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
15.2%
7675 strike
EXPECTED MOVE
$65.60
ATM straddle
MAX PAIN
$7,705.00
+0.4%
PUT/CALL VOLUME
1.60
55,921 / 34,962
OCT 28, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 98.70 | 99.60 | 88.26 | 44 | 96 | 17.0% | 0.848 | 0.0026 | -5.692 | 7600 | -5.692 | 0.0026 | -0.152 | 17.1% | 2,696 | 1,760 | 10.30 | 7.20 | 7.00 |
| 92.40 | 96.50 | 86.20 | 4 | 19 | 16.6% | 0.836 | 0.0027 | -6.075 | 7605 | -6.075 | 0.0027 | -0.164 | 16.9% | 542 | 349 | 11.48 | 7.90 | 7.60 |
| 90.00 | 90.90 | 79.97 | 31 | 83 | 16.8% | 0.824 | 0.0029 | -6.468 | 7610 | -6.468 | 0.0029 | -0.176 | 16.8% | 1,114 | 352 | 12.23 | 8.60 | 8.30 |
| 85.80 | 86.70 | 75.97 | 73 | 43 | 16.7% | 0.811 | 0.0031 | -6.868 | 7615 | -6.868 | 0.0031 | -0.189 | 16.7% | 802 | 434 | 13.20 | 9.30 | 9.10 |
| 81.60 | 82.50 | 72.68 | 22 | 105 | 16.6% | 0.797 | 0.0032 | -7.274 | 7620 | -7.274 | 0.0032 | -0.203 | 16.6% | 732 | 664 | 14.08 | 10.20 | 9.90 |
| 77.50 | 78.40 | 68.60 | 162 | 719 | 16.4% | 0.782 | 0.0034 | -7.682 | 7625 | -7.682 | 0.0034 | -0.218 | 16.5% | 1,530 | 1,342 | 15.63 | 11.10 | 10.80 |
| 73.50 | 74.40 | 64.82 | 103 | 257 | 16.3% | 0.766 | 0.0035 | -8.088 | 7630 | -8.088 | 0.0035 | -0.234 | 16.4% | 1,924 | 1,134 | 16.40 | 12.00 | 11.70 |
| 69.50 | 70.40 | 62.62 | 84 | 141 | 16.2% | 0.750 | 0.0037 | -8.487 | 7635 | -8.487 | 0.0037 | -0.250 | 16.2% | 1,326 | 330 | 17.70 | 13.10 | 12.80 |
| 65.80 | 66.30 | 57.51 | 136 | 122 | 16.1% | 0.732 | 0.0038 | -8.876 | 7640 | -8.876 | 0.0038 | -0.268 | 16.1% | 766 | 532 | 19.53 | 14.20 | 13.90 |
| 61.90 | 62.50 | 54.82 | 240 | 167 | 16.0% | 0.714 | 0.0040 | -9.248 | 7645 | -9.248 | 0.0040 | -0.286 | 16.0% | 605 | 524 | 21.20 | 15.40 | 15.10 |
| 58.30 | 58.70 | 50.30 | 457 | 1,317 | 15.8% | 0.695 | 0.0042 | -9.599 | 7650 | -9.599 | 0.0042 | -0.305 | 15.9% | 2,814 | 1,722 | 22.71 | 16.60 | 16.30 |
| 54.70 | 55.10 | 49.80 | 179 | 144 | 15.7% | 0.675 | 0.0043 | -9.923 | 7655 | -9.923 | 0.0043 | -0.325 | 15.7% | 702 | 333 | 23.70 | 18.00 | 17.70 |
| 51.10 | 51.60 | 43.60 | 847 | 147 | 15.6% | 0.654 | 0.0044 | -10.214 | 7660 | -10.214 | 0.0044 | -0.346 | 15.6% | 402 | 1,011 | 25.98 | 19.50 | 19.10 |
| 47.70 | 48.10 | 41.60 | 411 | 124 | 15.5% | 0.633 | 0.0046 | -10.465 | 7665 | -10.465 | 0.0046 | -0.367 | 15.5% | 117 | 481 | 27.33 | 21.00 | 20.70 |
| 44.30 | 44.80 | 39.30 | 486 | 285 | 15.3% | 0.610 | 0.0047 | -10.672 | 7670 | -10.672 | 0.0047 | -0.390 | 15.4% | 397 | 548 | 30.10 | 22.70 | 22.40 |
| 41.10 | 41.50 | 35.51 | 828 | 1,613 | 15.2% | 0.587 | 0.0048 | -10.829 | 7675 | -10.829 | 0.0048 | -0.413 | 15.3% | 593 | 1,454 | 31.80 | 24.50 | 24.10 |
| 38.00 | 38.40 | 32.40 | 1,101 | 391 | 15.1% | 0.564 | 0.0049 | -10.930 | 7680 | -10.930 | 0.0049 | -0.436 | 15.1% | 334 | 1,277 | 34.10 | 26.40 | 26.00 |
| 35.00 | 35.40 | 30.70 | 471 | 85 | 15.0% | 0.539 | 0.0050 | -10.971 | 7685 | -10.971 | 0.0050 | -0.461 | 15.0% | 234 | 417 | 36.50 | 28.40 | 28.00 |
| 32.20 | 32.50 | 27.17 | 510 | 198 | 14.8% | 0.514 | 0.0051 | -10.949 | 7690 | -10.949 | 0.0051 | -0.486 | 14.9% | 568 | 1,074 | 38.95 | 30.50 | 30.10 |
| 29.40 | 29.80 | 24.58 | 639 | 96 | 14.7% | 0.489 | 0.0051 | -10.861 | 7695 | -10.861 | 0.0051 | -0.511 | 14.7% | 171 | 264 | 41.09 | 32.80 | 32.40 |
| 26.80 | 27.20 | 22.27 | 2,269 | 1,152 | 14.6% | 0.463 | 0.0051 | -10.706 | 7700 | -10.706 | 0.0051 | -0.537 | 14.6% | 986 | 1,347 | 44.08 | 35.20 | 34.80 |
| 24.30 | 24.70 | 19.95 | 314 | 92 | 14.4% | 0.437 | 0.0051 | -10.485 | 7705 | -10.485 | 0.0051 | -0.563 | 14.5% | 170 | 239 | 47.52 | 37.70 | 37.30 |
| 22.00 | 22.30 | 18.80 | 651 | 151 | 14.3% | 0.411 | 0.0051 | -10.198 | 7710 | -10.198 | 0.0051 | -0.589 | 14.4% | 455 | 182 | 48.47 | 40.30 | 39.90 |
| 19.80 | 20.10 | 16.21 | 336 | 245 | 14.2% | 0.385 | 0.0050 | -9.849 | 7715 | -9.849 | 0.0050 | -0.615 | 14.2% | 203 | 348 | 52.07 | 43.10 | 42.70 |
| 17.80 | 18.10 | 14.50 | 806 | 226 | 14.1% | 0.359 | 0.0050 | -9.443 | 7720 | -9.443 | 0.0050 | -0.641 | 14.1% | 553 | 216 | 55.53 | 46.10 | 45.70 |
| 15.90 | 16.20 | 13.40 | 944 | 778 | 14.0% | 0.334 | 0.0049 | -8.986 | 7725 | -8.986 | 0.0049 | -0.666 | 14.0% | 1,519 | 657 | 58.92 | 49.20 | 48.80 |
| 14.10 | 14.40 | 11.39 | 564 | 358 | 13.9% | 0.308 | 0.0048 | -8.485 | 7730 | -8.485 | 0.0048 | -0.692 | 13.9% | 313 | 79 | 62.37 | 52.40 | 52.00 |
| 12.50 | 12.80 | 9.97 | 419 | 379 | 13.8% | 0.284 | 0.0046 | -7.949 | 7735 | -7.949 | 0.0046 | -0.716 | 13.8% | 744 | 60 | 62.44 | 56.00 | 55.10 |
| 11.00 | 11.30 | 8.60 | 628 | 308 | 13.7% | 0.260 | 0.0044 | -7.386 | 7740 | -7.386 | 0.0044 | -0.740 | 13.7% | 311 | 32 | 66.71 | 59.50 | 58.70 |
| 9.60 | 9.90 | 7.63 | 590 | 305 | 13.6% | 0.237 | 0.0042 | -6.807 | 7745 | -6.807 | 0.0042 | -0.763 | 13.7% | 131 | 105 | 74.02 | 63.20 | 62.30 |
| 8.40 | 8.70 | 6.58 | 2,582 | 942 | 13.5% | 0.215 | 0.0040 | -6.221 | 7750 | -6.221 | 0.0040 | -0.785 | 13.6% | 576 | 74 | 77.42 | 66.90 | 66.10 |
How this is calculated: Options Chain methodology
