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
23.1%
29275 strike
EXPECTED MOVE
$750.50
ATM straddle
MAX PAIN
$30,300.00
+3.5%
PUT/CALL VOLUME
1.43
478 / 334
NOV 2, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 617.00 | 644.80 | 0.00 | 25.0% | 0.660 | 0.0004 | -26.817 | 28900 | -26.865 | 0.0004 | -0.340 | 24.3% | 3 | 325.32 | 232.30 | 217.80 | |||
| 587.20 | 625.30 | 0.00 | 24.5% | 0.651 | 0.0004 | -26.983 | 28925 | -27.028 | 0.0004 | -0.349 | 24.2% | 1 | 565.40 | 239.70 | 224.80 | |||
| 583.20 | 607.80 | 0.00 | 24.8% | 0.642 | 0.0004 | -27.134 | 28950 | -27.176 | 0.0004 | -0.358 | 24.1% | 68 | 244.92 | 247.00 | 232.30 | |||
| 556.50 | 590.50 | 0.00 | 24.4% | 0.633 | 0.0004 | -27.269 | 28975 | -27.308 | 0.0004 | -0.367 | 24.0% | 3 | 352.42 | 256.10 | 239.50 | |||
| 550.00 | 575.70 | 482.00 | 3 | 24.7% | 0.624 | 0.0004 | -27.390 | 29000 | -27.426 | 0.0004 | -0.376 | 23.9% | 4 | 62 | 251.00 | 264.00 | 247.60 | |
| 525.70 | 558.00 | 968.20 | 8 | 24.3% | 0.615 | 0.0004 | -27.495 | 29025 | -27.528 | 0.0004 | -0.385 | 23.8% | 2 | 255.06 | 272.10 | 255.40 | ||
| 517.40 | 542.40 | 542.67 | 2 | 24.5% | 0.605 | 0.0004 | -27.584 | 29050 | -27.614 | 0.0004 | -0.395 | 23.7% | 1 | 2 | 262.98 | 280.40 | 263.20 | |
| 496.30 | 526.00 | 0.00 | 24.2% | 0.596 | 0.0004 | -27.656 | 29075 | -27.683 | 0.0004 | -0.404 | 23.7% | 0.00 | 294.00 | 271.90 | ||||
| 485.90 | 508.20 | 388.50 | 4 | 24.3% | 0.586 | 0.0004 | -27.711 | 29100 | -27.735 | 0.0004 | -0.414 | 23.6% | 3 | 12 | 287.80 | 302.90 | 281.00 | |
| 470.30 | 493.30 | 0.00 | 24.2% | 0.576 | 0.0004 | -27.749 | 29125 | -27.769 | 0.0004 | -0.424 | 23.4% | 2 | 1 | 308.10 | 309.90 | 289.30 | ||
| 454.90 | 476.60 | 501.86 | 5 | 5 | 24.1% | 0.566 | 0.0004 | -27.768 | 29150 | -27.786 | 0.0004 | -0.434 | 23.3% | 6 | 8 | 320.05 | 319.30 | 299.20 |
| 439.70 | 460.90 | 0.00 | 23.9% | 0.556 | 0.0004 | -27.768 | 29175 | -27.783 | 0.0004 | -0.444 | 23.2% | 10 | 4 | 324.30 | 328.90 | 307.90 | ||
| 424.70 | 446.50 | 470.40 | 5 | 5 | 23.9% | 0.546 | 0.0004 | -27.751 | 29200 | -27.762 | 0.0004 | -0.454 | 23.1% | 12 | 1 | 334.90 | 338.80 | 317.40 |
| 410.00 | 430.10 | 0.00 | 23.7% | 0.536 | 0.0004 | -27.714 | 29225 | -27.723 | 0.0004 | -0.464 | 23.0% | 1 | 346.20 | 348.90 | 328.10 | |||
| 395.40 | 415.80 | 408.88 | 2 | 23.6% | 0.525 | 0.0004 | -27.658 | 29250 | -27.664 | 0.0004 | -0.474 | 22.9% | 4 | 355.50 | 359.20 | 337.50 | ||
| 381.10 | 402.20 | 399.70 | 4 | 23.5% | 0.515 | 0.0004 | -27.583 | 29275 | -27.585 | 0.0004 | -0.485 | 22.8% | 2 | 367.44 | 369.80 | 347.90 | ||
| 367.00 | 387.30 | 784.70 | 1 | 23.4% | 0.504 | 0.0004 | -27.487 | 29300 | -27.486 | 0.0004 | -0.495 | 22.7% | 7 | 1 | 368.80 | 380.70 | 358.60 | |
| 353.10 | 374.00 | 356.20 | 1 | 2 | 23.3% | 0.494 | 0.0004 | -27.371 | 29325 | -27.367 | 0.0004 | -0.506 | 22.6% | 0.00 | 391.40 | 370.50 | ||
| 339.20 | 359.40 | 346.70 | 1 | 2 | 23.2% | 0.483 | 0.0004 | -27.234 | 29350 | -27.227 | 0.0004 | -0.517 | 22.4% | 1 | 537.85 | 402.80 | 380.90 | |
| 325.80 | 346.00 | 334.30 | 1 | 23.1% | 0.472 | 0.0004 | -27.077 | 29375 | -27.067 | 0.0004 | -0.528 | 22.3% | 0.00 | 414.50 | 393.40 | |||
| 312.80 | 333.20 | 323.70 | 2 | 1 | 23.0% | 0.461 | 0.0004 | -26.899 | 29400 | -26.886 | 0.0004 | -0.538 | 22.2% | 2 | 262.25 | 426.40 | 404.20 | |
| 300.00 | 320.70 | 305.20 | 1 | 22.9% | 0.450 | 0.0004 | -26.701 | 29425 | -26.685 | 0.0004 | -0.549 | 22.1% | 0.00 | 438.70 | 416.30 | |||
| 287.60 | 306.70 | 296.00 | 1 | 1 | 22.7% | 0.440 | 0.0004 | -26.482 | 29450 | -26.463 | 0.0004 | -0.560 | 22.0% | 0.00 | 451.40 | 428.60 | ||
| 275.50 | 296.10 | 286.50 | 1 | 22.7% | 0.428 | 0.0004 | -26.242 | 29475 | -26.220 | 0.0004 | -0.571 | 21.9% | 0.00 | 464.40 | 441.90 | |||
| 265.60 | 281.90 | 265.80 | 6 | 2 | 22.6% | 0.417 | 0.0004 | -25.981 | 29500 | -25.956 | 0.0004 | -0.582 | 21.8% | 6 | 293.87 | 477.70 | 455.20 | |
| 254.00 | 270.60 | 261.80 | 1 | 22.5% | 0.406 | 0.0004 | -25.699 | 29525 | -25.671 | 0.0004 | -0.593 | 21.7% | 0.00 | 491.40 | 467.40 | |||
| 241.90 | 257.90 | 251.20 | 1 | 22.3% | 0.396 | 0.0004 | -25.396 | 29550 | -25.365 | 0.0004 | -0.604 | 21.6% | 1 | 344.77 | 505.40 | 480.90 | ||
| 231.20 | 248.20 | 239.30 | 1 | 22.3% | 0.385 | 0.0004 | -25.074 | 29575 | -25.040 | 0.0004 | -0.615 | 21.6% | 0.00 | 523.90 | 495.70 | |||
| 220.50 | 237.30 | 261.30 | 4 | 12 | 22.1% | 0.373 | 0.0004 | -24.732 | 29600 | -24.695 | 0.0004 | -0.626 | 21.4% | 2 | 347.20 | 534.70 | 509.70 | |
| 209.90 | 226.60 | 0.00 | 22.0% | 0.362 | 0.0004 | -24.370 | 29625 | -24.330 | 0.0004 | -0.637 | 21.3% | 0.00 | 557.10 | 516.10 | ||||
| 200.00 | 215.80 | 0.00 | 21.9% | 0.352 | 0.0004 | -23.989 | 29650 | -23.945 | 0.0004 | -0.648 | 21.2% | 1 | 277.40 | 565.30 | 538.50 | |||
How this is calculated: Options Chain methodology