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
24.9%
29275 strike
EXPECTED MOVE
$1,011.75
ATM straddle
MAX PAIN
$30,200.00
+3.2%
PUT/CALL VOLUME
1.02
270 / 265
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 752.80 | 787.70 | 0.00 | 26.7% | 0.630 | 0.0003 | -23.433 | 28900 | -23.481 | 0.0003 | -0.370 | 26.3% | 3 | 2 | 348.45 | 359.50 | 339.00 | ||
| 735.70 | 776.60 | 0.00 | 26.7% | 0.623 | 0.0003 | -23.490 | 28925 | -23.536 | 0.0003 | -0.377 | 26.2% | 1 | 358.80 | 367.30 | 345.60 | |||
| 721.60 | 752.10 | 0.00 | 26.5% | 0.616 | 0.0003 | -23.541 | 28950 | -23.584 | 0.0003 | -0.384 | 26.3% | 0.00 | 382.80 | 353.20 | ||||
| 702.20 | 743.00 | 0.00 | 26.6% | 0.609 | 0.0003 | -23.585 | 28975 | -23.624 | 0.0003 | -0.391 | 26.0% | 1 | 294.65 | 383.80 | 361.50 | |||
| 688.30 | 718.90 | 735.65 | 3 | 26.3% | 0.602 | 0.0003 | -23.621 | 29000 | -23.658 | 0.0003 | -0.397 | 25.9% | 7 | 15 | 344.45 | 394.00 | 369.40 | |
| 672.70 | 702.40 | 0.00 | 26.3% | 0.595 | 0.0003 | -23.649 | 29025 | -23.683 | 0.0003 | -0.404 | 25.8% | 0.00 | 400.70 | 378.50 | ||||
| 655.80 | 685.90 | 0.00 | 26.1% | 0.588 | 0.0003 | -23.670 | 29050 | -23.701 | 0.0003 | -0.412 | 25.7% | 0.00 | 410.70 | 386.20 | ||||
| 631.30 | 668.00 | 0.00 | 25.8% | 0.581 | 0.0003 | -23.682 | 29075 | -23.710 | 0.0003 | -0.419 | 25.6% | 2 | 409.55 | 418.30 | 395.70 | |||
| 625.90 | 651.80 | 602.10 | 1 | 25.9% | 0.574 | 0.0003 | -23.686 | 29100 | -23.712 | 0.0003 | -0.426 | 25.5% | 9 | 5 | 421.20 | 427.50 | 404.10 | |
| 610.10 | 637.80 | 589.45 | 1 | 1 | 25.9% | 0.567 | 0.0003 | -23.682 | 29125 | -23.704 | 0.0003 | -0.433 | 25.4% | 0.00 | 436.80 | 413.10 | ||
| 594.80 | 620.30 | 648.70 | 12 | 25.7% | 0.559 | 0.0003 | -23.670 | 29150 | -23.689 | 0.0003 | -0.441 | 25.5% | 2 | 310.35 | 451.90 | 422.80 | ||
| 578.50 | 604.80 | 0.00 | 25.6% | 0.552 | 0.0003 | -23.648 | 29175 | -23.665 | 0.0003 | -0.448 | 25.3% | 5 | 639.02 | 457.30 | 431.80 | |||
| 564.40 | 589.40 | 546.70 | 2 | 25.5% | 0.544 | 0.0003 | -23.619 | 29200 | -23.632 | 0.0003 | -0.456 | 25.3% | 15 | 608.40 | 471.40 | 441.20 | ||
| 549.60 | 574.30 | 532.85 | 1 | 25.4% | 0.536 | 0.0003 | -23.581 | 29225 | -23.591 | 0.0003 | -0.463 | 25.0% | 1 | 1 | 466.80 | 474.70 | 451.80 | |
| 533.10 | 559.40 | 0.00 | 25.3% | 0.529 | 0.0003 | -23.534 | 29250 | -23.541 | 0.0003 | -0.471 | 25.1% | 3 | 749.60 | 491.60 | 462.60 | |||
| 510.60 | 544.60 | 495.00 | 1 | 25.0% | 0.521 | 0.0003 | -23.477 | 29275 | -23.482 | 0.0003 | -0.479 | 24.8% | 1 | 539.37 | 496.90 | 471.40 | ||
| 504.90 | 530.10 | 2269.47 | 1 | 25.1% | 0.513 | 0.0003 | -23.412 | 29300 | -23.414 | 0.0003 | -0.486 | 24.8% | 26 | 1 | 454.95 | 508.30 | 481.00 | |
| 490.70 | 517.70 | 0.00 | 25.1% | 0.505 | 0.0003 | -23.338 | 29325 | -23.337 | 0.0003 | -0.494 | 24.6% | 447.68 | 518.30 | 492.30 | ||||
| 476.10 | 501.50 | 0.00 | 24.9% | 0.498 | 0.0003 | -23.254 | 29350 | -23.250 | 0.0003 | -0.502 | 24.6% | 7 | 5 | 601.23 | 530.00 | 503.60 | ||
| 464.10 | 487.70 | 476.68 | 1 | 1 | 24.9% | 0.490 | 0.0003 | -23.161 | 29375 | -23.154 | 0.0003 | -0.510 | 24.5% | 6 | 732.03 | 543.80 | 513.70 | |
| 451.40 | 475.30 | 462.77 | 7 | 8 | 24.8% | 0.482 | 0.0003 | -23.058 | 29400 | -23.048 | 0.0003 | -0.518 | 24.4% | 18 | 784.49 | 552.90 | 525.30 | |
| 436.30 | 465.90 | 449.58 | 1 | 2 | 24.8% | 0.474 | 0.0003 | -22.947 | 29425 | -22.934 | 0.0003 | -0.526 | 24.3% | 2 | 1 | 565.35 | 564.30 | 536.60 |
| 424.80 | 446.80 | 487.50 | 3 | 24.6% | 0.466 | 0.0003 | -22.826 | 29450 | -22.810 | 0.0003 | -0.534 | 24.2% | 1 | 1 | 577.55 | 576.90 | 547.80 | |
| 409.60 | 435.10 | 429.98 | 1 | 1 | 24.5% | 0.458 | 0.0003 | -22.695 | 29475 | -22.676 | 0.0003 | -0.542 | 24.1% | 3 | 1 | 543.53 | 588.80 | 559.60 |
| 396.90 | 422.60 | 441.95 | 2 | 3 | 24.4% | 0.449 | 0.0003 | -22.555 | 29500 | -22.534 | 0.0003 | -0.550 | 24.0% | 9 | 2 | 547.85 | 601.60 | 571.60 |
| 384.40 | 409.50 | 0.00 | 24.3% | 0.441 | 0.0003 | -22.406 | 29525 | -22.382 | 0.0003 | -0.559 | 23.9% | 0.00 | 613.50 | 583.80 | ||||
| 372.20 | 396.90 | 0.00 | 24.2% | 0.433 | 0.0003 | -22.247 | 29550 | -22.220 | 0.0003 | -0.567 | 23.8% | 0.00 | 626.40 | 596.20 | ||||
| 360.20 | 384.50 | 372.45 | 24.1% | 0.425 | 0.0003 | -22.079 | 29575 | -22.049 | 0.0003 | -0.575 | 23.7% | 1 | 1 | 708.25 | 639.30 | 610.00 | ||
| 348.40 | 371.10 | 315.05 | 2 | 24.0% | 0.416 | 0.0003 | -21.901 | 29600 | -21.868 | 0.0003 | -0.583 | 23.5% | 5 | 810.27 | 652.50 | 619.10 | ||
| 336.90 | 359.20 | 329.15 | 2 | 23.9% | 0.408 | 0.0003 | -21.715 | 29625 | -21.678 | 0.0003 | -0.592 | 23.6% | 1 | 548.60 | 669.60 | 635.20 | ||
| 325.60 | 349.20 | 363.28 | 1 | 23.8% | 0.400 | 0.0003 | -21.518 | 29650 | -21.479 | 0.0003 | -0.600 | 23.3% | 4 | 594.20 | 679.50 | 645.10 | ||
How this is calculated: Options Chain methodology