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
24.5%
29275 strike
EXPECTED MOVE
$948.40
ATM straddle
MAX PAIN
$30,200.00
+3.2%
PUT/CALL VOLUME
26.60
133 / 5
NOV 5, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 711.40 | 747.40 | 0.00 | 26.1% | 0.634 | 0.0003 | -23.985 | 28900 | -24.037 | 0.0003 | -0.365 | 25.9% | 0.00 | 330.80 | 310.50 | ||||
| 690.80 | 730.90 | 0.00 | 25.9% | 0.627 | 0.0003 | -24.054 | 28925 | -24.103 | 0.0003 | -0.373 | 25.7% | 1 | 342.16 | 338.10 | 317.30 | |||
| 683.40 | 712.10 | 0.00 | 26.0% | 0.620 | 0.0003 | -24.114 | 28950 | -24.160 | 0.0003 | -0.380 | 25.6% | 0.00 | 346.70 | 323.90 | ||||
| 657.20 | 696.30 | 0.00 | 25.7% | 0.613 | 0.0003 | -24.167 | 28975 | -24.209 | 0.0003 | -0.387 | 25.5% | 0.00 | 354.90 | 332.40 | ||||
| 648.70 | 678.90 | 2111.08 | 1 | 25.8% | 0.605 | 0.0003 | -24.211 | 29000 | -24.250 | 0.0003 | -0.395 | 25.4% | 6 | 2 | 339.94 | 362.50 | 340.00 | |
| 624.30 | 662.90 | 0.00 | 25.5% | 0.598 | 0.0003 | -24.246 | 29025 | -24.282 | 0.0003 | -0.402 | 25.3% | 0.00 | 371.00 | 350.10 | ||||
| 616.10 | 645.80 | 0.00 | 25.6% | 0.590 | 0.0003 | -24.273 | 29050 | -24.306 | 0.0003 | -0.410 | 25.2% | 0.00 | 380.60 | 357.00 | ||||
| 601.60 | 635.70 | 0.00 | 25.7% | 0.583 | 0.0003 | -24.290 | 29075 | -24.319 | 0.0003 | -0.417 | 25.1% | 1 | 435.79 | 389.40 | 365.90 | |||
| 585.60 | 613.40 | 0.00 | 25.4% | 0.575 | 0.0003 | -24.297 | 29100 | -24.324 | 0.0003 | -0.425 | 25.0% | 4 | 694.85 | 398.60 | 374.50 | |||
| 570.30 | 595.80 | 0.00 | 25.3% | 0.567 | 0.0003 | -24.295 | 29125 | -24.318 | 0.0003 | -0.433 | 24.9% | 0.00 | 408.70 | 383.30 | ||||
| 555.40 | 582.60 | 0.00 | 25.3% | 0.559 | 0.0003 | -24.284 | 29150 | -24.303 | 0.0003 | -0.441 | 24.8% | 2 | 667.53 | 418.00 | 393.00 | |||
| 538.00 | 564.60 | 0.00 | 25.0% | 0.551 | 0.0003 | -24.262 | 29175 | -24.279 | 0.0003 | -0.449 | 24.7% | 4 | 503.70 | 427.20 | 402.60 | |||
| 523.00 | 551.70 | 0.00 | 25.0% | 0.543 | 0.0003 | -24.230 | 29200 | -24.244 | 0.0003 | -0.457 | 24.6% | 3 | 481.11 | 437.30 | 412.40 | |||
| 508.40 | 534.70 | 0.00 | 24.8% | 0.535 | 0.0003 | -24.189 | 29225 | -24.199 | 0.0003 | -0.465 | 24.5% | 0.00 | 446.50 | 422.30 | ||||
| 495.10 | 519.70 | 0.00 | 24.8% | 0.527 | 0.0003 | -24.137 | 29250 | -24.144 | 0.0003 | -0.473 | 24.4% | 0.00 | 458.20 | 431.90 | ||||
| 480.60 | 505.50 | 0.00 | 24.7% | 0.518 | 0.0003 | -24.075 | 29275 | -24.079 | 0.0003 | -0.482 | 24.3% | 1 | 669.68 | 468.10 | 442.60 | |||
| 464.90 | 491.80 | 0.00 | 24.6% | 0.510 | 0.0003 | -24.002 | 29300 | -24.003 | 0.0003 | -0.490 | 24.2% | 4 | 681.68 | 479.00 | 452.30 | |||
| 451.20 | 476.70 | 0.00 | 24.5% | 0.501 | 0.0003 | -23.919 | 29325 | -23.916 | 0.0003 | -0.498 | 24.1% | 0.00 | 489.80 | 463.70 | ||||
| 437.00 | 462.80 | 0.00 | 24.3% | 0.493 | 0.0003 | -23.824 | 29350 | -23.818 | 0.0003 | -0.507 | 24.0% | 3 | 579.05 | 500.10 | 473.90 | |||
| 426.30 | 450.20 | 0.00 | 24.4% | 0.484 | 0.0003 | -23.718 | 29375 | -23.710 | 0.0003 | -0.515 | 23.9% | 2 | 781.51 | 512.40 | 485.60 | |||
| 410.80 | 435.30 | 432.25 | 6 | 24.2% | 0.476 | 0.0003 | -23.602 | 29400 | -23.590 | 0.0003 | -0.524 | 23.9% | 1 | 1 | 491.78 | 524.30 | 498.70 | |
| 399.70 | 423.20 | 0.00 | 24.2% | 0.467 | 0.0003 | -23.475 | 29425 | -23.460 | 0.0003 | -0.533 | 23.7% | 1 | 588.61 | 535.80 | 508.40 | |||
| 385.60 | 408.60 | 0.00 | 24.0% | 0.459 | 0.0003 | -23.338 | 29450 | -23.319 | 0.0003 | -0.541 | 23.6% | 0.00 | 548.00 | 520.50 | ||||
| 372.90 | 396.10 | 0.00 | 23.9% | 0.450 | 0.0003 | -23.189 | 29475 | -23.167 | 0.0003 | -0.550 | 23.5% | 0.00 | 560.10 | 532.50 | ||||
| 360.50 | 383.40 | 377.89 | 2 | 23.8% | 0.441 | 0.0003 | -23.030 | 29500 | -23.005 | 0.0003 | -0.559 | 23.5% | 8 | 2 | 583.76 | 577.40 | 544.50 | |
| 348.30 | 371.80 | 0.00 | 23.7% | 0.432 | 0.0003 | -22.859 | 29525 | -22.831 | 0.0003 | -0.567 | 23.4% | 0.00 | 587.40 | 556.70 | ||||
| 336.40 | 359.00 | 0.00 | 23.6% | 0.424 | 0.0003 | -22.677 | 29550 | -22.646 | 0.0003 | -0.576 | 23.2% | 0.00 | 600.50 | 568.40 | ||||
| 324.70 | 346.20 | 0.00 | 23.5% | 0.415 | 0.0003 | -22.485 | 29575 | -22.450 | 0.0003 | -0.585 | 23.1% | 0.00 | 613.10 | 581.20 | ||||
| 312.90 | 335.80 | 449.00 | 1 | 23.5% | 0.406 | 0.0003 | -22.281 | 29600 | -22.243 | 0.0003 | -0.594 | 23.0% | 0.00 | 626.70 | 594.10 | |||
| 301.30 | 324.30 | 0.00 | 23.4% | 0.397 | 0.0003 | -22.067 | 29625 | -22.026 | 0.0003 | -0.603 | 22.7% | 0.00 | 640.10 | 600.30 | ||||
| 290.80 | 312.60 | 0.00 | 23.3% | 0.388 | 0.0003 | -21.843 | 29650 | -21.798 | 0.0003 | -0.612 | 22.8% | 0.00 | 655.10 | 620.50 | ||||
How this is calculated: Options Chain methodology