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
14.6%
7675 strike
EXPECTED MOVE
$147.90
ATM straddle
MAX PAIN
$7,750.00
+1.0%
PUT/CALL VOLUME
1.62
8,498 / 5,240
NOV 5, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 138.20 | 139.30 | 142.83 | 2 | 20 | 16.0% | 0.693 | 0.0017 | -3.680 | 7600 | -3.680 | 0.0017 | -0.307 | 16.0% | 234 | 64 | 44.90 | 40.40 | 39.60 |
| 134.40 | 135.50 | 117.86 | 9 | 18 | 15.9% | 0.685 | 0.0018 | -3.702 | 7605 | -3.702 | 0.0018 | -0.314 | 15.9% | 23 | 4 | 60.05 | 41.60 | 40.80 |
| 130.60 | 131.70 | 133.97 | 1 | 9 | 15.8% | 0.677 | 0.0018 | -3.723 | 7610 | -3.723 | 0.0018 | -0.323 | 15.8% | 132 | 72 | 49.13 | 42.80 | 42.00 |
| 126.90 | 128.00 | 119.80 | 5 | 8 | 15.7% | 0.669 | 0.0018 | -3.742 | 7615 | -3.742 | 0.0018 | -0.331 | 15.7% | 44 | 47 | 48.21 | 44.10 | 43.20 |
| 123.20 | 124.30 | 119.75 | 2 | 20 | 15.6% | 0.661 | 0.0018 | -3.759 | 7620 | -3.759 | 0.0018 | -0.339 | 15.7% | 116 | 36 | 49.40 | 45.40 | 44.50 |
| 119.50 | 120.60 | 104.00 | 2 | 35 | 15.5% | 0.652 | 0.0019 | -3.775 | 7625 | -3.775 | 0.0019 | -0.348 | 15.6% | 142 | 409 | 51.83 | 46.70 | 45.80 |
| 115.90 | 117.00 | 112.68 | 6 | 58 | 15.4% | 0.643 | 0.0019 | -3.789 | 7630 | -3.789 | 0.0019 | -0.356 | 15.5% | 273 | 24 | 54.53 | 48.10 | 47.20 |
| 112.30 | 113.40 | 108.40 | 7 | 18 | 15.3% | 0.634 | 0.0019 | -3.800 | 7635 | -3.800 | 0.0019 | -0.365 | 15.4% | 14 | 54 | 54.60 | 49.50 | 48.60 |
| 108.80 | 109.90 | 104.40 | 13 | 64 | 15.2% | 0.625 | 0.0020 | -3.810 | 7640 | -3.810 | 0.0020 | -0.375 | 15.3% | 146 | 103 | 58.47 | 51.00 | 50.00 |
| 105.30 | 106.40 | 99.76 | 53 | 56 | 15.2% | 0.616 | 0.0020 | -3.818 | 7645 | -3.818 | 0.0020 | -0.384 | 15.2% | 103 | 43 | 58.33 | 52.50 | 51.50 |
| 101.90 | 102.90 | 94.98 | 134 | 93 | 15.1% | 0.607 | 0.0020 | -3.824 | 7650 | -3.824 | 0.0020 | -0.393 | 15.1% | 499 | 51 | 60.70 | 54.00 | 53.20 |
| 98.40 | 99.50 | 99.31 | 13 | 90 | 15.0% | 0.597 | 0.0020 | -3.827 | 7655 | -3.827 | 0.0020 | -0.403 | 15.0% | 108 | 13 | 60.81 | 55.60 | 54.70 |
| 95.10 | 96.20 | 93.00 | 18 | 48 | 14.9% | 0.587 | 0.0021 | -3.828 | 7660 | -3.828 | 0.0021 | -0.413 | 14.9% | 189 | 14 | 62.60 | 57.30 | 56.30 |
| 91.90 | 92.90 | 88.58 | 10 | 58 | 14.8% | 0.577 | 0.0021 | -3.826 | 7665 | -3.826 | 0.0021 | -0.423 | 14.8% | 22 | 6 | 60.93 | 59.00 | 58.00 |
| 88.60 | 89.60 | 83.66 | 78 | 91 | 14.7% | 0.567 | 0.0021 | -3.822 | 7670 | -3.822 | 0.0021 | -0.433 | 14.7% | 50 | 11 | 70.87 | 60.70 | 59.70 |
| 85.40 | 86.40 | 83.35 | 41 | 88 | 14.6% | 0.557 | 0.0021 | -3.816 | 7675 | -3.816 | 0.0021 | -0.443 | 14.6% | 116 | 88 | 70.10 | 62.50 | 61.50 |
| 82.50 | 83.30 | 76.80 | 15 | 33 | 14.6% | 0.546 | 0.0022 | -3.807 | 7680 | -3.807 | 0.0022 | -0.454 | 14.5% | 32 | 33 | 70.23 | 64.40 | 63.40 |
| 79.40 | 80.20 | 74.98 | 10 | 13 | 14.5% | 0.536 | 0.0022 | -3.795 | 7685 | -3.795 | 0.0022 | -0.464 | 14.5% | 21 | 46 | 74.82 | 66.30 | 65.30 |
| 76.40 | 77.10 | 72.00 | 24 | 23 | 14.4% | 0.525 | 0.0022 | -3.780 | 7690 | -3.780 | 0.0022 | -0.475 | 14.4% | 33 | 19 | 73.94 | 68.20 | 67.20 |
| 73.40 | 74.20 | 79.58 | 2 | 50 | 14.3% | 0.514 | 0.0022 | -3.763 | 7695 | -3.763 | 0.0022 | -0.486 | 14.3% | 45 | 1 | 70.60 | 70.20 | 69.20 |
| 70.50 | 71.20 | 66.20 | 1,296 | 305 | 14.2% | 0.503 | 0.0022 | -3.742 | 7700 | -3.742 | 0.0022 | -0.497 | 14.2% | 680 | 101 | 82.10 | 72.30 | 71.30 |
| 67.60 | 68.40 | 70.55 | 13 | 26 | 14.1% | 0.492 | 0.0022 | -3.719 | 7705 | -3.719 | 0.0022 | -0.508 | 14.1% | 13 | 5 | 74.39 | 74.50 | 73.40 |
| 64.80 | 65.60 | 62.19 | 4 | 31 | 14.1% | 0.481 | 0.0022 | -3.693 | 7710 | -3.693 | 0.0022 | -0.519 | 14.0% | 23 | 52 | 83.47 | 76.60 | 75.60 |
| 62.10 | 62.80 | 63.29 | 16 | 33 | 14.0% | 0.469 | 0.0022 | -3.663 | 7715 | -3.663 | 0.0022 | -0.531 | 13.9% | 469 | 8 | 87.47 | 78.90 | 77.80 |
| 59.40 | 60.10 | 57.30 | 8 | 69 | 13.9% | 0.458 | 0.0023 | -3.631 | 7720 | -3.631 | 0.0023 | -0.542 | 13.9% | 24 | 20 | 87.52 | 81.20 | 80.20 |
| 56.80 | 57.50 | 53.69 | 56 | 58 | 13.8% | 0.446 | 0.0023 | -3.596 | 7725 | -3.596 | 0.0023 | -0.554 | 13.8% | 209 | 94 | 92.35 | 83.70 | 82.50 |
| 54.30 | 54.90 | 53.83 | 10 | 44 | 13.7% | 0.435 | 0.0023 | -3.558 | 7730 | -3.558 | 0.0023 | -0.565 | 13.7% | 26 | 27 | 92.45 | 86.10 | 85.00 |
| 51.80 | 52.50 | 49.74 | 6 | 5 | 13.6% | 0.423 | 0.0023 | -3.517 | 7735 | -3.517 | 0.0023 | -0.577 | 13.6% | 10 | 80 | 95.10 | 88.60 | 87.50 |
| 49.30 | 50.00 | 47.38 | 112 | 38 | 13.6% | 0.411 | 0.0023 | -3.473 | 7740 | -3.473 | 0.0023 | -0.589 | 13.6% | 52 | 505 | 102.19 | 91.20 | 90.10 |
| 47.00 | 47.70 | 49.83 | 12 | 429 | 13.5% | 0.399 | 0.0023 | -3.427 | 7745 | -3.427 | 0.0023 | -0.601 | 13.5% | 8 | 22 | 102.40 | 93.90 | 92.70 |
| 44.70 | 45.40 | 41.90 | 133 | 1,070 | 13.4% | 0.387 | 0.0023 | -3.377 | 7750 | -3.377 | 0.0023 | -0.613 | 13.4% | 1,139 | 39 | 103.80 | 96.50 | 95.40 |
How this is calculated: Options Chain methodology
