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
23.5%
29275 strike
EXPECTED MOVE
$813.70
ATM straddle
MAX PAIN
$29,800.00
+1.8%
PUT/CALL VOLUME
0.39
213 / 542
NOV 3, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 649.70 | 676.70 | 0.00 | 25.3% | 0.650 | 0.0003 | -25.576 | 28900 | -25.624 | 0.0003 | -0.350 | 24.6% | 0.00 | 262.30 | 246.20 | ||||
| 629.00 | 659.20 | 0.00 | 25.1% | 0.642 | 0.0003 | -25.701 | 28925 | -25.745 | 0.0003 | -0.358 | 24.5% | 1 | 559.90 | 269.70 | 253.50 | |||
| 615.90 | 642.80 | 989.10 | 5 | 25.2% | 0.634 | 0.0004 | -25.813 | 28950 | -25.855 | 0.0004 | -0.366 | 24.4% | 0.00 | 277.30 | 260.80 | |||
| 594.80 | 626.00 | 577.05 | 1 | 24.9% | 0.625 | 0.0004 | -25.913 | 28975 | -25.952 | 0.0004 | -0.374 | 24.5% | 0.00 | 291.10 | 268.60 | |||
| 582.80 | 608.00 | 0.00 | 24.9% | 0.617 | 0.0004 | -26.001 | 29000 | -26.037 | 0.0004 | -0.383 | 24.4% | 8 | 6 | 292.50 | 299.30 | 276.50 | ||
| 560.30 | 591.60 | 599.80 | 1 | 24.7% | 0.608 | 0.0004 | -26.076 | 29025 | -26.109 | 0.0004 | -0.392 | 24.3% | 0.00 | 308.70 | 284.60 | |||
| 550.20 | 575.20 | 0.00 | 24.8% | 0.600 | 0.0004 | -26.138 | 29050 | -26.168 | 0.0004 | -0.400 | 24.1% | 0.00 | 314.20 | 292.90 | ||||
| 534.50 | 557.40 | 0.00 | 24.6% | 0.591 | 0.0004 | -26.187 | 29075 | -26.214 | 0.0004 | -0.409 | 24.2% | 0.00 | 328.60 | 301.40 | ||||
| 518.80 | 540.80 | 0.00 | 24.5% | 0.582 | 0.0004 | -26.222 | 29100 | -26.246 | 0.0004 | -0.418 | 23.9% | 2 | 121.50 | 332.00 | 310.20 | |||
| 503.10 | 524.80 | 0.00 | 24.4% | 0.573 | 0.0004 | -26.242 | 29125 | -26.263 | 0.0004 | -0.427 | 23.8% | 0.00 | 341.20 | 319.10 | ||||
| 487.70 | 510.80 | 0.00 | 24.4% | 0.564 | 0.0004 | -26.248 | 29150 | -26.266 | 0.0004 | -0.436 | 23.7% | 9 | 413.30 | 350.60 | 328.30 | |||
| 472.50 | 492.20 | 737.40 | 1 | 24.2% | 0.554 | 0.0004 | -26.239 | 29175 | -26.254 | 0.0004 | -0.446 | 23.6% | 0.00 | 360.20 | 337.70 | |||
| 457.50 | 479.70 | 521.80 | 426 | 1 | 24.1% | 0.545 | 0.0004 | -26.215 | 29200 | -26.227 | 0.0004 | -0.455 | 23.5% | 1 | 651.00 | 370.10 | 346.70 | |
| 442.60 | 464.50 | 0.00 | 24.0% | 0.535 | 0.0004 | -26.177 | 29225 | -26.186 | 0.0004 | -0.465 | 23.4% | 0.00 | 380.10 | 356.60 | ||||
| 428.00 | 448.10 | 0.00 | 23.9% | 0.526 | 0.0004 | -26.122 | 29250 | -26.128 | 0.0004 | -0.474 | 23.2% | 1 | 1 | 371.20 | 390.40 | 366.80 | ||
| 413.60 | 435.00 | 0.00 | 23.8% | 0.516 | 0.0004 | -26.053 | 29275 | -26.055 | 0.0004 | -0.484 | 23.2% | 1 | 304.70 | 400.90 | 377.90 | |||
| 399.40 | 420.30 | 2217.15 | 23.7% | 0.506 | 0.0004 | -25.967 | 29300 | -25.966 | 0.0004 | -0.493 | 23.0% | 4 | 420.63 | 411.70 | 387.80 | |||
| 385.40 | 405.10 | 0.00 | 23.6% | 0.496 | 0.0004 | -25.864 | 29325 | -25.861 | 0.0004 | -0.503 | 22.9% | 2 | 483.45 | 422.30 | 398.60 | |||
| 371.30 | 390.90 | 382.10 | 1 | 23.4% | 0.487 | 0.0004 | -25.745 | 29350 | -25.739 | 0.0004 | -0.513 | 22.8% | 0.00 | 433.50 | 410.60 | |||
| 357.80 | 378.00 | 0.00 | 23.4% | 0.477 | 0.0004 | -25.610 | 29375 | -25.601 | 0.0004 | -0.523 | 22.7% | 0.00 | 445.00 | 421.90 | ||||
| 344.60 | 364.40 | 485.95 | 1 | 23.2% | 0.467 | 0.0004 | -25.459 | 29400 | -25.447 | 0.0004 | -0.533 | 22.6% | 0.00 | 456.80 | 433.60 | |||
| 331.60 | 352.50 | 0.00 | 23.2% | 0.457 | 0.0004 | -25.291 | 29425 | -25.276 | 0.0004 | -0.543 | 22.5% | 0.00 | 468.80 | 444.60 | ||||
| 318.90 | 338.80 | 456.45 | 1 | 23.0% | 0.447 | 0.0004 | -25.107 | 29450 | -25.088 | 0.0004 | -0.553 | 22.4% | 1 | 369.93 | 481.20 | 456.80 | ||
| 306.60 | 327.40 | 0.00 | 23.0% | 0.436 | 0.0004 | -24.906 | 29475 | -24.884 | 0.0004 | -0.564 | 22.3% | 0.00 | 493.90 | 470.20 | ||||
| 294.40 | 314.80 | 581.00 | 1 | 22.9% | 0.426 | 0.0004 | -24.688 | 29500 | -24.664 | 0.0004 | -0.574 | 22.2% | 1 | 305.03 | 506.90 | 481.90 | ||
| 282.60 | 302.80 | 0.00 | 22.8% | 0.416 | 0.0004 | -24.453 | 29525 | -24.426 | 0.0004 | -0.584 | 22.1% | 0.00 | 520.20 | 495.80 | ||||
| 271.10 | 291.30 | 0.00 | 22.7% | 0.406 | 0.0004 | -24.202 | 29550 | -24.172 | 0.0004 | -0.594 | 22.0% | 0.00 | 533.80 | 508.10 | ||||
| 261.70 | 277.70 | 0.00 | 22.6% | 0.396 | 0.0004 | -23.936 | 29575 | -23.902 | 0.0004 | -0.604 | 21.8% | 1 | 490.00 | 552.90 | 514.60 | |||
| 250.70 | 266.80 | 235.00 | 2 | 1 | 22.5% | 0.385 | 0.0004 | -23.653 | 29600 | -23.617 | 0.0004 | -0.614 | 21.8% | 6 | 480.00 | 562.40 | 536.40 | |
| 239.90 | 256.20 | 0.00 | 22.4% | 0.375 | 0.0004 | -23.355 | 29625 | -23.315 | 0.0004 | -0.625 | 21.6% | 0.00 | 581.20 | 542.40 | ||||
| 228.60 | 245.60 | 245.36 | 1 | 3 | 22.2% | 0.365 | 0.0004 | -23.041 | 29650 | -22.998 | 0.0004 | -0.635 | 21.6% | 3 | 491.20 | 592.00 | 563.70 | |
How this is calculated: Options Chain methodology