SPX Options Chain
SPX $7,676.77 · Updated Oct 26, 4:00 PM ET
SPX is at $7,676.77. The nearest expiration, Oct 27, 2026 (1 day out), lists 252 strikes, with 146,683 calls and 201,365 puts traded in the latest session. At-the-money implied volatility is 13.6%. The at-the-money straddle prices a move of about $39.35 (0.5%) 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
13.6%
7675 strike
EXPECTED MOVE
$39.35
ATM straddle
MAX PAIN
$7,700.00
+0.3%
PUT/CALL VOLUME
1.37
201,365 / 146,683
OCT 27, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 92.10 | 92.90 | 79.81 | 527 | 147 | 16.7% | 0.945 | 0.0019 | -1.350 | 7600 | -1.350 | 0.0019 | -0.055 | 16.8% | 1,761 | 6,324 | 2.07 | 1.45 | 1.35 |
| 87.30 | 88.10 | 75.45 | 251 | 107 | 16.5% | 0.936 | 0.0022 | -1.600 | 7605 | -1.600 | 0.0022 | -0.064 | 16.7% | 810 | 1,824 | 2.42 | 1.65 | 1.55 |
| 82.60 | 83.40 | 72.60 | 218 | 234 | 16.4% | 0.927 | 0.0025 | -1.850 | 7610 | -1.850 | 0.0025 | -0.073 | 16.5% | 973 | 2,721 | 2.85 | 1.90 | 1.80 |
| 78.00 | 78.50 | 65.71 | 189 | 150 | 16.0% | 0.916 | 0.0028 | -2.149 | 7615 | -2.149 | 0.0028 | -0.084 | 16.3% | 1,921 | 1,940 | 3.27 | 2.20 | 2.10 |
| 73.40 | 73.80 | 60.66 | 379 | 145 | 15.9% | 0.904 | 0.0031 | -2.474 | 7620 | -2.474 | 0.0031 | -0.096 | 16.1% | 1,015 | 3,799 | 3.80 | 2.55 | 2.45 |
| 68.80 | 69.20 | 56.70 | 404 | 228 | 15.7% | 0.891 | 0.0034 | -2.848 | 7625 | -2.848 | 0.0034 | -0.109 | 15.8% | 1,729 | 4,351 | 4.50 | 2.95 | 2.80 |
| 64.20 | 64.60 | 52.70 | 369 | 287 | 15.5% | 0.876 | 0.0038 | -3.296 | 7630 | -3.296 | 0.0038 | -0.124 | 15.6% | 1,692 | 3,697 | 5.22 | 3.40 | 3.20 |
| 59.70 | 60.10 | 48.55 | 353 | 138 | 15.3% | 0.859 | 0.0042 | -3.796 | 7635 | -3.796 | 0.0042 | -0.141 | 15.4% | 1,117 | 2,582 | 5.99 | 3.90 | 3.70 |
| 55.30 | 55.70 | 44.64 | 429 | 128 | 15.1% | 0.840 | 0.0047 | -4.395 | 7640 | -4.395 | 0.0047 | -0.160 | 15.2% | 1,461 | 3,312 | 7.02 | 4.50 | 4.30 |
| 51.00 | 51.40 | 40.21 | 253 | 129 | 14.8% | 0.820 | 0.0051 | -4.996 | 7645 | -4.996 | 0.0051 | -0.180 | 14.9% | 1,142 | 2,086 | 8.00 | 5.20 | 5.00 |
| 46.70 | 47.10 | 36.70 | 2,302 | 2,703 | 14.6% | 0.796 | 0.0056 | -5.794 | 7650 | -5.794 | 0.0056 | -0.204 | 14.7% | 3,427 | 6,442 | 9.31 | 5.90 | 5.70 |
| 42.60 | 43.00 | 33.15 | 964 | 318 | 14.4% | 0.770 | 0.0061 | -6.693 | 7655 | -6.693 | 0.0061 | -0.230 | 14.5% | 1,330 | 2,565 | 10.61 | 6.80 | 6.60 |
| 38.60 | 39.00 | 29.65 | 1,420 | 266 | 14.2% | 0.742 | 0.0066 | -7.625 | 7660 | -7.625 | 0.0066 | -0.258 | 14.3% | 2,144 | 3,084 | 12.20 | 7.80 | 7.60 |
| 34.80 | 35.20 | 26.30 | 1,417 | 139 | 14.0% | 0.710 | 0.0071 | -8.791 | 7665 | -8.791 | 0.0071 | -0.290 | 14.1% | 1,515 | 2,431 | 13.90 | 9.00 | 8.70 |
| 31.10 | 31.40 | 22.75 | 2,369 | 159 | 13.7% | 0.677 | 0.0076 | -10.019 | 7670 | -10.019 | 0.0076 | -0.323 | 13.8% | 985 | 3,581 | 15.80 | 10.30 | 10.00 |
| 27.60 | 27.90 | 20.30 | 6,970 | 438 | 13.6% | 0.640 | 0.0080 | -11.491 | 7675 | -11.491 | 0.0080 | -0.360 | 13.6% | 1,689 | 6,143 | 17.90 | 11.70 | 11.50 |
| 24.20 | 24.50 | 17.70 | 5,107 | 170 | 13.3% | 0.600 | 0.0084 | -13.112 | 7680 | -13.112 | 0.0084 | -0.400 | 13.4% | 911 | 6,921 | 20.20 | 13.40 | 13.10 |
| 21.10 | 21.30 | 15.05 | 4,960 | 766 | 13.1% | 0.558 | 0.0087 | -14.963 | 7685 | -14.963 | 0.0087 | -0.442 | 13.2% | 778 | 4,637 | 22.66 | 15.30 | 15.00 |
| 18.20 | 18.40 | 12.80 | 3,239 | 170 | 12.9% | 0.514 | 0.0089 | -17.058 | 7690 | -17.058 | 0.0089 | -0.485 | 13.0% | 1,145 | 2,632 | 25.57 | 17.40 | 17.10 |
| 15.50 | 15.80 | 10.80 | 2,514 | 619 | 12.7% | 0.469 | 0.0091 | -15.848 | 7695 | -15.848 | 0.0091 | -0.531 | 12.8% | 1,096 | 1,234 | 28.63 | 19.70 | 19.50 |
| 13.10 | 13.40 | 9.00 | 8,833 | 1,547 | 12.6% | 0.424 | 0.0090 | -13.442 | 7700 | -13.442 | 0.0090 | -0.576 | 12.7% | 1,525 | 3,080 | 31.70 | 22.30 | 22.10 |
| 11.00 | 11.20 | 7.52 | 3,970 | 330 | 12.5% | 0.378 | 0.0089 | -11.213 | 7705 | -11.213 | 0.0089 | -0.623 | 12.6% | 211 | 702 | 34.95 | 25.20 | 24.90 |
| 9.10 | 9.30 | 6.08 | 4,089 | 587 | 12.4% | 0.333 | 0.0086 | -9.311 | 7710 | -9.311 | 0.0086 | -0.667 | 12.5% | 884 | 601 | 38.77 | 28.30 | 27.90 |
| 7.50 | 7.70 | 4.92 | 3,844 | 172 | 12.3% | 0.290 | 0.0081 | -7.678 | 7715 | -7.678 | 0.0081 | -0.710 | 12.4% | 387 | 475 | 42.50 | 31.70 | 31.30 |
| 6.10 | 6.30 | 3.95 | 6,945 | 519 | 12.2% | 0.250 | 0.0076 | -6.274 | 7720 | -6.274 | 0.0076 | -0.750 | 12.3% | 221 | 604 | 46.60 | 35.30 | 34.90 |
| 4.90 | 5.10 | 3.10 | 6,694 | 1,614 | 12.2% | 0.214 | 0.0069 | -5.105 | 7725 | -5.105 | 0.0069 | -0.786 | 12.3% | 2,304 | 528 | 50.73 | 39.10 | 38.70 |
| 3.90 | 4.10 | 2.50 | 4,566 | 883 | 12.2% | 0.181 | 0.0063 | -4.105 | 7730 | -4.105 | 0.0063 | -0.819 | 12.3% | 423 | 158 | 56.34 | 43.10 | 42.70 |
| 3.10 | 3.30 | 1.90 | 3,357 | 710 | 12.1% | 0.149 | 0.0056 | -3.210 | 7735 | -3.210 | 0.0056 | -0.851 | 12.3% | 487 | 103 | 59.73 | 47.30 | 46.90 |
| 2.50 | 2.60 | 1.52 | 4,259 | 730 | 12.2% | 0.124 | 0.0049 | -2.578 | 7740 | -2.578 | 0.0049 | -0.875 | 12.4% | 547 | 354 | 64.19 | 51.70 | 51.20 |
| 1.95 | 2.05 | 1.22 | 4,047 | 331 | 12.3% | 0.103 | 0.0043 | -2.050 | 7745 | -2.050 | 0.0043 | -0.897 | 12.3% | 126 | 146 | 68.42 | 56.30 | 55.50 |
| 1.55 | 1.65 | 0.92 | 6,829 | 1,441 | 12.3% | 0.084 | 0.0036 | -1.600 | 7750 | -1.600 | 0.0036 | -0.916 | 12.4% | 1,256 | 641 | 73.66 | 60.90 | 60.10 |
How this is calculated: Options Chain methodology
