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
14.0%
7675 strike
EXPECTED MOVE
$126.30
ATM straddle
MAX PAIN
$7,750.00
+1.0%
PUT/CALL VOLUME
1.50
12,732 / 8,516
NOV 3, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 126.90 | 128.30 | 115.69 | 222 | 547 | 15.4% | 0.717 | 0.0020 | -3.829 | 7600 | -3.829 | 0.0020 | -0.283 | 15.4% | 1,153 | 653 | 35.82 | 30.80 | 30.40 |
| 121.70 | 126.00 | 99.00 | 1 | 3 | 15.3% | 0.709 | 0.0020 | -3.866 | 7605 | -3.866 | 0.0020 | -0.291 | 15.3% | 17 | 8 | 46.80 | 31.90 | 31.50 |
| 117.80 | 122.20 | 119.19 | 2 | 13 | 15.2% | 0.699 | 0.0020 | -3.901 | 7610 | -3.901 | 0.0020 | -0.300 | 15.2% | 53 | 64 | 38.32 | 33.10 | 32.70 |
| 115.80 | 116.30 | 110.00 | 8 | 12 | 15.1% | 0.690 | 0.0021 | -3.935 | 7615 | -3.935 | 0.0021 | -0.310 | 15.1% | 246 | 18 | 39.58 | 34.30 | 33.80 |
| 112.00 | 112.50 | 105.85 | 12 | 31 | 15.0% | 0.681 | 0.0021 | -3.966 | 7620 | -3.966 | 0.0021 | -0.319 | 15.0% | 277 | 60 | 41.82 | 35.50 | 35.10 |
| 108.30 | 108.80 | 103.52 | 23 | 94 | 14.9% | 0.671 | 0.0022 | -3.994 | 7625 | -3.994 | 0.0022 | -0.329 | 14.9% | 408 | 494 | 43.10 | 36.80 | 36.40 |
| 104.60 | 105.20 | 97.96 | 76 | 62 | 14.8% | 0.661 | 0.0022 | -4.020 | 7630 | -4.020 | 0.0022 | -0.339 | 14.8% | 134 | 75 | 42.03 | 38.10 | 37.70 |
| 101.00 | 101.50 | 95.20 | 16 | 58 | 14.7% | 0.651 | 0.0022 | -4.043 | 7635 | -4.043 | 0.0022 | -0.349 | 14.7% | 39 | 58 | 47.05 | 39.50 | 39.00 |
| 97.40 | 98.00 | 92.20 | 20 | 35 | 14.6% | 0.640 | 0.0023 | -4.064 | 7640 | -4.064 | 0.0023 | -0.360 | 14.6% | 119 | 17 | 47.92 | 40.90 | 40.50 |
| 93.90 | 94.40 | 88.92 | 3 | 34 | 14.5% | 0.629 | 0.0023 | -4.081 | 7645 | -4.081 | 0.0023 | -0.371 | 14.5% | 120 | 47 | 49.49 | 42.40 | 41.90 |
| 90.40 | 91.00 | 83.77 | 81 | 399 | 14.4% | 0.618 | 0.0023 | -4.095 | 7650 | -4.095 | 0.0023 | -0.382 | 14.4% | 854 | 221 | 50.70 | 43.90 | 43.40 |
| 87.00 | 87.50 | 80.57 | 57 | 35 | 14.3% | 0.607 | 0.0024 | -4.106 | 7655 | -4.106 | 0.0024 | -0.393 | 14.4% | 39 | 67 | 52.30 | 45.50 | 45.00 |
| 83.60 | 84.20 | 78.20 | 57 | 78 | 14.3% | 0.596 | 0.0024 | -4.114 | 7660 | -4.114 | 0.0024 | -0.404 | 14.3% | 162 | 533 | 54.25 | 47.10 | 46.70 |
| 80.30 | 80.90 | 76.00 | 71 | 18 | 14.2% | 0.584 | 0.0024 | -4.117 | 7665 | -4.117 | 0.0024 | -0.416 | 14.2% | 35 | 12 | 56.20 | 48.80 | 48.30 |
| 77.10 | 77.60 | 71.80 | 52 | 106 | 14.1% | 0.572 | 0.0025 | -4.117 | 7670 | -4.117 | 0.0025 | -0.428 | 14.1% | 176 | 108 | 57.05 | 50.60 | 50.10 |
| 73.90 | 74.40 | 68.90 | 11 | 111 | 14.0% | 0.560 | 0.0025 | -4.113 | 7675 | -4.113 | 0.0025 | -0.440 | 14.0% | 298 | 48 | 60.00 | 52.40 | 51.90 |
| 70.80 | 71.30 | 65.52 | 70 | 52 | 13.9% | 0.548 | 0.0025 | -4.105 | 7680 | -4.105 | 0.0025 | -0.452 | 13.9% | 73 | 51 | 62.04 | 54.30 | 53.70 |
| 67.70 | 68.20 | 62.60 | 40 | 33 | 13.8% | 0.536 | 0.0026 | -4.093 | 7685 | -4.093 | 0.0026 | -0.464 | 13.8% | 55 | 69 | 64.40 | 56.20 | 55.70 |
| 64.70 | 65.20 | 61.65 | 20 | 32 | 13.7% | 0.523 | 0.0026 | -4.076 | 7690 | -4.076 | 0.0026 | -0.477 | 13.7% | 124 | 55 | 63.30 | 58.20 | 57.70 |
| 61.80 | 62.30 | 58.65 | 17 | 14 | 13.6% | 0.510 | 0.0026 | -4.056 | 7695 | -4.056 | 0.0026 | -0.490 | 13.6% | 227 | 12 | 68.60 | 60.30 | 59.70 |
| 58.90 | 59.40 | 55.23 | 124 | 568 | 13.6% | 0.497 | 0.0026 | -4.030 | 7700 | -4.030 | 0.0026 | -0.503 | 13.5% | 738 | 687 | 69.01 | 62.40 | 61.90 |
| 56.10 | 56.60 | 50.89 | 12 | 35 | 13.5% | 0.484 | 0.0026 | -4.000 | 7705 | -4.000 | 0.0026 | -0.516 | 13.5% | 100 | 46 | 71.53 | 64.60 | 64.00 |
| 53.40 | 53.90 | 49.20 | 87 | 133 | 13.4% | 0.471 | 0.0026 | -3.966 | 7710 | -3.966 | 0.0026 | -0.529 | 13.4% | 280 | 53 | 75.60 | 66.80 | 66.30 |
| 50.70 | 51.20 | 46.20 | 34 | 53 | 13.3% | 0.457 | 0.0026 | -3.927 | 7715 | -3.927 | 0.0026 | -0.543 | 13.3% | 171 | 16 | 77.20 | 69.20 | 68.60 |
| 48.10 | 48.60 | 45.20 | 79 | 187 | 13.2% | 0.444 | 0.0027 | -3.884 | 7720 | -3.884 | 0.0027 | -0.556 | 13.2% | 392 | 48 | 78.37 | 71.60 | 71.10 |
| 45.60 | 46.10 | 42.10 | 1,091 | 359 | 13.1% | 0.430 | 0.0027 | -3.836 | 7725 | -3.836 | 0.0027 | -0.570 | 13.1% | 1,946 | 34 | 82.87 | 74.10 | 73.50 |
| 43.20 | 43.70 | 40.70 | 41 | 88 | 13.0% | 0.416 | 0.0027 | -3.784 | 7730 | -3.784 | 0.0027 | -0.584 | 13.0% | 139 | 44 | 84.12 | 76.60 | 76.10 |
| 40.80 | 41.30 | 38.26 | 65 | 104 | 13.0% | 0.402 | 0.0026 | -3.727 | 7735 | -3.727 | 0.0026 | -0.598 | 12.9% | 19 | 4 | 77.88 | 79.30 | 78.70 |
| 38.60 | 39.00 | 36.39 | 93 | 336 | 12.9% | 0.389 | 0.0026 | -3.666 | 7740 | -3.666 | 0.0026 | -0.611 | 12.9% | 1,543 | 14 | 90.69 | 82.00 | 81.50 |
| 36.40 | 36.80 | 34.33 | 20 | 30 | 12.8% | 0.375 | 0.0026 | -3.600 | 7745 | -3.600 | 0.0026 | -0.625 | 12.8% | 56 | 16 | 92.23 | 84.80 | 84.30 |
| 34.20 | 34.70 | 31.48 | 1,047 | 822 | 12.7% | 0.361 | 0.0026 | -3.531 | 7750 | -3.531 | 0.0026 | -0.639 | 12.7% | 983 | 78 | 99.00 | 87.70 | 87.10 |
How this is calculated: Options Chain methodology
