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
27.3%
29275 strike
EXPECTED MOVE
$577.60
ATM straddle
MAX PAIN
$29,625.00
+1.2%
PUT/CALL VOLUME
0.84
208 / 249
OCT 29, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 368.00 | 383.80 | 345.20 | 1 | 28.8% | 0.577 | 0.0005 | -52.745 | 29150 | -52.762 | 0.0005 | -0.423 | 27.2% | 1 | 231.90 | 231.30 | 219.20 | ||
| 361.80 | 377.50 | 0.00 | 28.8% | 0.572 | 0.0005 | -52.817 | 29160 | -52.833 | 0.0005 | -0.428 | 27.2% | 0.00 | 235.10 | 222.90 | ||||
| 355.60 | 371.60 | 0.00 | 28.7% | 0.567 | 0.0005 | -52.878 | 29170 | -52.892 | 0.0005 | -0.433 | 27.1% | 0.00 | 239.00 | 226.70 | ||||
| 352.70 | 368.20 | 334.40 | 1 | 28.7% | 0.564 | 0.0005 | -52.905 | 29175 | -52.918 | 0.0005 | -0.436 | 27.1% | 1 | 240.70 | 240.90 | 228.60 | ||
| 349.70 | 365.10 | 0.00 | 28.7% | 0.561 | 0.0005 | -52.928 | 29180 | -52.941 | 0.0005 | -0.439 | 27.1% | 0.00 | 242.90 | 230.50 | ||||
| 343.70 | 359.00 | 0.00 | 28.6% | 0.556 | 0.0005 | -52.967 | 29190 | -52.978 | 0.0005 | -0.444 | 27.0% | 0.00 | 246.80 | 234.30 | ||||
| 337.70 | 352.80 | 321.90 | 1 | 28.5% | 0.551 | 0.0005 | -52.994 | 29200 | -53.005 | 0.0005 | -0.449 | 27.0% | 4 | 1 | 251.10 | 250.80 | 239.90 | |
| 331.80 | 346.90 | 0.00 | 28.5% | 0.545 | 0.0005 | -53.011 | 29210 | -53.020 | 0.0005 | -0.455 | 26.9% | 0.00 | 254.90 | 242.30 | ||||
| 326.00 | 340.90 | 0.00 | 28.4% | 0.540 | 0.0005 | -53.015 | 29220 | -53.023 | 0.0005 | -0.460 | 26.9% | 0.00 | 259.00 | 246.30 | ||||
| 323.00 | 337.90 | 308.80 | 1 | 28.4% | 0.537 | 0.0005 | -53.013 | 29225 | -53.021 | 0.0005 | -0.463 | 26.8% | 1 | 260.90 | 261.00 | 248.20 | ||
| 320.10 | 335.00 | 0.00 | 28.4% | 0.535 | 0.0006 | -53.009 | 29230 | -53.015 | 0.0006 | -0.465 | 26.9% | 0.00 | 263.10 | 252.00 | ||||
| 314.40 | 329.10 | 0.00 | 28.3% | 0.529 | 0.0006 | -52.990 | 29240 | -52.996 | 0.0006 | -0.471 | 26.7% | 0.00 | 267.30 | 254.50 | ||||
| 308.60 | 323.30 | 301.80 | 1 | 28.3% | 0.524 | 0.0006 | -52.960 | 29250 | -52.965 | 0.0006 | -0.476 | 26.8% | 1 | 272.10 | 271.60 | 260.30 | ||
| 303.00 | 317.60 | 0.00 | 28.2% | 0.518 | 0.0006 | -52.918 | 29260 | -52.921 | 0.0006 | -0.482 | 26.7% | 0.00 | 275.80 | 264.50 | ||||
| 297.30 | 312.10 | 0.00 | 28.1% | 0.513 | 0.0006 | -52.864 | 29270 | -52.866 | 0.0006 | -0.487 | 26.6% | 0.00 | 280.20 | 268.90 | ||||
| 294.50 | 309.00 | 243.20 | 1 | 28.1% | 0.510 | 0.0006 | -52.833 | 29275 | -52.834 | 0.0006 | -0.490 | 26.5% | 10 | 270.89 | 282.40 | 269.30 | ||
| 291.70 | 306.20 | 310.00 | 4 | 28.1% | 0.507 | 0.0006 | -52.798 | 29280 | -52.798 | 0.0006 | -0.493 | 26.5% | 0.00 | 284.60 | 271.50 | |||
| 286.20 | 300.60 | 0.00 | 28.0% | 0.502 | 0.0006 | -52.719 | 29290 | -52.718 | 0.0006 | -0.498 | 26.4% | 0.00 | 289.00 | 275.10 | ||||
| 280.70 | 295.00 | 233.70 | 3 | 28.0% | 0.496 | 0.0006 | -52.628 | 29300 | -52.626 | 0.0006 | -0.504 | 26.4% | 34 | 2 | 297.70 | 293.50 | 280.20 | |
| 275.10 | 289.80 | 276.45 | 2 | 1 | 27.9% | 0.491 | 0.0006 | -52.524 | 29310 | -52.521 | 0.0006 | -0.509 | 26.3% | 0.00 | 297.80 | 284.50 | ||
| 269.70 | 283.60 | 271.45 | 2 | 27.8% | 0.485 | 0.0006 | -52.408 | 29320 | -52.404 | 0.0006 | -0.515 | 26.2% | 0.00 | 302.40 | 289.00 | |||
| 267.00 | 280.80 | 265.00 | 1 | 27.8% | 0.482 | 0.0006 | -52.345 | 29325 | -52.340 | 0.0006 | -0.518 | 26.2% | 25 | 1 | 429.62 | 304.70 | 291.70 | |
| 264.30 | 278.30 | 246.50 | 2 | 27.8% | 0.479 | 0.0006 | -52.280 | 29330 | -52.274 | 0.0006 | -0.520 | 26.3% | 0.00 | 307.10 | 295.80 | |||
| 259.00 | 273.40 | 0.00 | 27.7% | 0.474 | 0.0006 | -52.139 | 29340 | -52.132 | 0.0006 | -0.526 | 26.1% | 0.00 | 311.80 | 298.60 | ||||
| 253.80 | 268.10 | 334.02 | 27.7% | 0.468 | 0.0006 | -51.986 | 29350 | -51.977 | 0.0006 | -0.532 | 26.1% | 9 | 576.38 | 316.60 | 303.40 | |||
| 248.60 | 263.00 | 0.00 | 27.6% | 0.463 | 0.0006 | -51.820 | 29360 | -51.811 | 0.0006 | -0.537 | 26.0% | 0.00 | 321.40 | 308.20 | ||||
| 243.50 | 257.90 | 227.35 | 2 | 27.5% | 0.457 | 0.0006 | -51.642 | 29370 | -51.632 | 0.0006 | -0.543 | 25.9% | 2 | 287.70 | 326.40 | 313.20 | ||
| 241.00 | 255.20 | 235.50 | 2 | 27.5% | 0.454 | 0.0006 | -51.549 | 29375 | -51.538 | 0.0006 | -0.546 | 26.0% | 2 | 1 | 297.05 | 328.80 | 317.30 | |
| 238.50 | 252.40 | 0.00 | 27.5% | 0.452 | 0.0006 | -51.452 | 29380 | -51.441 | 0.0006 | -0.549 | 25.9% | 0.00 | 331.30 | 318.20 | ||||
| 233.50 | 247.40 | 0.00 | 27.4% | 0.446 | 0.0006 | -51.250 | 29390 | -51.237 | 0.0006 | -0.554 | 25.8% | 0.00 | 336.40 | 323.20 | ||||
| 228.60 | 242.50 | 723.60 | 4 | 27.4% | 0.440 | 0.0006 | -51.035 | 29400 | -51.020 | 0.0006 | -0.560 | 25.8% | 6 | 6 | 349.00 | 341.50 | 328.30 | |
How this is calculated: Options Chain methodology