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
23.7%
29275 strike
EXPECTED MOVE
$1,160.50
ATM straddle
MAX PAIN
$31,000.00
+5.9%
PUT/CALL VOLUME
3.20
16 / 5
NOV 11, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 832.30 | 864.40 | 840.10 | 3 | 25.3% | 0.619 | 0.0002 | -18.373 | 28900 | -18.424 | 0.0002 | -0.381 | 24.9% | 0.00 | 431.30 | 404.00 | |||
| 812.30 | 852.30 | 0.00 | 25.2% | 0.613 | 0.0002 | -18.399 | 28925 | -18.448 | 0.0002 | -0.387 | 24.9% | 1 | 697.87 | 439.40 | 411.90 | |||
| 798.80 | 830.00 | 0.00 | 25.1% | 0.607 | 0.0002 | -18.422 | 28950 | -18.467 | 0.0002 | -0.393 | 24.8% | 2 | 595.10 | 447.60 | 419.80 | |||
| 779.00 | 818.60 | 0.00 | 25.0% | 0.601 | 0.0002 | -18.440 | 28975 | -18.482 | 0.0002 | -0.399 | 24.8% | 3 | 410.50 | 458.00 | 430.00 | |||
| 765.70 | 798.30 | 1860.97 | 1 | 24.9% | 0.595 | 0.0003 | -18.453 | 29000 | -18.492 | 0.0003 | -0.405 | 24.6% | 8 | 244.00 | 464.50 | 436.20 | ||
| 749.40 | 779.20 | 0.00 | 24.8% | 0.589 | 0.0003 | -18.462 | 29025 | -18.498 | 0.0003 | -0.411 | 24.5% | 0.00 | 473.20 | 444.70 | ||||
| 733.20 | 764.10 | 868.20 | 2 | 24.7% | 0.582 | 0.0003 | -18.466 | 29050 | -18.500 | 0.0003 | -0.417 | 24.3% | 1 | 433.90 | 478.50 | 453.30 | ||
| 717.20 | 749.30 | 0.00 | 24.6% | 0.576 | 0.0003 | -18.466 | 29075 | -18.496 | 0.0003 | -0.424 | 24.3% | 0.00 | 487.40 | 462.10 | ||||
| 701.30 | 731.90 | 0.00 | 24.5% | 0.570 | 0.0003 | -18.461 | 29100 | -18.488 | 0.0003 | -0.430 | 24.2% | 0.00 | 496.50 | 471.00 | ||||
| 685.50 | 716.80 | 0.00 | 24.4% | 0.563 | 0.0003 | -18.451 | 29125 | -18.475 | 0.0003 | -0.437 | 24.1% | 0.00 | 505.70 | 482.30 | ||||
| 670.00 | 701.20 | 0.00 | 24.4% | 0.557 | 0.0003 | -18.436 | 29150 | -18.457 | 0.0003 | -0.443 | 24.0% | 0.00 | 515.10 | 488.40 | ||||
| 654.60 | 685.40 | 0.00 | 24.3% | 0.550 | 0.0003 | -18.416 | 29175 | -18.434 | 0.0003 | -0.450 | 23.9% | 0.00 | 524.70 | 497.90 | ||||
| 639.40 | 670.00 | 586.60 | 2 | 24.2% | 0.544 | 0.0003 | -18.391 | 29200 | -18.406 | 0.0003 | -0.456 | 23.8% | 4 | 433.40 | 534.40 | 509.70 | ||
| 624.30 | 652.90 | 0.00 | 24.1% | 0.537 | 0.0003 | -18.362 | 29225 | -18.374 | 0.0003 | -0.463 | 23.8% | 7 | 756.65 | 544.30 | 519.50 | |||
| 609.30 | 639.20 | 0.00 | 24.0% | 0.530 | 0.0003 | -18.327 | 29250 | -18.336 | 0.0003 | -0.470 | 23.6% | 1 | 593.40 | 554.30 | 526.90 | |||
| 594.60 | 624.30 | 0.00 | 23.9% | 0.523 | 0.0003 | -18.287 | 29275 | -18.293 | 0.0003 | -0.476 | 23.5% | 0.00 | 564.50 | 537.60 | ||||
| 580.70 | 610.10 | 584.20 | 2 | 23.8% | 0.517 | 0.0003 | -18.241 | 29300 | -18.244 | 0.0003 | -0.483 | 23.5% | 4 | 711.82 | 574.90 | 549.70 | ||
| 565.60 | 595.50 | 0.00 | 23.7% | 0.510 | 0.0003 | -18.191 | 29325 | -18.191 | 0.0003 | -0.490 | 23.4% | 0.00 | 585.40 | 558.20 | ||||
| 551.30 | 580.70 | 0.00 | 23.6% | 0.503 | 0.0003 | -18.135 | 29350 | -18.132 | 0.0003 | -0.497 | 23.3% | 1 | 513.60 | 596.10 | 568.20 | |||
| 537.20 | 566.50 | 0.00 | 23.5% | 0.496 | 0.0003 | -18.073 | 29375 | -18.067 | 0.0003 | -0.504 | 23.2% | 0.00 | 606.30 | 581.60 | ||||
| 522.90 | 553.00 | 0.00 | 23.5% | 0.489 | 0.0003 | -18.006 | 29400 | -17.997 | 0.0003 | -0.511 | 23.1% | 3 | 525.80 | 617.40 | 590.60 | |||
| 509.90 | 538.50 | 0.00 | 23.4% | 0.482 | 0.0003 | -17.934 | 29425 | -17.922 | 0.0003 | -0.518 | 23.0% | 0.00 | 628.70 | 601.00 | ||||
| 497.60 | 525.50 | 0.00 | 23.3% | 0.475 | 0.0003 | -17.856 | 29450 | -17.841 | 0.0003 | -0.525 | 22.9% | 0.00 | 640.10 | 613.10 | ||||
| 484.40 | 512.00 | 540.11 | 1 | 23.2% | 0.468 | 0.0003 | -17.773 | 29475 | -17.755 | 0.0003 | -0.532 | 22.8% | 0.00 | 651.80 | 624.80 | |||
| 469.70 | 498.30 | 0.00 | 23.1% | 0.461 | 0.0003 | -17.684 | 29500 | -17.663 | 0.0003 | -0.539 | 22.7% | 8 | 897.17 | 663.70 | 635.60 | |||
| 457.20 | 484.90 | 540.20 | 1 | 23.0% | 0.454 | 0.0003 | -17.590 | 29525 | -17.566 | 0.0003 | -0.546 | 22.6% | 0.00 | 675.70 | 647.50 | |||
| 446.90 | 470.30 | 534.40 | 1 | 23.0% | 0.447 | 0.0003 | -17.491 | 29550 | -17.463 | 0.0003 | -0.553 | 22.6% | 0.00 | 687.90 | 660.40 | |||
| 431.90 | 459.50 | 0.00 | 22.9% | 0.439 | 0.0003 | -17.386 | 29575 | -17.355 | 0.0003 | -0.561 | 22.5% | 0.00 | 700.40 | 672.50 | ||||
| 419.70 | 447.00 | 476.55 | 2 | 22.8% | 0.432 | 0.0003 | -17.275 | 29600 | -17.242 | 0.0003 | -0.568 | 22.4% | 2 | 968.10 | 713.20 | 685.20 | ||
| 408.60 | 434.70 | 538.20 | 1 | 22.7% | 0.425 | 0.0003 | -17.159 | 29625 | -17.123 | 0.0003 | -0.575 | 22.4% | 0.00 | 726.10 | 699.80 | |||
| 395.90 | 420.90 | 0.00 | 22.6% | 0.418 | 0.0003 | -17.037 | 29650 | -16.998 | 0.0003 | -0.582 | 22.3% | 2 | 501.80 | 739.20 | 712.60 | |||
How this is calculated: Options Chain methodology