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
16.8%
7675 strike
EXPECTED MOVE
$105.00
ATM straddle
MAX PAIN
$7,725.00
+0.6%
PUT/CALL VOLUME
1.96
115,436 / 58,859
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 116.10 | 117.10 | 110.70 | 229 | 1,475 | 18.4% | 0.750 | 0.0022 | -6.315 | 7600 | -6.315 | 0.0022 | -0.249 | 18.4% | 14,699 | 3,265 | 25.98 | 21.60 | 21.30 |
| 112.10 | 113.20 | 103.56 | 18 | 149 | 18.4% | 0.740 | 0.0023 | -6.431 | 7605 | -6.431 | 0.0023 | -0.260 | 18.3% | 827 | 305 | 27.23 | 22.60 | 22.30 |
| 108.20 | 109.20 | 96.66 | 31 | 271 | 18.2% | 0.730 | 0.0023 | -6.544 | 7610 | -6.544 | 0.0023 | -0.270 | 18.2% | 900 | 447 | 28.69 | 23.70 | 23.40 |
| 104.50 | 105.10 | 97.70 | 38 | 140 | 18.1% | 0.719 | 0.0024 | -6.652 | 7615 | -6.652 | 0.0024 | -0.281 | 18.1% | 682 | 223 | 29.60 | 24.80 | 24.50 |
| 100.70 | 101.20 | 92.00 | 75 | 156 | 18.0% | 0.708 | 0.0024 | -6.755 | 7620 | -6.755 | 0.0024 | -0.292 | 18.0% | 1,352 | 583 | 31.00 | 25.90 | 25.70 |
| 96.90 | 97.40 | 89.70 | 69 | 1,257 | 17.8% | 0.697 | 0.0025 | -6.853 | 7625 | -6.853 | 0.0025 | -0.303 | 17.9% | 2,919 | 1,478 | 32.30 | 27.20 | 26.90 |
| 93.20 | 93.70 | 85.30 | 66 | 389 | 17.8% | 0.685 | 0.0026 | -6.944 | 7630 | -6.944 | 0.0026 | -0.315 | 17.8% | 1,309 | 680 | 33.80 | 28.50 | 28.10 |
| 89.50 | 90.00 | 83.09 | 141 | 602 | 17.6% | 0.673 | 0.0026 | -7.029 | 7635 | -7.029 | 0.0026 | -0.327 | 17.7% | 1,931 | 1,453 | 35.30 | 29.80 | 29.50 |
| 85.90 | 86.40 | 78.37 | 155 | 335 | 17.5% | 0.661 | 0.0027 | -7.107 | 7640 | -7.107 | 0.0027 | -0.339 | 17.5% | 2,107 | 1,347 | 37.22 | 31.20 | 30.80 |
| 82.30 | 82.80 | 75.27 | 112 | 299 | 17.4% | 0.648 | 0.0027 | -7.176 | 7645 | -7.176 | 0.0027 | -0.352 | 17.4% | 1,704 | 1,543 | 39.50 | 32.60 | 32.30 |
| 78.80 | 79.30 | 71.99 | 778 | 3,219 | 17.3% | 0.635 | 0.0028 | -7.238 | 7650 | -7.238 | 0.0028 | -0.365 | 17.3% | 17,495 | 4,948 | 40.70 | 34.10 | 33.80 |
| 75.40 | 75.90 | 68.30 | 303 | 541 | 17.2% | 0.622 | 0.0028 | -7.290 | 7655 | -7.290 | 0.0028 | -0.378 | 17.2% | 645 | 540 | 42.50 | 35.70 | 35.30 |
| 72.00 | 72.50 | 65.32 | 337 | 472 | 17.1% | 0.608 | 0.0029 | -7.332 | 7660 | -7.332 | 0.0029 | -0.392 | 17.1% | 847 | 718 | 44.19 | 37.30 | 36.90 |
| 68.70 | 69.20 | 63.51 | 240 | 224 | 17.0% | 0.594 | 0.0029 | -7.365 | 7665 | -7.365 | 0.0029 | -0.406 | 17.0% | 1,719 | 1,454 | 46.20 | 39.00 | 38.60 |
| 65.50 | 66.00 | 58.75 | 385 | 585 | 16.9% | 0.580 | 0.0030 | -7.386 | 7670 | -7.386 | 0.0030 | -0.420 | 16.9% | 1,185 | 714 | 48.20 | 40.80 | 40.40 |
| 62.40 | 62.80 | 55.85 | 774 | 1,443 | 16.7% | 0.566 | 0.0030 | -7.397 | 7675 | -7.397 | 0.0030 | -0.434 | 16.8% | 3,050 | 1,703 | 50.43 | 42.60 | 42.20 |
| 59.30 | 59.70 | 52.95 | 581 | 513 | 16.6% | 0.551 | 0.0030 | -7.395 | 7680 | -7.395 | 0.0030 | -0.449 | 16.7% | 1,342 | 1,072 | 52.20 | 44.50 | 44.10 |
| 56.30 | 56.70 | 50.15 | 652 | 519 | 16.5% | 0.536 | 0.0031 | -7.382 | 7685 | -7.382 | 0.0031 | -0.464 | 16.6% | 818 | 615 | 53.73 | 46.50 | 46.10 |
| 53.40 | 53.80 | 49.10 | 294 | 994 | 16.4% | 0.520 | 0.0031 | -7.356 | 7690 | -7.356 | 0.0031 | -0.479 | 16.4% | 960 | 695 | 56.48 | 48.60 | 48.20 |
| 50.50 | 50.90 | 45.00 | 271 | 625 | 16.3% | 0.505 | 0.0031 | -7.317 | 7695 | -7.317 | 0.0031 | -0.495 | 16.3% | 948 | 442 | 59.10 | 50.70 | 50.30 |
| 47.70 | 48.10 | 42.45 | 2,602 | 5,214 | 16.2% | 0.489 | 0.0032 | -7.265 | 7700 | -7.265 | 0.0032 | -0.511 | 16.2% | 13,200 | 4,806 | 61.77 | 52.90 | 52.50 |
| 45.00 | 45.40 | 39.95 | 553 | 333 | 16.1% | 0.473 | 0.0032 | -7.200 | 7705 | -7.200 | 0.0032 | -0.526 | 16.1% | 1,373 | 1,252 | 64.00 | 55.20 | 54.80 |
| 42.40 | 42.80 | 38.09 | 346 | 467 | 16.0% | 0.457 | 0.0032 | -7.122 | 7710 | -7.122 | 0.0032 | -0.543 | 16.0% | 638 | 222 | 66.30 | 57.60 | 57.20 |
| 39.90 | 40.20 | 36.40 | 186 | 464 | 15.9% | 0.441 | 0.0032 | -7.030 | 7715 | -7.030 | 0.0032 | -0.559 | 15.9% | 356 | 122 | 66.58 | 60.10 | 59.60 |
| 37.40 | 37.80 | 33.42 | 427 | 798 | 15.8% | 0.425 | 0.0032 | -6.925 | 7720 | -6.925 | 0.0032 | -0.575 | 15.8% | 2,060 | 246 | 71.00 | 62.60 | 62.20 |
| 35.10 | 35.40 | 31.30 | 3,056 | 4,733 | 15.7% | 0.408 | 0.0032 | -6.806 | 7725 | -6.806 | 0.0032 | -0.592 | 15.7% | 2,804 | 1,631 | 73.90 | 65.20 | 64.80 |
| 32.80 | 33.10 | 29.30 | 432 | 627 | 15.6% | 0.392 | 0.0032 | -6.675 | 7730 | -6.675 | 0.0032 | -0.608 | 15.6% | 905 | 122 | 77.20 | 68.00 | 67.50 |
| 30.60 | 30.90 | 27.55 | 744 | 1,230 | 15.4% | 0.376 | 0.0031 | -6.532 | 7735 | -6.532 | 0.0031 | -0.624 | 15.5% | 709 | 72 | 81.30 | 70.80 | 70.30 |
| 28.50 | 28.80 | 26.07 | 1,223 | 2,085 | 15.3% | 0.359 | 0.0031 | -6.377 | 7740 | -6.377 | 0.0031 | -0.641 | 15.4% | 1,234 | 166 | 80.80 | 73.70 | 73.30 |
| 26.50 | 26.80 | 23.62 | 601 | 731 | 15.2% | 0.343 | 0.0031 | -6.210 | 7745 | -6.210 | 0.0031 | -0.657 | 15.3% | 1,595 | 1,429 | 86.40 | 76.70 | 76.30 |
| 24.60 | 24.90 | 21.31 | 2,939 | 5,948 | 15.2% | 0.327 | 0.0031 | -6.033 | 7750 | -6.033 | 0.0031 | -0.673 | 15.2% | 10,045 | 1,675 | 88.07 | 79.80 | 79.30 |
How this is calculated: Options Chain methodology
