0.0008 | -61.849 | 29250 | -61.853 | 0.0008 | -0.473 | 23.6% | 9 | 1 | 353.82 | 195.30 | 181.90 | ||
| 225.00 | 237.80 | 247.50 | 2 | 25.6% | 0.519 | 0.0008 | -61.826 | 29260 | -61.829 | 0.0008 | -0.481 | 23.6% | 4 | 170.44 | 199.60 | 187.00 | ||
| 220.70 | 232.10 | 235.90 | 2 | 25.6% | 0.512 | 0.0008 | -61.773 | 29270 | -61.775 | 0.0008 | -0.488 | 23.5% | 0.00 | 204.00 | 191.50 | |||
| 216.60 | 229.30 | 0.00 | 25.5% | 0.508 | 0.0008 | -61.736 | 29275 | -61.736 | 0.0008 | -0.492 | 23.6% | 1 | 543.13 | 206.20 | 195.20 | |||
| 213.80 | 225.70 | 242.70 | 2 | 25.4% | 0.504 | 0.0008 | -61.690 | 29280 | -61.690 | 0.0008 | -0.496 | 23.5% | 0.00 | 208.40 | 195.80 | |||
| 208.40 | 220.90 | 0.00 | 25.4% | 0.497 | 0.0008 | -61.576 | 29290 | -61.575 | 0.0008 | -0.503 | 23.5% | 4 | 188.65 | 212.90 | 201.90 | |||
| 202.90 | 215.40 | 236.30 | 1 | 1 | 25.3% | 0.489 | 0.0008 | -61.430 | 29300 | -61.428 | 0.0008 | -0.511 | 23.4% | 3 | 13 | 221.20 | 217.30 | 205.80 |
| 197.30 | 210.40 | 255.00 | 2 | 25.3% | 0.481 | 0.0008 | -61.254 | 29310 | -61.250 | 0.0008 | -0.518 | 23.3% | 1 | 3 | 199.79 | 221.90 | 210.00 | |
| 192.20 | 204.70 | 191.10 | 2 | 25.2% | 0.474 | 0.0008 | -61.047 | 29320 | -61.042 | 0.0008 | -0.526 | 23.2% | 0.00 | 226.70 | 214.80 | |||
| 189.50 | 202.10 | 213.29 | 21 | 1 | 25.2% | 0.470 | 0.0008 | -60.931 | 29325 | -60.926 | 0.0008 | -0.530 | 23.2% | 1 | 8 | 220.00 | 229.10 | 217.80 |
| 187.00 | 199.50 | 212.49 | 21 | 1 | 25.1% | 0.466 | 0.0008 | -60.809 | 29330 | -60.803 | 0.0008 | -0.534 | 23.2% | 2 | 232.60 | 231.50 | 220.60 | |
| 181.80 | 194.50 | 0.00 | 25.1% | 0.459 | 0.0008 | -60.541 | 29340 | -60.533 | 0.0008 | -0.541 | 23.2% | 0.00 | 236.40 | 225.40 | ||||
| 176.80 | 189.20 | 182.00 | 1 | 2 | 25.0% | 0.451 | 0.0008 | -60.242 | 29350 | -60.233 | 0.0008 | -0.549 | 23.0% | 2 | 297.80 | 241.40 | 229.60 | |
| 171.80 | 183.80 | 0.00 | 24.9% | 0.443 | 0.0008 | -59.913 | 29360 | -59.903 | 0.0008 | -0.557 | 23.0% | 2 | 235.00 | 246.40 | 234.70 | |||
| 167.00 | 178.10 | 0.00 | 24.8% | 0.436 | 0.0008 | -59.552 | 29370 | -59.541 | 0.0008 | -0.564 | 22.9% | 0.00 | 251.60 | 239.90 | ||||
| 164.60 | 176.00 | 355.45 | 1 | 24.8% | 0.432 | 0.0008 | -59.360 | 29375 | -59.349 | 0.0008 | -0.568 | 22.9% | 1 | 1 | 265.23 | 254.20 | 242.60 | |
| 162.20 | 173.30 | 0.00 | 24.7% | 0.428 | 0.0008 | -59.161 | 29380 | -59.148 | 0.0008 | -0.572 | 22.9% | 2 | 223.90 | 256.90 | 245.40 | |||
| 157.50 | 168.40 | 0.00 | 24.7% | 0.420 | 0.0008 | -58.739 | 29390 | -58.725 | 0.0008 | -0.580 | 22.8% | 0.00 | 262.20 | 250.50 | ||||
| 152.60 | 164.60 | 207.10 | 2 | 2 | 24.6% | 0.413 | 0.0008 | -58.286 | 29400 | -58.271 | 0.0008 | -0.587 | 22.7% | 5 | 1 | 277.28 | 267.70 | 255.80 |
How this is calculated: Options Chain methodology