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
14.7%
7675 strike
EXPECTED MOVE
$140.70
ATM straddle
MAX PAIN
$7,725.00
+0.6%
PUT/CALL VOLUME
1.84
9,131 / 4,968
NOV 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 132.70 | 137.10 | 126.52 | 1 | 50 | 16.1% | 0.701 | 0.0018 | -3.862 | 7600 | -3.862 | 0.0018 | -0.299 | 16.0% | 358 | 77 | 43.00 | 37.10 | 36.30 |
| 130.30 | 131.50 | 127.12 | 1 | 9 | 16.0% | 0.692 | 0.0018 | -3.890 | 7605 | -3.890 | 0.0018 | -0.308 | 16.0% | 10 | 4 | 40.36 | 38.30 | 37.50 |
| 126.50 | 127.70 | 119.40 | 2 | 6 | 15.9% | 0.684 | 0.0019 | -3.917 | 7610 | -3.917 | 0.0019 | -0.316 | 15.9% | 91 | 3 | 43.04 | 39.50 | 38.70 |
| 122.70 | 124.00 | 118.01 | 1 | 15.8% | 0.675 | 0.0019 | -3.941 | 7615 | -3.941 | 0.0019 | -0.325 | 15.8% | 45 | 30 | 40.53 | 40.70 | 39.90 | |
| 119.00 | 120.30 | 110.18 | 7 | 17 | 15.7% | 0.666 | 0.0019 | -3.964 | 7620 | -3.964 | 0.0019 | -0.334 | 15.7% | 245 | 77 | 48.46 | 42.00 | 41.20 |
| 115.30 | 116.60 | 108.70 | 4 | 41 | 15.6% | 0.657 | 0.0020 | -3.985 | 7625 | -3.985 | 0.0020 | -0.343 | 15.6% | 267 | 54 | 49.89 | 43.40 | 42.60 |
| 111.70 | 113.00 | 107.32 | 20 | 47 | 15.5% | 0.648 | 0.0020 | -4.003 | 7630 | -4.003 | 0.0020 | -0.352 | 15.5% | 199 | 43 | 51.63 | 44.70 | 43.90 |
| 108.00 | 109.40 | 104.00 | 8 | 33 | 15.4% | 0.639 | 0.0020 | -4.019 | 7635 | -4.019 | 0.0020 | -0.361 | 15.4% | 28 | 36 | 49.74 | 46.20 | 45.30 |
| 104.60 | 105.90 | 101.54 | 11 | 31 | 15.3% | 0.629 | 0.0021 | -4.033 | 7640 | -4.033 | 0.0021 | -0.371 | 15.3% | 299 | 108 | 51.22 | 47.60 | 46.80 |
| 101.10 | 102.40 | 97.00 | 20 | 30 | 15.2% | 0.620 | 0.0021 | -4.044 | 7645 | -4.044 | 0.0021 | -0.380 | 15.2% | 268 | 145 | 54.54 | 49.10 | 48.30 |
| 97.70 | 98.90 | 95.07 | 30 | 536 | 15.1% | 0.610 | 0.0021 | -4.053 | 7650 | -4.053 | 0.0021 | -0.390 | 15.1% | 1,511 | 760 | 58.00 | 50.70 | 49.90 |
| 94.40 | 95.60 | 100.42 | 16 | 53 | 15.1% | 0.600 | 0.0021 | -4.059 | 7655 | -4.059 | 0.0021 | -0.400 | 15.0% | 126 | 119 | 58.05 | 52.30 | 51.50 |
| 91.00 | 92.20 | 88.37 | 28 | 129 | 15.0% | 0.589 | 0.0022 | -4.063 | 7660 | -4.063 | 0.0022 | -0.411 | 14.9% | 226 | 107 | 58.41 | 54.00 | 53.10 |
| 87.70 | 88.90 | 83.23 | 17 | 46 | 14.9% | 0.579 | 0.0022 | -4.063 | 7665 | -4.063 | 0.0022 | -0.421 | 14.9% | 44 | 22 | 66.00 | 55.70 | 54.80 |
| 84.50 | 85.70 | 78.96 | 7 | 28 | 14.8% | 0.568 | 0.0022 | -4.060 | 7670 | -4.060 | 0.0022 | -0.432 | 14.8% | 76 | 49 | 65.05 | 57.40 | 56.60 |
| 81.30 | 82.50 | 77.13 | 411 | 95 | 14.7% | 0.557 | 0.0022 | -4.055 | 7675 | -4.055 | 0.0022 | -0.443 | 14.7% | 425 | 958 | 66.95 | 59.20 | 58.40 |
| 78.40 | 79.30 | 72.90 | 38 | 23 | 14.6% | 0.546 | 0.0023 | -4.046 | 7680 | -4.046 | 0.0023 | -0.454 | 14.6% | 63 | 32 | 71.96 | 61.10 | 60.20 |
| 75.30 | 76.20 | 70.80 | 29 | 26 | 14.5% | 0.535 | 0.0023 | -4.034 | 7685 | -4.034 | 0.0023 | -0.465 | 14.5% | 29 | 29 | 68.63 | 63.00 | 62.20 |
| 72.30 | 73.20 | 68.97 | 71 | 169 | 14.4% | 0.524 | 0.0023 | -4.018 | 7690 | -4.018 | 0.0023 | -0.476 | 14.4% | 188 | 57 | 72.04 | 65.00 | 64.10 |
| 69.40 | 70.20 | 65.60 | 54 | 72 | 14.4% | 0.512 | 0.0023 | -3.999 | 7695 | -3.999 | 0.0023 | -0.488 | 14.3% | 185 | 87 | 71.60 | 67.10 | 66.20 |
| 66.50 | 67.30 | 62.43 | 488 | 561 | 14.3% | 0.501 | 0.0023 | -3.977 | 7700 | -3.977 | 0.0023 | -0.499 | 14.2% | 813 | 207 | 78.23 | 69.20 | 68.30 |
| 63.60 | 64.50 | 66.95 | 2 | 24 | 14.2% | 0.489 | 0.0024 | -3.951 | 7705 | -3.951 | 0.0024 | -0.511 | 14.2% | 21 | 1 | 77.59 | 71.30 | 70.40 |
| 60.90 | 61.70 | 57.18 | 16 | 24 | 14.1% | 0.477 | 0.0024 | -3.922 | 7710 | -3.922 | 0.0024 | -0.523 | 14.1% | 220 | 22 | 79.03 | 73.60 | 72.70 |
| 58.20 | 59.00 | 57.62 | 21 | 55 | 14.0% | 0.465 | 0.0024 | -3.889 | 7715 | -3.889 | 0.0024 | -0.535 | 14.0% | 68 | 55 | 83.42 | 75.90 | 75.00 |
| 55.50 | 56.40 | 53.48 | 14 | 68 | 13.9% | 0.453 | 0.0024 | -3.853 | 7720 | -3.853 | 0.0024 | -0.547 | 13.9% | 93 | 58 | 89.33 | 78.20 | 77.30 |
| 53.00 | 53.80 | 53.55 | 26 | 702 | 13.8% | 0.441 | 0.0024 | -3.813 | 7725 | -3.813 | 0.0024 | -0.559 | 13.8% | 2,560 | 714 | 89.88 | 80.90 | 79.60 |
| 50.50 | 51.30 | 41.96 | 2 | 73 | 13.8% | 0.428 | 0.0024 | -3.770 | 7730 | -3.770 | 0.0024 | -0.572 | 13.7% | 150 | 24 | 93.43 | 83.40 | 82.10 |
| 48.00 | 48.90 | 45.93 | 110 | 98 | 13.7% | 0.416 | 0.0024 | -3.723 | 7735 | -3.723 | 0.0024 | -0.584 | 13.7% | 40 | 14 | 85.35 | 85.90 | 84.60 |
| 45.70 | 46.50 | 43.35 | 10 | 71 | 13.6% | 0.404 | 0.0024 | -3.673 | 7740 | -3.673 | 0.0024 | -0.596 | 13.6% | 261 | 92 | 99.89 | 88.50 | 87.30 |
| 43.40 | 44.20 | 39.79 | 110 | 72 | 13.5% | 0.391 | 0.0024 | -3.619 | 7745 | -3.619 | 0.0024 | -0.609 | 13.5% | 111 | 21 | 98.78 | 91.20 | 89.90 |
| 41.20 | 42.00 | 37.97 | 95 | 376 | 13.5% | 0.379 | 0.0024 | -3.562 | 7750 | -3.562 | 0.0024 | -0.621 | 13.4% | 508 | 131 | 104.72 | 93.90 | 92.80 |
How this is calculated: Options Chain methodology
