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
23.8%
29275 strike
EXPECTED MOVE
$1,199.90
ATM straddle
MAX PAIN
$30,800.00
+5.2%
PUT/CALL VOLUME
1.75
7 / 4
NOV 12, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 848.40 | 901.40 | 0.00 | 25.5% | 0.617 | 0.0002 | -17.828 | 28900 | -17.876 | 0.0002 | -0.383 | 24.8% | 0.00 | 453.20 | 409.80 | ||||
| 803.00 | 941.50 | 0.00 | 25.2% | 0.611 | 0.0002 | -17.849 | 28925 | -17.895 | 0.0002 | -0.389 | 24.7% | 0.00 | 459.80 | 418.50 | ||||
| 815.40 | 863.60 | 0.00 | 25.3% | 0.605 | 0.0002 | -17.867 | 28950 | -17.910 | 0.0002 | -0.395 | 24.6% | 0.00 | 467.90 | 426.90 | ||||
| 791.80 | 851.20 | 0.00 | 25.1% | 0.599 | 0.0002 | -17.882 | 28975 | -17.922 | 0.0002 | -0.401 | 24.6% | 0.00 | 476.10 | 437.20 | ||||
| 780.70 | 830.30 | 0.00 | 25.1% | 0.593 | 0.0002 | -17.892 | 29000 | -17.929 | 0.0002 | -0.406 | 24.4% | 6 | 191.25 | 484.50 | 442.00 | |||
| 767.40 | 814.10 | 0.00 | 25.1% | 0.587 | 0.0002 | -17.898 | 29025 | -17.932 | 0.0002 | -0.412 | 24.3% | 0.00 | 492.50 | 450.40 | ||||
| 751.10 | 797.30 | 0.00 | 24.9% | 0.581 | 0.0002 | -17.900 | 29050 | -17.931 | 0.0002 | -0.419 | 24.2% | 0.00 | 500.50 | 458.90 | ||||
| 735.30 | 781.00 | 0.00 | 24.9% | 0.575 | 0.0002 | -17.897 | 29075 | -17.926 | 0.0002 | -0.425 | 24.1% | 1 | 686.76 | 509.50 | 467.70 | |||
| 719.00 | 765.50 | 0.00 | 24.8% | 0.569 | 0.0002 | -17.890 | 29100 | -17.916 | 0.0002 | -0.431 | 24.1% | 1 | 696.16 | 518.70 | 476.50 | |||
| 703.30 | 749.60 | 0.00 | 24.7% | 0.563 | 0.0003 | -17.879 | 29125 | -17.902 | 0.0003 | -0.437 | 24.0% | 0.00 | 527.90 | 485.50 | ||||
| 688.30 | 733.90 | 0.00 | 24.6% | 0.556 | 0.0003 | -17.863 | 29150 | -17.883 | 0.0003 | -0.444 | 23.9% | 0.00 | 537.40 | 494.70 | ||||
| 672.60 | 718.30 | 0.00 | 24.5% | 0.550 | 0.0003 | -17.843 | 29175 | -17.860 | 0.0003 | -0.450 | 23.8% | 0.00 | 546.90 | 504.60 | ||||
| 657.00 | 702.90 | 0.00 | 24.4% | 0.544 | 0.0003 | -17.818 | 29200 | -17.833 | 0.0003 | -0.456 | 23.7% | 2 | 265.20 | 556.60 | 512.20 | |||
| 641.80 | 687.70 | 0.00 | 24.3% | 0.537 | 0.0003 | -17.789 | 29225 | -17.801 | 0.0003 | -0.463 | 23.6% | 1 | 793.40 | 566.50 | 521.80 | |||
| 626.90 | 672.10 | 0.00 | 24.2% | 0.531 | 0.0003 | -17.755 | 29250 | -17.764 | 0.0003 | -0.469 | 23.5% | 0.00 | 576.60 | 532.20 | ||||
| 612.30 | 657.70 | 0.00 | 24.1% | 0.524 | 0.0003 | -17.716 | 29275 | -17.722 | 0.0003 | -0.476 | 23.4% | 0.00 | 586.90 | 542.90 | ||||
| 597.80 | 642.90 | 0.00 | 24.1% | 0.517 | 0.0003 | -17.673 | 29300 | -17.676 | 0.0003 | -0.482 | 23.3% | 0.00 | 597.20 | 553.00 | ||||
| 583.20 | 627.80 | 0.00 | 24.0% | 0.511 | 0.0003 | -17.624 | 29325 | -17.624 | 0.0003 | -0.489 | 23.3% | 0.00 | 607.70 | 563.30 | ||||
| 569.00 | 614.00 | 0.00 | 23.9% | 0.504 | 0.0003 | -17.571 | 29350 | -17.568 | 0.0003 | -0.496 | 23.2% | 0.00 | 618.40 | 573.00 | ||||
| 555.30 | 600.50 | 0.00 | 23.8% | 0.497 | 0.0003 | -17.512 | 29375 | -17.507 | 0.0003 | -0.502 | 23.1% | 0.00 | 628.40 | 584.40 | ||||
| 540.80 | 585.40 | 0.00 | 23.7% | 0.491 | 0.0003 | -17.449 | 29400 | -17.441 | 0.0003 | -0.509 | 23.0% | 0.00 | 639.40 | 596.40 | ||||
| 526.60 | 571.50 | 0.00 | 23.6% | 0.484 | 0.0003 | -17.381 | 29425 | -17.370 | 0.0003 | -0.516 | 22.9% | 0.00 | 650.60 | 605.40 | ||||
| 513.50 | 557.90 | 0.00 | 23.5% | 0.477 | 0.0003 | -17.308 | 29450 | -17.294 | 0.0003 | -0.523 | 22.8% | 0.00 | 662.00 | 617.60 | ||||
| 497.00 | 547.00 | 0.00 | 23.3% | 0.470 | 0.0003 | -17.229 | 29475 | -17.212 | 0.0003 | -0.530 | 22.7% | 1 | 923.14 | 673.60 | 627.60 | |||
| 482.00 | 534.50 | 0.00 | 23.2% | 0.463 | 0.0003 | -17.146 | 29500 | -17.127 | 0.0003 | -0.537 | 22.6% | 0.00 | 685.40 | 639.10 | ||||
| 469.50 | 522.00 | 0.00 | 23.2% | 0.456 | 0.0003 | -17.058 | 29525 | -17.036 | 0.0003 | -0.544 | 22.5% | 0.00 | 697.40 | 651.40 | ||||
| 457.00 | 509.50 | 0.00 | 23.1% | 0.449 | 0.0003 | -16.965 | 29550 | -16.940 | 0.0003 | -0.551 | 22.4% | 0.00 | 709.60 | 662.90 | ||||
| 444.50 | 494.50 | 0.00 | 23.0% | 0.442 | 0.0003 | -16.867 | 29575 | -16.839 | 0.0003 | -0.558 | 22.4% | 0.00 | 721.90 | 677.40 | ||||
| 433.50 | 481.80 | 0.00 | 22.9% | 0.435 | 0.0003 | -16.764 | 29600 | -16.733 | 0.0003 | -0.565 | 22.3% | 0.00 | 734.60 | 689.60 | ||||
| 423.90 | 466.80 | 0.00 | 22.9% | 0.428 | 0.0003 | -16.655 | 29625 | -16.622 | 0.0003 | -0.572 | 22.2% | 0.00 | 747.40 | 701.40 | ||||
| 412.00 | 454.60 | 0.00 | 22.8% | 0.421 | 0.0003 | -16.542 | 29650 | -16.505 | 0.0003 | -0.579 | 22.1% | 0.00 | 760.40 | 710.10 | ||||
How this is calculated: Options Chain methodology