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
27.6%
29275 strike
EXPECTED MOVE
$675.05
ATM straddle
MAX PAIN
$29,900.00
+2.1%
PUT/CALL VOLUME
2.24
1,560 / 697
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 421.30 | 436.60 | 448.20 | 13 | 12 | 28.9% | 0.572 | 0.0004 | -45.318 | 29150 | -45.335 | 0.0004 | -0.428 | 27.7% | 15 | 526.40 | 276.60 | 263.70 | |
| 403.70 | 430.40 | 0.00 | 28.4% | 0.567 | 0.0005 | -45.345 | 29160 | -45.361 | 0.0005 | -0.433 | 27.7% | 0.00 | 283.00 | 267.00 | ||||
| 397.60 | 428.80 | 0.00 | 28.5% | 0.563 | 0.0005 | -45.366 | 29170 | -45.381 | 0.0005 | -0.437 | 28.3% | 0.00 | 301.60 | 270.80 | ||||
| 406.00 | 421.10 | 410.50 | 2 | 19 | 28.8% | 0.561 | 0.0005 | -45.374 | 29175 | -45.388 | 0.0005 | -0.439 | 27.6% | 5 | 2 | 247.56 | 286.10 | 273.10 |
| 391.60 | 422.80 | 0.00 | 28.5% | 0.558 | 0.0005 | -45.380 | 29180 | -45.394 | 0.0005 | -0.442 | 28.2% | 0.00 | 305.40 | 274.60 | ||||
| 385.90 | 411.90 | 0.00 | 28.3% | 0.554 | 0.0005 | -45.388 | 29190 | -45.401 | 0.0005 | -0.446 | 27.9% | 0.00 | 302.90 | 278.50 | ||||
| 391.00 | 405.90 | 424.64 | 3 | 5 | 28.7% | 0.549 | 0.0005 | -45.389 | 29200 | -45.401 | 0.0005 | -0.451 | 27.4% | 13 | 10 | 299.10 | 296.00 | 282.80 |
| 373.80 | 400.10 | 0.00 | 28.2% | 0.545 | 0.0005 | -45.384 | 29210 | -45.395 | 0.0005 | -0.455 | 28.1% | 0.00 | 317.20 | 286.40 | ||||
| 368.30 | 393.80 | 0.00 | 28.1% | 0.540 | 0.0005 | -45.373 | 29220 | -45.382 | 0.0005 | -0.460 | 27.7% | 0.00 | 315.10 | 290.40 | ||||
| 376.20 | 390.90 | 310.30 | 8 | 28.5% | 0.538 | 0.0005 | -45.365 | 29225 | -45.373 | 0.0005 | -0.462 | 27.3% | 5 | 294.70 | 306.20 | 292.80 | ||
| 362.20 | 388.20 | 296.04 | 10 | 28.1% | 0.536 | 0.0005 | -45.355 | 29230 | -45.362 | 0.0005 | -0.464 | 27.6% | 0.00 | 317.40 | 294.40 | |||
| 357.10 | 382.40 | 0.00 | 28.1% | 0.531 | 0.0005 | -45.330 | 29240 | -45.336 | 0.0005 | -0.469 | 27.6% | 0.00 | 323.50 | 298.50 | ||||
| 361.70 | 376.10 | 394.14 | 2 | 2 | 28.4% | 0.526 | 0.0005 | -45.298 | 29250 | -45.304 | 0.0005 | -0.474 | 27.2% | 11 | 5 | 286.46 | 316.60 | 303.10 |
| 345.10 | 370.50 | 0.00 | 27.9% | 0.522 | 0.0005 | -45.260 | 29260 | -45.264 | 0.0005 | -0.478 | 27.5% | 3 | 315.90 | 330.30 | 306.80 | |||
| 339.50 | 364.50 | 0.00 | 27.9% | 0.517 | 0.0005 | -45.215 | 29270 | -45.218 | 0.0005 | -0.483 | 27.5% | 0.00 | 336.70 | 311.00 | ||||
| 347.50 | 361.70 | 288.00 | 40 | 28.3% | 0.515 | 0.0005 | -45.189 | 29275 | -45.192 | 0.0005 | -0.485 | 27.0% | 7 | 310.70 | 327.30 | 313.60 | ||
| 334.30 | 359.20 | 0.00 | 27.8% | 0.512 | 0.0005 | -45.162 | 29280 | -45.164 | 0.0005 | -0.488 | 27.4% | 5 | 305.00 | 339.50 | 315.30 | |||
| 328.40 | 353.50 | 0.00 | 27.8% | 0.508 | 0.0005 | -45.103 | 29290 | -45.103 | 0.0005 | -0.492 | 27.4% | 0.00 | 345.50 | 319.60 | ||||
| 333.60 | 347.50 | 353.62 | 7 | 22 | 28.1% | 0.503 | 0.0005 | -45.036 | 29300 | -45.036 | 0.0005 | -0.497 | 26.9% | 69 | 36 | 344.40 | 338.30 | 324.50 |
| 317.90 | 342.30 | 343.00 | 2 | 27.7% | 0.498 | 0.0005 | -44.963 | 29310 | -44.961 | 0.0005 | -0.502 | 27.3% | 2 | 332.00 | 355.10 | 328.40 | ||
| 312.50 | 336.80 | 0.00 | 27.6% | 0.493 | 0.0005 | -44.882 | 29320 | -44.879 | 0.0005 | -0.506 | 27.5% | 6 | 293.20 | 364.40 | 332.90 | |||
| 319.50 | 333.70 | 318.00 | 1 | 10 | 28.0% | 0.491 | 0.0005 | -44.839 | 29325 | -44.835 | 0.0005 | -0.509 | 26.7% | 1 | 301.27 | 349.30 | 335.60 | |
| 307.40 | 330.70 | 0.00 | 27.6% | 0.489 | 0.0005 | -44.794 | 29330 | -44.789 | 0.0005 | -0.511 | 27.2% | 0.00 | 364.10 | 337.40 | ||||
| 301.90 | 325.90 | 0.00 | 27.5% | 0.484 | 0.0005 | -44.698 | 29340 | -44.693 | 0.0005 | -0.516 | 27.4% | 0.00 | 373.60 | 341.90 | ||||
| 306.10 | 320.20 | 305.00 | 6 | 27.9% | 0.479 | 0.0005 | -44.596 | 29350 | -44.589 | 0.0005 | -0.521 | 26.6% | 4 | 1 | 317.05 | 360.90 | 347.20 | |
| 291.70 | 322.20 | 258.46 | 4 | 27.7% | 0.474 | 0.0005 | -44.487 | 29360 | -44.479 | 0.0005 | -0.526 | 27.0% | 2 | 330.00 | 378.20 | 351.20 | ||
| 286.40 | 309.50 | 300.40 | 1 | 27.4% | 0.469 | 0.0005 | -44.370 | 29370 | -44.361 | 0.0005 | -0.530 | 27.0% | 0.00 | 383.10 | 355.90 | |||
| 293.00 | 306.70 | 291.10 | 3 | 7 | 27.7% | 0.467 | 0.0005 | -44.309 | 29375 | -44.299 | 0.0005 | -0.533 | 26.5% | 7 | 3 | 351.94 | 372.70 | 359.20 |
| 280.90 | 304.30 | 354.50 | 4 | 27.3% | 0.465 | 0.0005 | -44.246 | 29380 | -44.236 | 0.0005 | -0.535 | 27.0% | 0.00 | 388.10 | 360.70 | |||
| 276.30 | 306.70 | 0.00 | 27.6% | 0.460 | 0.0005 | -44.115 | 29390 | -44.104 | 0.0005 | -0.540 | 26.9% | 2 | 330.00 | 393.10 | 365.50 | |||
| 280.20 | 293.90 | 279.00 | 9 | 17 | 27.6% | 0.455 | 0.0005 | -43.977 | 29400 | -43.965 | 0.0005 | -0.545 | 26.4% | 18 | 2 | 342.34 | 384.90 | 371.40 |
How this is calculated: Options Chain methodology