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
24.3%
29275 strike
EXPECTED MOVE
$893.30
ATM straddle
MAX PAIN
$29,925.00
+2.2%
PUT/CALL VOLUME
0.31
44 / 143
NOV 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 681.60 | 719.30 | 1127.80 | 1 | 25.9% | 0.640 | 0.0003 | -25.165 | 28900 | -25.214 | 0.0003 | -0.360 | 25.7% | 1 | 1 | 285.57 | 307.20 | 284.00 | |
| 663.30 | 700.70 | 0.00 | 25.8% | 0.632 | 0.0003 | -25.253 | 28925 | -25.300 | 0.0003 | -0.368 | 25.6% | 0.00 | 314.90 | 291.50 | ||||
| 655.10 | 684.80 | 815.00 | 1 | 25.9% | 0.625 | 0.0003 | -25.333 | 28950 | -25.376 | 0.0003 | -0.375 | 25.7% | 0.00 | 328.20 | 299.30 | |||
| 630.10 | 667.40 | 0.00 | 25.6% | 0.617 | 0.0003 | -25.402 | 28975 | -25.442 | 0.0003 | -0.383 | 25.4% | 0.00 | 330.90 | 307.10 | ||||
| 620.10 | 650.40 | 785.90 | 1 | 25.7% | 0.609 | 0.0003 | -25.462 | 29000 | -25.499 | 0.0003 | -0.391 | 25.3% | 3 | 223.65 | 339.20 | 315.20 | ||
| 597.20 | 633.70 | 0.00 | 25.4% | 0.601 | 0.0003 | -25.511 | 29025 | -25.545 | 0.0003 | -0.399 | 25.2% | 0.00 | 347.70 | 323.40 | ||||
| 588.70 | 617.20 | 0.00 | 25.5% | 0.593 | 0.0003 | -25.550 | 29050 | -25.580 | 0.0003 | -0.407 | 25.1% | 0.00 | 356.40 | 331.90 | ||||
| 572.10 | 600.90 | 0.00 | 25.4% | 0.585 | 0.0003 | -25.577 | 29075 | -25.605 | 0.0003 | -0.415 | 25.0% | 0.00 | 365.30 | 340.50 | ||||
| 556.70 | 590.60 | 0.00 | 25.4% | 0.577 | 0.0003 | -25.594 | 29100 | -25.618 | 0.0003 | -0.423 | 24.9% | 1 | 2 | 489.80 | 374.50 | 349.30 | ||
| 541.20 | 569.10 | 0.00 | 25.2% | 0.569 | 0.0003 | -25.599 | 29125 | -25.620 | 0.0003 | -0.431 | 24.8% | 0.00 | 383.90 | 358.40 | ||||
| 525.80 | 553.60 | 737.10 | 1 | 25.1% | 0.560 | 0.0003 | -25.592 | 29150 | -25.610 | 0.0003 | -0.440 | 24.7% | 5 | 649.68 | 393.40 | 367.20 | ||
| 510.60 | 538.10 | 0.00 | 25.0% | 0.552 | 0.0004 | -25.573 | 29175 | -25.589 | 0.0004 | -0.448 | 24.5% | 0.00 | 400.70 | 376.40 | ||||
| 495.50 | 521.50 | 0.00 | 24.9% | 0.543 | 0.0004 | -25.543 | 29200 | -25.555 | 0.0004 | -0.457 | 24.5% | 4 | 1 | 530.85 | 413.10 | 386.20 | ||
| 482.50 | 507.70 | 635.60 | 1 | 24.8% | 0.535 | 0.0004 | -25.501 | 29225 | -25.510 | 0.0004 | -0.465 | 24.4% | 0.00 | 422.30 | 396.20 | |||
| 465.70 | 491.20 | 794.70 | 1 | 24.6% | 0.526 | 0.0004 | -25.447 | 29250 | -25.453 | 0.0004 | -0.474 | 24.3% | 0.00 | 433.70 | 406.10 | |||
| 448.20 | 478.50 | 777.40 | 1 | 24.5% | 0.517 | 0.0004 | -25.380 | 29275 | -25.383 | 0.0004 | -0.483 | 24.1% | 1 | 567.00 | 443.30 | 416.60 | ||
| 434.20 | 464.10 | 0.00 | 24.4% | 0.508 | 0.0004 | -25.300 | 29300 | -25.300 | 0.0004 | -0.491 | 24.1% | 1 | 1 | 422.40 | 455.20 | 427.00 | ||
| 422.70 | 448.30 | 451.30 | 56 | 24.3% | 0.499 | 0.0004 | -25.208 | 29325 | -25.205 | 0.0004 | -0.500 | 24.0% | 3 | 485.65 | 465.20 | 438.70 | ||
| 411.90 | 434.40 | 436.90 | 56 | 24.3% | 0.490 | 0.0004 | -25.102 | 29350 | -25.096 | 0.0004 | -0.509 | 23.8% | 2 | 751.65 | 475.80 | 448.80 | ||
| 396.50 | 421.20 | 0.00 | 24.1% | 0.481 | 0.0004 | -24.984 | 29375 | -24.975 | 0.0004 | -0.518 | 23.7% | 0.00 | 486.50 | 460.10 | ||||
| 383.30 | 407.40 | 776.66 | 5 | 24.1% | 0.472 | 0.0004 | -24.853 | 29400 | -24.841 | 0.0004 | -0.528 | 23.6% | 0.00 | 499.30 | 471.90 | |||
| 370.00 | 395.00 | 0.00 | 24.0% | 0.463 | 0.0004 | -24.708 | 29425 | -24.694 | 0.0004 | -0.537 | 23.5% | 0.00 | 511.10 | 484.60 | ||||
| 354.80 | 382.70 | 0.00 | 23.8% | 0.454 | 0.0004 | -24.552 | 29450 | -24.533 | 0.0004 | -0.546 | 23.4% | 0.00 | 523.80 | 495.60 | ||||
| 344.90 | 368.20 | 0.00 | 23.8% | 0.445 | 0.0004 | -24.381 | 29475 | -24.360 | 0.0004 | -0.555 | 23.4% | 0.00 | 537.30 | 507.40 | ||||
| 332.30 | 355.40 | 621.64 | 1 | 23.6% | 0.435 | 0.0004 | -24.198 | 29500 | -24.173 | 0.0004 | -0.564 | 23.2% | 0.00 | 548.80 | 520.10 | |||
| 320.50 | 343.40 | 0.00 | 23.5% | 0.426 | 0.0004 | -24.001 | 29525 | -23.974 | 0.0004 | -0.574 | 23.2% | 0.00 | 563.10 | 533.50 | ||||
| 310.60 | 331.10 | 0.00 | 23.5% | 0.417 | 0.0004 | -23.791 | 29550 | -23.761 | 0.0004 | -0.583 | 23.1% | 1 | 558.53 | 577.20 | 546.60 | |||
| 292.30 | 321.90 | 0.00 | 23.3% | 0.408 | 0.0004 | -23.568 | 29575 | -23.535 | 0.0004 | -0.592 | 23.0% | 0.00 | 590.60 | 558.70 | ||||
| 286.10 | 308.10 | 0.00 | 23.3% | 0.398 | 0.0004 | -23.333 | 29600 | -23.297 | 0.0004 | -0.602 | 22.9% | 1 | 408.67 | 603.90 | 572.50 | |||
| 276.00 | 295.90 | 0.00 | 23.2% | 0.389 | 0.0004 | -23.085 | 29625 | -23.046 | 0.0004 | -0.611 | 22.6% | 0.00 | 617.70 | 579.20 | ||||
| 266.20 | 286.30 | 525.30 | 3 | 23.2% | 0.380 | 0.0004 | -22.825 | 29650 | -22.782 | 0.0004 | -0.620 | 22.7% | 1 | 452.11 | 632.00 | 599.90 | ||
How this is calculated: Options Chain methodology