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
16.5%
7675 strike
EXPECTED MOVE
$88.50
ATM straddle
MAX PAIN
$7,725.00
+0.6%
PUT/CALL VOLUME
1.41
27,370 / 19,373
OCT 29, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 107.70 | 108.70 | 98.89 | 26 | 53 | 18.2% | 0.782 | 0.0024 | -6.736 | 7600 | -6.736 | 0.0024 | -0.218 | 18.2% | 1,452 | 663 | 19.80 | 15.40 | 15.10 |
| 101.80 | 105.90 | 110.99 | 14 | 23 | 17.9% | 0.771 | 0.0025 | -6.933 | 7605 | -6.933 | 0.0025 | -0.229 | 18.1% | 81 | 61 | 20.81 | 16.30 | 16.00 |
| 97.80 | 102.70 | 97.80 | 23 | 48 | 18.0% | 0.759 | 0.0026 | -7.126 | 7610 | -7.126 | 0.0026 | -0.241 | 18.0% | 265 | 66 | 21.67 | 17.30 | 17.00 |
| 93.80 | 98.60 | 87.62 | 15 | 41 | 17.8% | 0.747 | 0.0027 | -7.314 | 7615 | -7.314 | 0.0027 | -0.253 | 17.9% | 164 | 122 | 22.40 | 18.30 | 18.00 |
| 91.70 | 92.80 | 83.92 | 39 | 60 | 17.8% | 0.735 | 0.0028 | -7.496 | 7620 | -7.496 | 0.0028 | -0.265 | 17.8% | 793 | 713 | 24.00 | 19.30 | 19.00 |
| 88.00 | 88.50 | 81.70 | 33 | 157 | 17.6% | 0.722 | 0.0028 | -7.672 | 7625 | -7.672 | 0.0028 | -0.278 | 17.7% | 436 | 210 | 25.41 | 20.40 | 20.20 |
| 84.10 | 84.60 | 75.90 | 31 | 153 | 17.5% | 0.709 | 0.0029 | -7.839 | 7630 | -7.839 | 0.0029 | -0.291 | 17.5% | 404 | 162 | 27.40 | 21.60 | 21.30 |
| 80.40 | 80.90 | 73.70 | 130 | 88 | 17.4% | 0.695 | 0.0030 | -7.996 | 7635 | -7.996 | 0.0030 | -0.305 | 17.4% | 102 | 147 | 27.82 | 22.90 | 22.60 |
| 76.70 | 77.20 | 70.32 | 67 | 96 | 17.3% | 0.681 | 0.0031 | -8.143 | 7640 | -8.143 | 0.0031 | -0.319 | 17.3% | 250 | 202 | 27.51 | 24.20 | 23.90 |
| 73.10 | 73.60 | 65.77 | 43 | 117 | 17.2% | 0.666 | 0.0032 | -8.277 | 7645 | -8.277 | 0.0032 | -0.334 | 17.2% | 138 | 155 | 31.37 | 25.60 | 25.30 |
| 69.50 | 70.00 | 64.10 | 315 | 380 | 17.0% | 0.651 | 0.0032 | -8.398 | 7650 | -8.398 | 0.0032 | -0.349 | 17.1% | 552 | 312 | 33.30 | 27.10 | 26.70 |
| 66.10 | 66.60 | 60.00 | 82 | 88 | 16.9% | 0.635 | 0.0033 | -8.504 | 7655 | -8.504 | 0.0033 | -0.365 | 17.0% | 282 | 96 | 34.87 | 28.60 | 28.20 |
| 62.70 | 63.20 | 55.55 | 128 | 165 | 16.8% | 0.619 | 0.0034 | -8.594 | 7660 | -8.594 | 0.0034 | -0.381 | 16.8% | 515 | 170 | 36.67 | 30.20 | 29.80 |
| 59.40 | 59.80 | 52.65 | 49 | 67 | 16.7% | 0.603 | 0.0035 | -8.666 | 7665 | -8.666 | 0.0035 | -0.397 | 16.7% | 682 | 164 | 38.50 | 31.90 | 31.50 |
| 56.10 | 56.60 | 50.90 | 92 | 129 | 16.6% | 0.586 | 0.0035 | -8.719 | 7670 | -8.719 | 0.0035 | -0.414 | 16.6% | 204 | 269 | 40.37 | 33.60 | 33.30 |
| 53.00 | 53.40 | 47.30 | 238 | 160 | 16.4% | 0.569 | 0.0036 | -8.753 | 7675 | -8.753 | 0.0036 | -0.431 | 16.5% | 382 | 303 | 42.42 | 35.50 | 35.10 |
| 49.90 | 50.30 | 44.00 | 472 | 157 | 16.4% | 0.551 | 0.0036 | -8.765 | 7680 | -8.765 | 0.0036 | -0.449 | 16.4% | 634 | 750 | 44.97 | 37.40 | 37.00 |
| 47.00 | 47.30 | 41.43 | 752 | 32 | 16.2% | 0.533 | 0.0037 | -8.756 | 7685 | -8.756 | 0.0037 | -0.467 | 16.3% | 135 | 102 | 47.17 | 39.40 | 39.10 |
| 44.10 | 44.50 | 38.60 | 114 | 62 | 16.1% | 0.515 | 0.0037 | -8.725 | 7690 | -8.725 | 0.0037 | -0.485 | 16.2% | 180 | 124 | 49.50 | 41.60 | 41.20 |
| 41.30 | 41.70 | 36.60 | 146 | 77 | 16.0% | 0.496 | 0.0037 | -8.670 | 7695 | -8.670 | 0.0037 | -0.503 | 16.0% | 766 | 226 | 52.10 | 43.80 | 43.40 |
| 38.60 | 39.00 | 34.10 | 252 | 1,836 | 15.9% | 0.478 | 0.0038 | -8.591 | 7700 | -8.591 | 0.0038 | -0.522 | 15.9% | 3,813 | 156 | 54.46 | 46.10 | 45.70 |
| 36.00 | 36.40 | 33.00 | 387 | 100 | 15.8% | 0.459 | 0.0038 | -8.489 | 7705 | -8.489 | 0.0038 | -0.541 | 15.8% | 68 | 46 | 57.30 | 48.50 | 48.10 |
| 33.50 | 33.80 | 28.66 | 159 | 141 | 15.7% | 0.440 | 0.0038 | -8.363 | 7710 | -8.363 | 0.0038 | -0.560 | 15.7% | 127 | 95 | 60.75 | 51.00 | 50.50 |
| 31.10 | 31.40 | 27.04 | 114 | 245 | 15.5% | 0.420 | 0.0038 | -8.213 | 7715 | -8.213 | 0.0038 | -0.580 | 15.6% | 81 | 166 | 61.91 | 53.60 | 53.10 |
| 28.80 | 29.10 | 24.80 | 388 | 169 | 15.4% | 0.401 | 0.0037 | -8.041 | 7720 | -8.041 | 0.0037 | -0.599 | 15.5% | 638 | 74 | 64.50 | 56.30 | 55.80 |
| 26.60 | 26.90 | 23.25 | 397 | 209 | 15.3% | 0.382 | 0.0037 | -7.846 | 7725 | -7.846 | 0.0037 | -0.618 | 15.4% | 1,220 | 137 | 67.35 | 59.10 | 58.60 |
| 24.50 | 24.90 | 20.90 | 258 | 234 | 15.2% | 0.362 | 0.0037 | -7.631 | 7730 | -7.631 | 0.0037 | -0.637 | 15.3% | 450 | 74 | 68.60 | 62.00 | 61.60 |
| 22.60 | 22.90 | 19.12 | 179 | 123 | 15.2% | 0.343 | 0.0036 | -7.396 | 7735 | -7.396 | 0.0036 | -0.657 | 15.2% | 55 | 35 | 76.40 | 65.00 | 64.60 |
| 20.70 | 21.00 | 18.50 | 262 | 241 | 15.0% | 0.325 | 0.0036 | -7.142 | 7740 | -7.142 | 0.0036 | -0.675 | 15.1% | 162 | 40 | 75.08 | 68.10 | 67.70 |
| 18.90 | 19.20 | 16.99 | 211 | 297 | 14.9% | 0.306 | 0.0035 | -6.872 | 7745 | -6.872 | 0.0035 | -0.694 | 15.2% | 335 | 61 | 81.54 | 72.60 | 70.20 |
| 17.30 | 17.60 | 14.80 | 1,216 | 1,297 | 14.9% | 0.287 | 0.0034 | -6.588 | 7750 | -6.588 | 0.0034 | -0.713 | 14.9% | 1,105 | 71 | 85.68 | 74.80 | 74.30 |
How this is calculated: Options Chain methodology
