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
14.9%
7675 strike
EXPECTED MOVE
$158.40
ATM straddle
MAX PAIN
$7,740.00
+0.8%
PUT/CALL VOLUME
1.92
37,308 / 19,429
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 144.90 | 145.40 | 140.65 | 41 | 241 | 16.3% | 0.687 | 0.0016 | -3.596 | 7600 | -3.596 | 0.0016 | -0.313 | 16.3% | 3,247 | 3,823 | 50.62 | 44.20 | 43.70 |
| 141.10 | 141.70 | 134.57 | 3 | 26 | 16.2% | 0.679 | 0.0017 | -3.614 | 7605 | -3.614 | 0.0017 | -0.321 | 16.2% | 481 | 157 | 51.81 | 45.40 | 44.90 |
| 137.30 | 137.90 | 132.53 | 28 | 31 | 16.1% | 0.672 | 0.0017 | -3.631 | 7610 | -3.631 | 0.0017 | -0.328 | 16.1% | 557 | 437 | 53.16 | 46.60 | 46.20 |
| 133.60 | 134.20 | 133.80 | 1 | 26 | 16.0% | 0.664 | 0.0017 | -3.646 | 7615 | -3.646 | 0.0017 | -0.336 | 16.0% | 266 | 53 | 54.73 | 47.90 | 47.40 |
| 129.90 | 130.50 | 125.37 | 15 | 32 | 15.9% | 0.656 | 0.0017 | -3.660 | 7620 | -3.660 | 0.0017 | -0.344 | 15.9% | 607 | 190 | 53.60 | 49.20 | 48.80 |
| 126.30 | 126.90 | 120.20 | 56 | 229 | 15.8% | 0.648 | 0.0018 | -3.673 | 7625 | -3.673 | 0.0018 | -0.352 | 15.8% | 1,055 | 1,059 | 60.48 | 50.60 | 50.10 |
| 122.70 | 123.20 | 116.46 | 39 | 382 | 15.7% | 0.639 | 0.0018 | -3.684 | 7630 | -3.684 | 0.0018 | -0.360 | 15.7% | 376 | 565 | 59.63 | 52.00 | 51.50 |
| 119.10 | 119.70 | 112.05 | 11 | 29 | 15.6% | 0.631 | 0.0018 | -3.693 | 7635 | -3.693 | 0.0018 | -0.369 | 15.6% | 305 | 99 | 60.00 | 53.40 | 52.90 |
| 115.60 | 116.10 | 109.66 | 66 | 153 | 15.6% | 0.623 | 0.0018 | -3.701 | 7640 | -3.701 | 0.0018 | -0.377 | 15.5% | 998 | 820 | 62.08 | 54.80 | 54.40 |
| 112.10 | 112.60 | 106.52 | 132 | 77 | 15.4% | 0.614 | 0.0019 | -3.706 | 7645 | -3.706 | 0.0019 | -0.386 | 15.5% | 182 | 105 | 63.50 | 56.40 | 55.90 |
| 108.70 | 109.20 | 102.50 | 165 | 959 | 15.4% | 0.605 | 0.0019 | -3.710 | 7650 | -3.710 | 0.0019 | -0.395 | 15.4% | 3,897 | 587 | 66.37 | 57.90 | 57.40 |
| 105.30 | 105.80 | 99.85 | 12 | 56 | 15.3% | 0.596 | 0.0019 | -3.712 | 7655 | -3.712 | 0.0019 | -0.404 | 15.3% | 243 | 63 | 65.07 | 59.50 | 59.00 |
| 101.90 | 102.40 | 97.50 | 101 | 182 | 15.2% | 0.587 | 0.0019 | -3.712 | 7660 | -3.712 | 0.0019 | -0.413 | 15.2% | 369 | 104 | 69.00 | 61.10 | 60.70 |
| 98.60 | 99.10 | 93.25 | 92 | 85 | 15.1% | 0.578 | 0.0020 | -3.710 | 7665 | -3.710 | 0.0020 | -0.422 | 15.1% | 361 | 63 | 69.29 | 62.80 | 62.30 |
| 95.30 | 95.80 | 90.15 | 76 | 71 | 15.0% | 0.568 | 0.0020 | -3.706 | 7670 | -3.706 | 0.0020 | -0.432 | 15.0% | 512 | 164 | 73.35 | 64.60 | 64.10 |
| 92.10 | 92.60 | 86.50 | 233 | 1,157 | 14.9% | 0.558 | 0.0020 | -3.700 | 7675 | -3.700 | 0.0020 | -0.442 | 14.9% | 704 | 247 | 75.20 | 66.30 | 65.80 |
| 89.00 | 89.50 | 84.13 | 89 | 190 | 14.8% | 0.549 | 0.0020 | -3.691 | 7680 | -3.691 | 0.0020 | -0.451 | 14.8% | 341 | 194 | 76.50 | 68.20 | 67.70 |
| 85.90 | 86.30 | 80.75 | 42 | 42 | 14.8% | 0.539 | 0.0020 | -3.680 | 7685 | -3.680 | 0.0020 | -0.461 | 14.8% | 76 | 47 | 79.05 | 70.00 | 69.50 |
| 82.90 | 83.30 | 78.48 | 86 | 111 | 14.7% | 0.529 | 0.0020 | -3.667 | 7690 | -3.667 | 0.0020 | -0.471 | 14.7% | 173 | 158 | 80.97 | 72.00 | 71.50 |
| 79.80 | 80.30 | 75.65 | 76 | 97 | 14.6% | 0.519 | 0.0021 | -3.651 | 7695 | -3.651 | 0.0021 | -0.481 | 14.6% | 109 | 112 | 83.65 | 73.90 | 73.40 |
| 76.90 | 77.30 | 72.90 | 1,240 | 967 | 14.5% | 0.508 | 0.0021 | -3.633 | 7700 | -3.633 | 0.0021 | -0.492 | 14.5% | 1,870 | 972 | 85.91 | 76.00 | 75.50 |
| 74.00 | 74.40 | 71.32 | 27 | 79 | 14.4% | 0.498 | 0.0021 | -3.613 | 7705 | -3.613 | 0.0021 | -0.502 | 14.4% | 83 | 14 | 84.52 | 78.10 | 77.60 |
| 71.10 | 71.50 | 66.75 | 72 | 294 | 14.3% | 0.487 | 0.0021 | -3.590 | 7710 | -3.590 | 0.0021 | -0.512 | 14.3% | 387 | 108 | 90.10 | 80.20 | 79.70 |
| 68.30 | 68.80 | 65.00 | 44 | 118 | 14.2% | 0.477 | 0.0021 | -3.565 | 7715 | -3.565 | 0.0021 | -0.523 | 14.2% | 286 | 17 | 93.28 | 82.40 | 81.90 |
| 65.60 | 66.00 | 62.20 | 82 | 221 | 14.2% | 0.466 | 0.0021 | -3.537 | 7720 | -3.537 | 0.0021 | -0.534 | 14.2% | 797 | 89 | 94.55 | 84.60 | 84.20 |
| 62.90 | 63.30 | 59.56 | 2,126 | 1,049 | 14.1% | 0.455 | 0.0021 | -3.506 | 7725 | -3.506 | 0.0021 | -0.545 | 14.1% | 1,186 | 35 | 94.71 | 87.00 | 86.50 |
| 60.30 | 60.70 | 56.87 | 48 | 134 | 14.0% | 0.445 | 0.0021 | -3.474 | 7730 | -3.474 | 0.0021 | -0.555 | 14.0% | 325 | 47 | 99.55 | 89.40 | 88.80 |
| 57.80 | 58.20 | 55.93 | 89 | 800 | 13.9% | 0.433 | 0.0021 | -3.438 | 7735 | -3.438 | 0.0021 | -0.566 | 13.9% | 110 | 9 | 99.36 | 91.80 | 91.30 |
| 55.30 | 55.70 | 53.39 | 90 | 170 | 13.9% | 0.422 | 0.0021 | -3.401 | 7740 | -3.401 | 0.0021 | -0.577 | 13.8% | 146 | 428 | 105.52 | 94.30 | 93.80 |
| 52.90 | 53.30 | 49.60 | 136 | 85 | 13.8% | 0.411 | 0.0021 | -3.360 | 7745 | -3.360 | 0.0021 | -0.589 | 13.8% | 809 | 38 | 105.18 | 96.90 | 96.40 |
| 50.50 | 50.90 | 47.75 | 1,046 | 1,278 | 13.7% | 0.400 | 0.0021 | -3.317 | 7750 | -3.317 | 0.0021 | -0.600 | 13.7% | 2,680 | 253 | 106.40 | 99.60 | 99.00 |
How this is calculated: Options Chain methodology
