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
23.3%
29275 strike
EXPECTED MOVE
$1,068.30
ATM straddle
MAX PAIN
$30,300.00
+3.5%
PUT/CALL VOLUME
0.42
55 / 130
NOV 9, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 783.50 | 813.70 | 967.20 | 1 | 24.9% | 0.625 | 0.0003 | -19.286 | 28900 | -19.343 | 0.0003 | -0.375 | 24.6% | 1 | 378.98 | 389.00 | 362.40 | ||
| 757.80 | 796.40 | 0.00 | 24.6% | 0.619 | 0.0003 | -19.325 | 28925 | -19.379 | 0.0003 | -0.381 | 24.6% | 0.00 | 401.30 | 370.70 | ||||
| 749.80 | 779.50 | 0.00 | 24.7% | 0.612 | 0.0003 | -19.358 | 28950 | -19.409 | 0.0003 | -0.388 | 24.5% | 0.00 | 409.30 | 378.30 | ||||
| 731.80 | 770.10 | 0.00 | 24.7% | 0.606 | 0.0003 | -19.386 | 28975 | -19.434 | 0.0003 | -0.394 | 24.3% | 0.00 | 413.30 | 386.10 | ||||
| 717.50 | 746.00 | 713.80 | 8 | 24.5% | 0.599 | 0.0003 | -19.409 | 29000 | -19.453 | 0.0003 | -0.401 | 24.3% | 1 | 168.00 | 421.80 | 395.90 | ||
| 700.50 | 729.10 | 699.00 | 1 | 24.4% | 0.593 | 0.0003 | -19.427 | 29025 | -19.467 | 0.0003 | -0.407 | 24.2% | 0.00 | 430.40 | 402.80 | |||
| 684.60 | 713.30 | 684.60 | 1 | 24.3% | 0.586 | 0.0003 | -19.438 | 29050 | -19.475 | 0.0003 | -0.414 | 24.1% | 0.00 | 439.00 | 413.10 | |||
| 666.60 | 696.80 | 0.00 | 24.2% | 0.579 | 0.0003 | -19.444 | 29075 | -19.478 | 0.0003 | -0.421 | 24.0% | 0.00 | 448.10 | 420.30 | ||||
| 643.40 | 681.00 | 0.00 | 24.0% | 0.572 | 0.0003 | -19.444 | 29100 | -19.474 | 0.0003 | -0.428 | 23.9% | 2 | 668.35 | 457.10 | 429.20 | |||
| 632.20 | 664.70 | 0.00 | 24.0% | 0.565 | 0.0003 | -19.438 | 29125 | -19.464 | 0.0003 | -0.435 | 23.8% | 2 | 679.00 | 466.30 | 438.30 | |||
| 612.20 | 649.40 | 0.00 | 23.8% | 0.558 | 0.0003 | -19.425 | 29150 | -19.449 | 0.0003 | -0.442 | 23.7% | 6 | 650.20 | 475.80 | 447.60 | |||
| 604.30 | 633.90 | 0.00 | 23.8% | 0.551 | 0.0003 | -19.407 | 29175 | -19.427 | 0.0003 | -0.449 | 23.6% | 5 | 654.16 | 485.50 | 456.60 | |||
| 586.20 | 618.10 | 0.00 | 23.7% | 0.544 | 0.0003 | -19.382 | 29200 | -19.399 | 0.0003 | -0.456 | 23.5% | 0.00 | 495.40 | 466.20 | ||||
| 571.20 | 602.90 | 0.00 | 23.6% | 0.536 | 0.0003 | -19.352 | 29225 | -19.364 | 0.0003 | -0.463 | 23.5% | 0.00 | 509.80 | 476.40 | ||||
| 556.70 | 588.00 | 0.00 | 23.5% | 0.529 | 0.0003 | -19.314 | 29250 | -19.324 | 0.0003 | -0.471 | 23.4% | 0.00 | 515.90 | 485.90 | ||||
| 546.20 | 570.00 | 555.23 | 1 | 23.4% | 0.522 | 0.0003 | -19.271 | 29275 | -19.276 | 0.0003 | -0.478 | 23.2% | 0.00 | 524.30 | 496.10 | |||
| 527.70 | 558.60 | 0.00 | 23.3% | 0.515 | 0.0003 | -19.220 | 29300 | -19.223 | 0.0003 | -0.485 | 23.3% | 0.00 | 540.70 | 506.90 | ||||
| 513.10 | 544.40 | 0.00 | 23.2% | 0.507 | 0.0003 | -19.163 | 29325 | -19.162 | 0.0003 | -0.493 | 23.0% | 0.00 | 549.20 | 512.10 | ||||
| 503.90 | 530.20 | 806.10 | 1 | 23.3% | 0.500 | 0.0003 | -19.099 | 29350 | -19.095 | 0.0003 | -0.500 | 23.1% | 0.00 | 561.70 | 528.10 | |||
| 489.20 | 516.20 | 0.00 | 23.2% | 0.492 | 0.0003 | -19.029 | 29375 | -19.021 | 0.0003 | -0.508 | 23.0% | 2 | 501.65 | 572.70 | 538.60 | |||
| 476.00 | 509.70 | 0.00 | 23.2% | 0.485 | 0.0003 | -18.951 | 29400 | -18.940 | 0.0003 | -0.515 | 22.9% | 12 | 758.97 | 583.90 | 549.70 | |||
| 461.80 | 488.90 | 0.00 | 23.0% | 0.477 | 0.0003 | -18.867 | 29425 | -18.852 | 0.0003 | -0.523 | 22.8% | 0.00 | 593.10 | 562.80 | ||||
| 449.40 | 475.30 | 0.00 | 22.9% | 0.469 | 0.0003 | -18.776 | 29450 | -18.758 | 0.0003 | -0.531 | 22.7% | 0.00 | 605.10 | 574.40 | ||||
| 435.70 | 462.30 | 0.00 | 22.8% | 0.462 | 0.0003 | -18.679 | 29475 | -18.657 | 0.0003 | -0.538 | 22.6% | 0.00 | 619.00 | 584.60 | ||||
| 423.60 | 449.40 | 0.00 | 22.7% | 0.454 | 0.0003 | -18.574 | 29500 | -18.549 | 0.0003 | -0.546 | 22.4% | 1 | 565.20 | 626.10 | 595.90 | |||
| 411.00 | 436.60 | 0.00 | 22.7% | 0.446 | 0.0003 | -18.463 | 29525 | -18.435 | 0.0003 | -0.554 | 22.4% | 0.00 | 641.80 | 608.50 | ||||
| 398.30 | 424.00 | 0.00 | 22.6% | 0.438 | 0.0003 | -18.345 | 29550 | -18.313 | 0.0003 | -0.561 | 22.3% | 1 | 585.31 | 650.90 | 620.40 | |||
| 386.50 | 411.80 | 0.00 | 22.5% | 0.431 | 0.0003 | -18.220 | 29575 | -18.185 | 0.0003 | -0.569 | 22.3% | 0.00 | 667.30 | 632.90 | ||||
| 374.20 | 399.40 | 0.00 | 22.4% | 0.423 | 0.0003 | -18.088 | 29600 | -18.049 | 0.0003 | -0.577 | 22.2% | 2 | 258.00 | 682.30 | 645.60 | |||
| 362.50 | 387.60 | 0.00 | 22.3% | 0.415 | 0.0003 | -17.950 | 29625 | -17.907 | 0.0003 | -0.585 | 22.1% | 0.00 | 695.70 | 658.40 | ||||
| 350.80 | 375.80 | 0.00 | 22.2% | 0.407 | 0.0003 | -17.804 | 29650 | -17.759 | 0.0003 | -0.593 | 22.1% | 2 | 491.70 | 709.40 | 671.70 | |||
How this is calculated: Options Chain methodology