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
24.0%
29275 strike
EXPECTED MOVE
$1,244.60
ATM straddle
MAX PAIN
$30,250.00
+3.3%
PUT/CALL VOLUME
7.45
149 / 20
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 885.80 | 908.60 | 0.00 | 25.5% | 0.616 | 0.0002 | -17.356 | 28900 | -17.418 | 0.0002 | -0.384 | 25.0% | 15 | 1 | 407.68 | 461.70 | 438.40 | ||
| 855.80 | 906.10 | 0.00 | 25.4% | 0.610 | 0.0002 | -17.375 | 28925 | -17.434 | 0.0002 | -0.390 | 25.1% | 0.00 | 478.80 | 446.20 | ||||
| 851.60 | 874.00 | 0.00 | 25.3% | 0.605 | 0.0002 | -17.390 | 28950 | -17.446 | 0.0002 | -0.395 | 24.8% | 1 | 1 | 422.83 | 478.10 | 453.90 | ||
| 825.50 | 864.40 | 0.00 | 25.2% | 0.599 | 0.0002 | -17.402 | 28975 | -17.454 | 0.0002 | -0.401 | 24.8% | 0.00 | 490.20 | 463.20 | ||||
| 818.50 | 840.60 | 0.00 | 25.1% | 0.593 | 0.0002 | -17.410 | 29000 | -17.458 | 0.0002 | -0.407 | 24.7% | 4 | 516.50 | 494.90 | 470.80 | |||
| 785.10 | 831.40 | 0.00 | 24.8% | 0.587 | 0.0002 | -17.415 | 29025 | -17.459 | 0.0002 | -0.413 | 24.6% | 0.00 | 507.40 | 478.80 | ||||
| 786.00 | 807.80 | 0.00 | 24.9% | 0.581 | 0.0002 | -17.415 | 29050 | -17.456 | 0.0002 | -0.418 | 24.4% | 3 | 701.10 | 507.30 | 487.80 | |||
| 752.90 | 800.10 | 0.00 | 24.7% | 0.575 | 0.0002 | -17.412 | 29075 | -17.449 | 0.0002 | -0.424 | 24.6% | 0.00 | 529.20 | 496.20 | ||||
| 754.00 | 774.40 | 0.00 | 24.8% | 0.569 | 0.0002 | -17.405 | 29100 | -17.438 | 0.0002 | -0.430 | 24.2% | 0.00 | 525.90 | 505.50 | ||||
| 726.90 | 766.90 | 0.00 | 24.6% | 0.563 | 0.0002 | -17.393 | 29125 | -17.423 | 0.0002 | -0.436 | 24.5% | 0.00 | 554.80 | 511.50 | ||||
| 722.70 | 744.10 | 0.00 | 24.6% | 0.557 | 0.0002 | -17.378 | 29150 | -17.404 | 0.0002 | -0.443 | 24.1% | 0.00 | 544.40 | 523.70 | ||||
| 696.10 | 735.60 | 0.00 | 24.4% | 0.551 | 0.0002 | -17.359 | 29175 | -17.382 | 0.0002 | -0.449 | 24.3% | 0.00 | 575.90 | 530.30 | ||||
| 691.90 | 713.00 | 0.00 | 24.4% | 0.545 | 0.0002 | -17.335 | 29200 | -17.355 | 0.0002 | -0.455 | 23.9% | 10 | 1 | 503.87 | 563.40 | 544.50 | ||
| 666.00 | 704.90 | 0.00 | 24.3% | 0.539 | 0.0002 | -17.308 | 29225 | -17.324 | 0.0002 | -0.461 | 24.1% | 0.00 | 594.00 | 549.70 | ||||
| 661.70 | 681.40 | 0.00 | 24.2% | 0.532 | 0.0002 | -17.276 | 29250 | -17.288 | 0.0002 | -0.467 | 23.7% | 0.00 | 583.10 | 562.00 | ||||
| 629.50 | 674.90 | 0.00 | 24.0% | 0.526 | 0.0003 | -17.240 | 29275 | -17.249 | 0.0003 | -0.474 | 24.0% | 0.00 | 615.10 | 569.70 | ||||
| 632.10 | 652.70 | 580.19 | 2 | 24.1% | 0.520 | 0.0003 | -17.200 | 29300 | -17.205 | 0.0003 | -0.480 | 23.5% | 3 | 1 | 541.52 | 603.40 | 582.10 | |
| 600.00 | 645.50 | 0.00 | 23.8% | 0.513 | 0.0003 | -17.155 | 29325 | -17.157 | 0.0003 | -0.486 | 23.8% | 0.00 | 634.20 | 590.40 | ||||
| 603.20 | 622.40 | 888.73 | 1 | 23.9% | 0.507 | 0.0003 | -17.106 | 29350 | -17.104 | 0.0003 | -0.493 | 23.4% | 0.00 | 624.20 | 602.40 | |||
| 571.70 | 623.00 | 0.00 | 23.8% | 0.500 | 0.0003 | -17.052 | 29375 | -17.047 | 0.0003 | -0.499 | 23.6% | 0.00 | 656.00 | 611.70 | ||||
| 574.50 | 595.70 | 529.70 | 2 | 23.7% | 0.494 | 0.0003 | -16.994 | 29400 | -16.985 | 0.0003 | -0.506 | 23.2% | 3 | 104 | 596.00 | 645.40 | 624.30 | |
| 545.10 | 592.20 | 0.00 | 23.5% | 0.487 | 0.0003 | -16.932 | 29425 | -16.919 | 0.0003 | -0.512 | 23.5% | 0.00 | 678.80 | 634.70 | ||||
| 546.90 | 568.00 | 0.00 | 23.6% | 0.481 | 0.0003 | -16.864 | 29450 | -16.848 | 0.0003 | -0.519 | 23.0% | 1 | 655.51 | 667.60 | 646.30 | |||
| 516.60 | 568.30 | 0.00 | 23.4% | 0.474 | 0.0003 | -16.793 | 29475 | -16.773 | 0.0003 | -0.526 | 23.3% | 0.00 | 700.90 | 657.30 | ||||
| 520.00 | 541.30 | 828.40 | 2 | 23.4% | 0.468 | 0.0003 | -16.717 | 29500 | -16.694 | 0.0003 | -0.532 | 22.8% | 38 | 1 | 678.88 | 690.60 | 668.70 | |
| 500.40 | 535.30 | 0.00 | 23.3% | 0.461 | 0.0003 | -16.637 | 29525 | -16.610 | 0.0003 | -0.539 | 23.0% | 0.00 | 714.80 | 680.90 | ||||
| 493.80 | 513.30 | 0.00 | 23.2% | 0.454 | 0.0003 | -16.552 | 29550 | -16.521 | 0.0003 | -0.546 | 22.7% | 0.00 | 714.40 | 692.30 | ||||
| 474.90 | 502.00 | 0.00 | 23.0% | 0.447 | 0.0003 | -16.462 | 29575 | -16.428 | 0.0003 | -0.552 | 22.9% | 0.00 | 739.30 | 705.40 | ||||
| 468.40 | 487.30 | 834.83 | 1 | 23.0% | 0.441 | 0.0003 | -16.369 | 29600 | -16.331 | 0.0003 | -0.559 | 22.5% | 4 | 978.82 | 738.90 | 717.10 | ||
| 450.20 | 476.90 | 0.00 | 22.9% | 0.434 | 0.0003 | -16.270 | 29625 | -16.229 | 0.0003 | -0.566 | 22.7% | 0.00 | 764.60 | 728.70 | ||||
| 443.70 | 464.40 | 673.05 | 1 | 22.9% | 0.427 | 0.0003 | -16.167 | 29650 | -16.122 | 0.0003 | -0.573 | 22.3% | 1 | 589.65 | 764.20 | 741.50 | ||
How this is calculated: Options Chain methodology