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
13.8%
7675 strike
EXPECTED MOVE
$116.40
ATM straddle
MAX PAIN
$7,775.00
+1.3%
PUT/CALL VOLUME
1.45
56,420 / 38,957
NOV 2, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 121.90 | 123.00 | 113.10 | 105 | 77 | 15.2% | 0.731 | 0.0021 | -3.959 | 7600 | -3.959 | 0.0021 | -0.269 | 15.2% | 723 | 377 | 31.30 | 26.60 | 26.20 |
| 116.90 | 120.40 | 112.64 | 36 | 19 | 15.1% | 0.722 | 0.0021 | -4.007 | 7605 | -4.007 | 0.0021 | -0.278 | 15.1% | 450 | 98 | 33.23 | 27.60 | 27.20 |
| 113.00 | 116.50 | 109.85 | 9 | 11 | 15.0% | 0.712 | 0.0022 | -4.054 | 7610 | -4.054 | 0.0022 | -0.288 | 15.0% | 567 | 256 | 34.15 | 28.80 | 28.40 |
| 109.20 | 112.70 | 102.42 | 6 | 24 | 14.9% | 0.702 | 0.0022 | -4.098 | 7615 | -4.098 | 0.0022 | -0.298 | 14.9% | 199 | 103 | 35.73 | 29.90 | 29.50 |
| 106.70 | 107.20 | 98.57 | 145 | 66 | 14.8% | 0.692 | 0.0023 | -4.139 | 7620 | -4.139 | 0.0023 | -0.308 | 14.8% | 803 | 1,390 | 37.07 | 31.10 | 30.70 |
| 102.90 | 103.50 | 94.77 | 13 | 29 | 14.7% | 0.681 | 0.0023 | -4.178 | 7625 | -4.178 | 0.0023 | -0.318 | 14.7% | 622 | 478 | 38.40 | 32.40 | 32.00 |
| 99.20 | 99.80 | 92.21 | 45 | 78 | 14.6% | 0.671 | 0.0024 | -4.214 | 7630 | -4.214 | 0.0024 | -0.329 | 14.6% | 284 | 130 | 40.00 | 33.70 | 33.30 |
| 95.60 | 96.10 | 87.20 | 37 | 39 | 14.5% | 0.660 | 0.0024 | -4.246 | 7635 | -4.246 | 0.0024 | -0.340 | 14.5% | 219 | 100 | 41.40 | 35.10 | 34.60 |
| 92.00 | 92.50 | 85.87 | 69 | 113 | 14.4% | 0.648 | 0.0024 | -4.275 | 7640 | -4.275 | 0.0024 | -0.351 | 14.4% | 1,177 | 1,130 | 43.37 | 36.50 | 36.00 |
| 88.50 | 89.00 | 82.52 | 58 | 65 | 14.4% | 0.637 | 0.0025 | -4.301 | 7645 | -4.301 | 0.0025 | -0.363 | 14.3% | 425 | 157 | 44.70 | 37.90 | 37.50 |
| 85.00 | 85.50 | 77.60 | 149 | 243 | 14.3% | 0.625 | 0.0025 | -4.322 | 7650 | -4.322 | 0.0025 | -0.375 | 14.2% | 1,680 | 466 | 46.20 | 39.40 | 39.00 |
| 81.60 | 82.10 | 75.15 | 150 | 56 | 14.2% | 0.613 | 0.0026 | -4.339 | 7655 | -4.339 | 0.0026 | -0.387 | 14.2% | 44 | 50 | 47.57 | 41.00 | 40.50 |
| 78.20 | 78.70 | 72.78 | 170 | 113 | 14.1% | 0.601 | 0.0026 | -4.352 | 7660 | -4.352 | 0.0026 | -0.399 | 14.1% | 227 | 169 | 50.17 | 42.70 | 42.20 |
| 74.90 | 75.40 | 68.40 | 199 | 16 | 14.0% | 0.588 | 0.0026 | -4.361 | 7665 | -4.361 | 0.0026 | -0.412 | 14.0% | 93 | 94 | 51.22 | 44.30 | 43.90 |
| 71.60 | 72.20 | 65.38 | 272 | 92 | 13.9% | 0.575 | 0.0027 | -4.364 | 7670 | -4.364 | 0.0027 | -0.425 | 13.9% | 218 | 158 | 53.55 | 46.10 | 45.60 |
| 68.50 | 69.00 | 62.49 | 242 | 121 | 13.8% | 0.562 | 0.0027 | -4.363 | 7675 | -4.363 | 0.0027 | -0.438 | 13.8% | 393 | 370 | 55.21 | 47.90 | 47.40 |
| 65.40 | 65.90 | 59.92 | 146 | 136 | 13.7% | 0.549 | 0.0027 | -4.357 | 7680 | -4.357 | 0.0027 | -0.451 | 13.7% | 172 | 105 | 57.56 | 49.80 | 49.30 |
| 62.40 | 62.80 | 56.70 | 226 | 27 | 13.6% | 0.535 | 0.0028 | -4.345 | 7685 | -4.345 | 0.0028 | -0.465 | 13.6% | 72 | 149 | 59.50 | 51.80 | 51.30 |
| 59.40 | 59.90 | 54.89 | 110 | 161 | 13.5% | 0.522 | 0.0028 | -4.328 | 7690 | -4.328 | 0.0028 | -0.478 | 13.5% | 660 | 177 | 62.15 | 53.80 | 53.30 |
| 56.50 | 57.00 | 51.02 | 193 | 84 | 13.4% | 0.508 | 0.0028 | -4.306 | 7695 | -4.306 | 0.0028 | -0.492 | 13.4% | 136 | 238 | 61.20 | 55.90 | 55.40 |
| 53.70 | 54.10 | 48.30 | 267 | 311 | 13.4% | 0.493 | 0.0028 | -4.277 | 7700 | -4.277 | 0.0028 | -0.506 | 13.4% | 1,525 | 233 | 64.13 | 58.10 | 57.60 |
| 50.90 | 51.40 | 46.45 | 28 | 34 | 13.3% | 0.479 | 0.0028 | -4.243 | 7705 | -4.243 | 0.0028 | -0.521 | 13.3% | 117 | 108 | 69.32 | 60.30 | 59.80 |
| 48.30 | 48.70 | 43.90 | 112 | 170 | 13.2% | 0.465 | 0.0029 | -4.204 | 7710 | -4.204 | 0.0029 | -0.535 | 13.2% | 405 | 130 | 72.40 | 62.60 | 62.10 |
| 45.70 | 46.10 | 42.08 | 66 | 95 | 13.1% | 0.450 | 0.0029 | -4.159 | 7715 | -4.159 | 0.0029 | -0.550 | 13.1% | 91 | 41 | 74.85 | 65.00 | 64.50 |
| 43.10 | 43.60 | 39.09 | 163 | 125 | 13.0% | 0.435 | 0.0029 | -4.107 | 7720 | -4.107 | 0.0029 | -0.565 | 13.0% | 149 | 32 | 76.73 | 67.50 | 67.00 |
| 40.70 | 41.10 | 36.45 | 206 | 217 | 12.9% | 0.421 | 0.0029 | -4.051 | 7725 | -4.051 | 0.0029 | -0.579 | 12.9% | 3,550 | 3,480 | 79.57 | 70.10 | 69.50 |
| 38.40 | 38.80 | 33.90 | 188 | 136 | 12.8% | 0.406 | 0.0029 | -3.988 | 7730 | -3.988 | 0.0029 | -0.594 | 12.8% | 157 | 17 | 78.12 | 72.70 | 72.20 |
| 36.10 | 36.50 | 32.70 | 369 | 53 | 12.8% | 0.391 | 0.0029 | -3.920 | 7735 | -3.920 | 0.0029 | -0.609 | 12.8% | 82 | 52 | 82.70 | 75.40 | 74.90 |
| 33.90 | 34.30 | 30.89 | 110 | 207 | 12.7% | 0.376 | 0.0028 | -3.847 | 7740 | -3.847 | 0.0028 | -0.624 | 12.7% | 154 | 62 | 81.90 | 78.20 | 77.70 |
| 31.80 | 32.20 | 28.96 | 179 | 137 | 12.6% | 0.361 | 0.0028 | -3.769 | 7745 | -3.769 | 0.0028 | -0.639 | 12.6% | 84 | 51 | 91.86 | 81.10 | 80.60 |
| 29.80 | 30.10 | 26.51 | 4,032 | 3,744 | 12.5% | 0.346 | 0.0028 | -3.686 | 7750 | -3.686 | 0.0028 | -0.653 | 12.5% | 3,781 | 3,473 | 95.02 | 84.10 | 83.60 |
How this is calculated: Options Chain methodology
