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
22.9%
29250 strike
EXPECTED MOVE
$1,285.15
ATM straddle
MAX PAIN
$30,150.00
+3.0%
PUT/CALL VOLUME
2.00
6 / 3
NOV 16, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 1173.60 | 1244.80 | 0.00 | 25.9% | 0.693 | 0.0002 | -14.839 | 28500 | -14.942 | 0.0002 | -0.307 | 25.3% | 2 | 355.20 | 370.40 | 346.70 | |||
| 1140.30 | 1181.00 | 0.00 | 25.3% | 0.683 | 0.0002 | -14.943 | 28550 | -15.039 | 0.0002 | -0.316 | 25.1% | 1 | 594.50 | 382.60 | 358.90 | |||
| 1104.00 | 1144.00 | 0.00 | 25.1% | 0.674 | 0.0002 | -15.038 | 28600 | -15.128 | 0.0002 | -0.326 | 25.0% | 0.00 | 396.10 | 371.80 | ||||
| 1068.00 | 1107.40 | 0.00 | 25.0% | 0.665 | 0.0002 | -15.125 | 28650 | -15.209 | 0.0002 | -0.335 | 24.8% | 0.00 | 409.00 | 384.50 | ||||
| 1032.30 | 1074.10 | 0.00 | 24.9% | 0.655 | 0.0002 | -15.202 | 28700 | -15.280 | 0.0002 | -0.345 | 24.6% | 0.00 | 423.40 | 397.80 | ||||
| 997.10 | 1038.20 | 0.00 | 24.7% | 0.645 | 0.0002 | -15.270 | 28750 | -15.342 | 0.0002 | -0.355 | 24.4% | 0.00 | 437.20 | 410.10 | ||||
| 962.40 | 1002.80 | 1310.14 | 1 | 24.5% | 0.634 | 0.0002 | -15.328 | 28800 | -15.394 | 0.0002 | -0.365 | 24.2% | 2 | 315.60 | 452.10 | 424.70 | ||
| 931.00 | 967.40 | 0.00 | 24.4% | 0.624 | 0.0002 | -15.375 | 28850 | -15.434 | 0.0002 | -0.376 | 24.1% | 0.00 | 467.50 | 441.20 | ||||
| 898.70 | 932.30 | 0.00 | 24.3% | 0.613 | 0.0002 | -15.411 | 28900 | -15.464 | 0.0002 | -0.387 | 23.9% | 1 | 601.27 | 483.40 | 456.70 | |||
| 862.30 | 899.20 | 0.00 | 24.1% | 0.602 | 0.0002 | -15.436 | 28950 | -15.483 | 0.0002 | -0.398 | 23.8% | 0.00 | 500.80 | 472.60 | ||||
| 829.90 | 863.80 | 0.00 | 23.9% | 0.591 | 0.0002 | -15.449 | 29000 | -15.490 | 0.0002 | -0.409 | 23.6% | 3 | 714.85 | 518.00 | 489.10 | |||
| 797.50 | 832.90 | 0.00 | 23.7% | 0.580 | 0.0002 | -15.449 | 29050 | -15.484 | 0.0002 | -0.420 | 23.5% | 1 | 736.00 | 534.90 | 506.20 | |||
| 765.70 | 798.90 | 0.00 | 23.5% | 0.568 | 0.0002 | -15.437 | 29100 | -15.466 | 0.0002 | -0.431 | 23.3% | 1 | 835.05 | 555.00 | 523.80 | |||
| 734.50 | 769.60 | 0.00 | 23.4% | 0.557 | 0.0002 | -15.411 | 29150 | -15.434 | 0.0002 | -0.443 | 23.1% | 1 | 857.10 | 571.50 | 542.00 | |||
| 704.00 | 743.80 | 0.00 | 23.4% | 0.545 | 0.0002 | -15.372 | 29200 | -15.389 | 0.0002 | -0.455 | 23.0% | 0.00 | 590.70 | 561.10 | ||||
| 674.70 | 704.60 | 0.00 | 23.0% | 0.533 | 0.0002 | -15.319 | 29250 | -15.330 | 0.0002 | -0.467 | 22.8% | 0.00 | 610.80 | 580.20 | ||||
| 645.30 | 676.80 | 0.00 | 22.9% | 0.520 | 0.0002 | -15.252 | 29300 | -15.257 | 0.0002 | -0.479 | 22.7% | 0.00 | 631.10 | 600.80 | ||||
| 615.90 | 647.70 | 0.00 | 22.8% | 0.508 | 0.0002 | -15.171 | 29350 | -15.169 | 0.0002 | -0.492 | 22.6% | 0.00 | 660.60 | 620.90 | ||||
| 585.50 | 620.00 | 0.00 | 22.6% | 0.495 | 0.0002 | -15.075 | 29400 | -15.067 | 0.0002 | -0.504 | 22.3% | 0.00 | 674.50 | 642.00 | ||||
| 558.00 | 591.20 | 0.00 | 22.4% | 0.483 | 0.0002 | -14.964 | 29450 | -14.950 | 0.0002 | -0.517 | 22.2% | 0.00 | 697.30 | 664.90 | ||||
| 531.30 | 565.00 | 616.37 | 1 | 22.3% | 0.470 | 0.0002 | -14.838 | 29500 | -14.819 | 0.0002 | -0.530 | 22.1% | 0.00 | 725.90 | 687.00 | |||
| 505.20 | 536.70 | 0.00 | 22.1% | 0.457 | 0.0002 | -14.698 | 29550 | -14.672 | 0.0002 | -0.543 | 21.9% | 0.00 | 744.70 | 711.00 | ||||
| 480.00 | 511.40 | 687.38 | 21.9% | 0.444 | 0.0003 | -14.543 | 29600 | -14.511 | 0.0003 | -0.556 | 21.8% | 1 | 500.00 | 773.60 | 734.50 | |||
| 459.10 | 487.60 | 0.00 | 21.9% | 0.431 | 0.0003 | -14.373 | 29650 | -14.335 | 0.0003 | -0.569 | 21.6% | 3 | 1103.10 | 794.70 | 759.70 | |||
| 437.20 | 463.30 | 630.33 | 3 | 21.8% | 0.417 | 0.0003 | -14.188 | 29700 | -14.143 | 0.0003 | -0.582 | 21.5% | 0.00 | 824.40 | 784.90 | |||
| 412.30 | 439.70 | 0.00 | 21.6% | 0.404 | 0.0003 | -13.988 | 29750 | -13.938 | 0.0003 | -0.596 | 21.3% | 1 | 1090.30 | 847.60 | 811.90 | |||
| 390.90 | 417.30 | 1085.60 | 2 | 21.5% | 0.391 | 0.0002 | -13.775 | 29800 | -13.718 | 0.0002 | -0.609 | 21.3% | 0.00 | 878.90 | 839.90 | |||
| 367.80 | 400.10 | 0.00 | 21.4% | 0.378 | 0.0002 | -13.547 | 29850 | -13.485 | 0.0002 | -0.622 | 21.1% | 2 | 905.00 | 903.60 | 866.90 | |||
| 348.60 | 372.40 | 0.00 | 21.2% | 0.364 | 0.0002 | -13.306 | 29900 | -13.238 | 0.0002 | -0.635 | 20.9% | 4 | 728.70 | 932.70 | 895.10 | |||
| 328.60 | 357.90 | 0.00 | 21.2% | 0.351 | 0.0002 | -13.052 | 29950 | -12.977 | 0.0002 | -0.649 | 20.8% | 0.00 | 962.60 | 923.50 | ||||
| 309.40 | 332.40 | 356.95 | 1 | 20.9% | 0.338 | 0.0002 | -12.786 | 30000 | -12.705 | 0.0002 | -0.662 | 20.6% | 1 | 1095.15 | 991.50 | 953.30 | ||
How this is calculated: Options Chain methodology