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
23.2%
29250 strike
EXPECTED MOVE
$1,328.80
ATM straddle
MAX PAIN
$29,000.00
-0.9%
PUT/CALL VOLUME
0.90
27 / 30
NOV 17, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 1194.00 | 1270.00 | 0.00 | 26.1% | 0.689 | 0.0002 | -14.608 | 28500 | -14.706 | 0.0002 | -0.310 | 25.3% | 0.00 | 391.70 | 352.70 | ||||
| 1155.10 | 1232.80 | 0.00 | 25.9% | 0.680 | 0.0002 | -14.702 | 28550 | -14.795 | 0.0002 | -0.319 | 25.1% | 0.00 | 404.50 | 363.80 | ||||
| 1121.80 | 1195.80 | 0.00 | 25.8% | 0.671 | 0.0002 | -14.789 | 28600 | -14.876 | 0.0002 | -0.329 | 24.9% | 0.00 | 417.30 | 375.90 | ||||
| 1084.20 | 1159.80 | 0.00 | 25.6% | 0.662 | 0.0002 | -14.868 | 28650 | -14.949 | 0.0002 | -0.338 | 24.8% | 0.00 | 430.50 | 391.00 | ||||
| 1050.50 | 1112.60 | 0.00 | 25.3% | 0.652 | 0.0002 | -14.938 | 28700 | -15.013 | 0.0002 | -0.348 | 24.5% | 0.00 | 444.20 | 401.10 | ||||
| 1015.50 | 1079.30 | 0.00 | 25.2% | 0.642 | 0.0002 | -14.999 | 28750 | -15.068 | 0.0002 | -0.357 | 24.4% | 0.00 | 458.40 | 417.30 | ||||
| 979.60 | 1043.90 | 0.00 | 25.0% | 0.632 | 0.0002 | -15.050 | 28800 | -15.113 | 0.0002 | -0.367 | 24.3% | 0.00 | 473.00 | 432.60 | ||||
| 949.00 | 1013.40 | 0.00 | 24.9% | 0.622 | 0.0002 | -15.091 | 28850 | -15.149 | 0.0002 | -0.378 | 24.1% | 0.00 | 488.00 | 446.70 | ||||
| 915.10 | 980.40 | 0.00 | 24.7% | 0.612 | 0.0002 | -15.123 | 28900 | -15.175 | 0.0002 | -0.388 | 23.9% | 0.00 | 503.70 | 463.10 | ||||
| 879.80 | 944.10 | 0.00 | 24.5% | 0.601 | 0.0002 | -15.143 | 28950 | -15.189 | 0.0002 | -0.399 | 23.8% | 0.00 | 520.80 | 479.20 | ||||
| 848.80 | 912.20 | 0.00 | 24.4% | 0.590 | 0.0002 | -15.153 | 29000 | -15.193 | 0.0002 | -0.410 | 23.6% | 1 | 622.05 | 537.50 | 494.60 | |||
| 813.80 | 868.80 | 0.00 | 24.1% | 0.579 | 0.0002 | -15.151 | 29050 | -15.185 | 0.0002 | -0.421 | 23.6% | 0.00 | 562.60 | 511.70 | ||||
| 781.90 | 836.80 | 0.00 | 23.9% | 0.568 | 0.0002 | -15.137 | 29100 | -15.165 | 0.0002 | -0.432 | 23.4% | 0.00 | 580.70 | 529.20 | ||||
| 751.10 | 805.60 | 0.00 | 23.7% | 0.556 | 0.0002 | -15.111 | 29150 | -15.133 | 0.0002 | -0.443 | 23.2% | 0.00 | 599.30 | 547.30 | ||||
| 722.50 | 774.00 | 779.95 | 11 | 1 | 23.6% | 0.545 | 0.0002 | -15.072 | 29200 | -15.088 | 0.0002 | -0.455 | 23.1% | 11 | 535.70 | 618.30 | 566.10 | |
| 691.80 | 743.20 | 0.00 | 23.4% | 0.533 | 0.0002 | -15.020 | 29250 | -15.031 | 0.0002 | -0.467 | 22.9% | 0.00 | 638.00 | 584.60 | ||||
| 662.00 | 714.20 | 0.00 | 23.3% | 0.521 | 0.0002 | -14.956 | 29300 | -14.961 | 0.0002 | -0.479 | 22.8% | 0.00 | 658.20 | 604.90 | ||||
| 632.80 | 684.50 | 0.00 | 23.1% | 0.509 | 0.0002 | -14.878 | 29350 | -14.877 | 0.0002 | -0.491 | 22.6% | 0.00 | 678.90 | 625.40 | ||||
| 604.20 | 656.20 | 827.60 | 1 | 22.9% | 0.497 | 0.0002 | -14.786 | 29400 | -14.780 | 0.0002 | -0.503 | 22.4% | 0.00 | 699.20 | 646.10 | |||
| 573.10 | 628.80 | 0.00 | 22.8% | 0.484 | 0.0002 | -14.681 | 29450 | -14.669 | 0.0002 | -0.515 | 22.2% | 0.00 | 721.00 | 667.90 | ||||
| 545.80 | 601.60 | 0.00 | 22.6% | 0.472 | 0.0002 | -14.562 | 29500 | -14.544 | 0.0002 | -0.528 | 22.1% | 0.00 | 743.60 | 691.00 | ||||
| 519.30 | 575.20 | 0.00 | 22.4% | 0.459 | 0.0002 | -14.430 | 29550 | -14.405 | 0.0002 | -0.540 | 21.9% | 0.00 | 766.90 | 713.30 | ||||
| 496.60 | 544.10 | 0.00 | 22.2% | 0.447 | 0.0002 | -14.284 | 29600 | -14.253 | 0.0002 | -0.553 | 21.7% | 0.00 | 788.50 | 738.60 | ||||
| 471.30 | 517.70 | 0.00 | 22.1% | 0.434 | 0.0002 | -14.123 | 29650 | -14.087 | 0.0002 | -0.566 | 21.6% | 0.00 | 813.10 | 761.30 | ||||
| 447.10 | 493.20 | 0.00 | 21.9% | 0.421 | 0.0002 | -13.949 | 29700 | -13.907 | 0.0002 | -0.579 | 21.3% | 0.00 | 838.80 | 780.70 | ||||
| 422.90 | 461.60 | 0.00 | 21.6% | 0.408 | 0.0002 | -13.761 | 29750 | -13.714 | 0.0002 | -0.592 | 21.2% | 0.00 | 867.60 | 809.40 | ||||
| 402.10 | 438.80 | 0.00 | 21.5% | 0.395 | 0.0002 | -13.561 | 29800 | -13.507 | 0.0002 | -0.605 | 21.1% | 0.00 | 896.20 | 832.20 | ||||
| 379.00 | 416.80 | 0.00 | 21.4% | 0.382 | 0.0002 | -13.347 | 29850 | -13.288 | 0.0002 | -0.618 | 20.9% | 0.00 | 924.30 | 858.30 | ||||
| 357.30 | 395.50 | 0.00 | 21.3% | 0.369 | 0.0002 | -13.121 | 29900 | -13.056 | 0.0002 | -0.630 | 20.8% | 0.00 | 954.00 | 888.50 | ||||
| 336.30 | 374.90 | 0.00 | 21.1% | 0.356 | 0.0002 | -12.883 | 29950 | -12.812 | 0.0002 | -0.643 | 20.6% | 0.00 | 983.00 | 911.60 | ||||
| 316.00 | 355.10 | 0.00 | 21.0% | 0.344 | 0.0002 | -12.632 | 30000 | -12.555 | 0.0002 | -0.656 | 20.4% | 0.00 | 1014.20 | 942.00 | ||||
How this is calculated: Options Chain methodology
