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
23.6%
29275 strike
EXPECTED MOVE
$1,120.25
ATM straddle
MAX PAIN
$30,250.00
+3.3%
PUT/CALL VOLUME
7.00
21 / 3
NOV 10, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 810.10 | 847.10 | 0.00 | 25.3% | 0.622 | 0.0003 | -18.861 | 28900 | -18.916 | 0.0003 | -0.378 | 24.8% | 2 | 509.90 | 409.80 | 386.40 | |||
| 795.40 | 827.50 | 930.00 | 1 | 25.2% | 0.616 | 0.0003 | -18.893 | 28925 | -18.944 | 0.0003 | -0.384 | 24.8% | 0.00 | 419.60 | 394.20 | |||
| 778.40 | 813.30 | 913.20 | 1 | 25.1% | 0.609 | 0.0003 | -18.920 | 28950 | -18.968 | 0.0003 | -0.391 | 24.7% | 0.00 | 426.10 | 402.20 | |||
| 762.50 | 803.50 | 896.60 | 1 | 25.2% | 0.603 | 0.0003 | -18.942 | 28975 | -18.987 | 0.0003 | -0.397 | 24.5% | 0.00 | 435.30 | 405.90 | |||
| 743.40 | 779.60 | 735.00 | 1 | 24.9% | 0.597 | 0.0003 | -18.959 | 29000 | -19.001 | 0.0003 | -0.403 | 24.4% | 5 | 335.40 | 443.20 | 414.20 | ||
| 727.10 | 763.40 | 0.00 | 24.8% | 0.590 | 0.0003 | -18.972 | 29025 | -19.010 | 0.0003 | -0.410 | 24.3% | 0.00 | 452.50 | 422.60 | ||||
| 708.20 | 747.10 | 0.00 | 24.7% | 0.584 | 0.0003 | -18.979 | 29050 | -19.014 | 0.0003 | -0.416 | 24.2% | 0.00 | 458.70 | 431.30 | ||||
| 692.20 | 731.00 | 0.00 | 24.6% | 0.577 | 0.0003 | -18.981 | 29075 | -19.012 | 0.0003 | -0.423 | 24.1% | 0.00 | 468.90 | 440.10 | ||||
| 676.50 | 721.90 | 680.00 | 1 | 24.7% | 0.571 | 0.0003 | -18.977 | 29100 | -19.006 | 0.0003 | -0.429 | 24.0% | 0.00 | 478.00 | 449.00 | |||
| 660.90 | 699.20 | 0.00 | 24.4% | 0.564 | 0.0003 | -18.968 | 29125 | -18.994 | 0.0003 | -0.436 | 24.0% | 0.00 | 487.30 | 462.90 | ||||
| 645.40 | 682.60 | 0.00 | 24.3% | 0.557 | 0.0003 | -18.954 | 29150 | -18.976 | 0.0003 | -0.443 | 23.8% | 0.00 | 496.80 | 467.40 | ||||
| 630.10 | 675.20 | 0.00 | 24.4% | 0.550 | 0.0003 | -18.934 | 29175 | -18.953 | 0.0003 | -0.449 | 23.8% | 0.00 | 506.40 | 480.90 | ||||
| 615.00 | 651.80 | 0.00 | 24.1% | 0.544 | 0.0003 | -18.909 | 29200 | -18.924 | 0.0003 | -0.456 | 23.8% | 7 | 736.85 | 518.50 | 491.40 | |||
| 600.00 | 636.70 | 0.00 | 24.1% | 0.537 | 0.0003 | -18.878 | 29225 | -18.890 | 0.0003 | -0.463 | 23.7% | 0.00 | 526.20 | 500.40 | ||||
| 585.30 | 619.40 | 0.00 | 23.9% | 0.530 | 0.0003 | -18.841 | 29250 | -18.850 | 0.0003 | -0.470 | 23.5% | 6 | 483.84 | 536.30 | 506.20 | |||
| 560.90 | 616.50 | 0.00 | 23.9% | 0.523 | 0.0003 | -18.799 | 29275 | -18.805 | 0.0003 | -0.477 | 23.4% | 0.00 | 547.10 | 516.00 | ||||
| 556.30 | 590.10 | 0.00 | 23.7% | 0.516 | 0.0003 | -18.751 | 29300 | -18.753 | 0.0003 | -0.484 | 23.2% | 0.00 | 559.40 | 520.40 | ||||
| 541.70 | 576.10 | 0.00 | 23.7% | 0.509 | 0.0003 | -18.696 | 29325 | -18.696 | 0.0003 | -0.491 | 23.2% | 0.00 | 570.00 | 530.80 | ||||
| 518.10 | 574.90 | 0.00 | 23.6% | 0.501 | 0.0003 | -18.636 | 29350 | -18.632 | 0.0003 | -0.498 | 23.1% | 0.00 | 580.50 | 541.40 | ||||
| 513.70 | 558.60 | 0.00 | 23.7% | 0.494 | 0.0003 | -18.570 | 29375 | -18.563 | 0.0003 | -0.506 | 23.0% | 0.00 | 590.80 | 553.40 | ||||
| 505.00 | 532.60 | 1692.24 | 23.5% | 0.487 | 0.0003 | -18.497 | 29400 | -18.487 | 0.0003 | -0.513 | 23.3% | 5 | 241.58 | 616.60 | 570.40 | |||
| 491.40 | 517.80 | 0.00 | 23.4% | 0.480 | 0.0003 | -18.419 | 29425 | -18.406 | 0.0003 | -0.520 | 23.0% | 0.00 | 612.60 | 586.10 | ||||
| 478.10 | 503.70 | 0.00 | 23.3% | 0.472 | 0.0003 | -18.335 | 29450 | -18.318 | 0.0003 | -0.527 | 22.9% | 7 | 862.77 | 624.30 | 597.00 | |||
| 465.00 | 491.00 | 0.00 | 23.2% | 0.465 | 0.0003 | -18.244 | 29475 | -18.224 | 0.0003 | -0.535 | 22.8% | 0.00 | 636.70 | 607.40 | ||||
| 452.60 | 478.70 | 428.95 | 1 | 23.2% | 0.458 | 0.0003 | -18.148 | 29500 | -18.125 | 0.0003 | -0.542 | 22.7% | 1 | 1 | 589.48 | 649.00 | 619.10 | |
| 439.30 | 464.80 | 0.00 | 23.0% | 0.450 | 0.0003 | -18.045 | 29525 | -18.019 | 0.0003 | -0.550 | 22.6% | 0.00 | 660.50 | 631.30 | ||||
| 426.80 | 451.20 | 406.50 | 1 | 22.9% | 0.443 | 0.0003 | -17.937 | 29550 | -17.907 | 0.0003 | -0.557 | 22.6% | 0.00 | 673.30 | 643.20 | |||
| 411.80 | 438.60 | 0.00 | 22.8% | 0.435 | 0.0003 | -17.822 | 29575 | -17.789 | 0.0003 | -0.565 | 22.5% | 0.00 | 686.30 | 655.60 | ||||
| 402.90 | 426.70 | 0.00 | 22.8% | 0.428 | 0.0003 | -17.701 | 29600 | -17.665 | 0.0003 | -0.572 | 22.4% | 0.00 | 699.50 | 669.50 | ||||
| 391.10 | 415.50 | 0.00 | 22.7% | 0.420 | 0.0003 | -17.574 | 29625 | -17.535 | 0.0003 | -0.580 | 22.3% | 1 | 1016.40 | 712.40 | 679.60 | |||
| 379.20 | 403.80 | 0.00 | 22.7% | 0.413 | 0.0003 | -17.441 | 29650 | -17.399 | 0.0003 | -0.587 | 22.2% | 0.00 | 725.60 | 692.80 | ||||
How this is calculated: Options Chain methodology