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
$167.35
ATM straddle
MAX PAIN
$7,750.00
+1.0%
PUT/CALL VOLUME
1.41
29,393 / 20,819
NOV 9, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 149.30 | 150.20 | 144.85 | 11 | 16 | 15.2% | 0.678 | 0.0016 | -3.000 | 7600 | -3.000 | 0.0016 | -0.322 | 15.2% | 439 | 131 | 53.33 | 48.40 | 48.00 |
| 145.50 | 146.40 | 137.27 | 12 | 4 | 15.1% | 0.671 | 0.0016 | -3.012 | 7605 | -3.012 | 0.0016 | -0.329 | 15.1% | 4 | 2 | 50.05 | 49.80 | 49.00 |
| 141.80 | 142.70 | 142.30 | 6 | 13 | 15.0% | 0.664 | 0.0016 | -3.023 | 7610 | -3.023 | 0.0016 | -0.336 | 15.0% | 61 | 206 | 55.30 | 51.10 | 50.30 |
| 138.10 | 139.00 | 118.40 | 11 | 14.9% | 0.657 | 0.0016 | -3.033 | 7615 | -3.033 | 0.0016 | -0.343 | 15.0% | 52 | 6 | 59.47 | 52.40 | 51.60 | |
| 134.40 | 135.30 | 123.90 | 2 | 14.9% | 0.649 | 0.0017 | -3.042 | 7620 | -3.042 | 0.0017 | -0.351 | 14.9% | 121 | 26 | 58.13 | 53.70 | 52.90 | |
| 130.70 | 131.70 | 137.53 | 2 | 16 | 14.8% | 0.641 | 0.0017 | -3.049 | 7625 | -3.049 | 0.0017 | -0.359 | 14.8% | 116 | 28 | 60.80 | 55.00 | 54.20 |
| 127.10 | 128.10 | 134.66 | 4 | 8 | 14.7% | 0.633 | 0.0017 | -3.055 | 7630 | -3.055 | 0.0017 | -0.366 | 14.7% | 69 | 53 | 63.23 | 56.40 | 55.60 |
| 123.60 | 124.50 | 128.54 | 1 | 35 | 14.6% | 0.625 | 0.0017 | -3.061 | 7635 | -3.061 | 0.0017 | -0.374 | 14.6% | 17 | 43 | 63.80 | 57.90 | 57.00 |
| 120.00 | 121.00 | 114.56 | 8 | 25 | 14.5% | 0.617 | 0.0018 | -3.064 | 7640 | -3.064 | 0.0018 | -0.383 | 14.5% | 89 | 44 | 66.67 | 59.40 | 58.50 |
| 116.60 | 117.50 | 111.32 | 11 | 15 | 14.4% | 0.609 | 0.0018 | -3.067 | 7645 | -3.067 | 0.0018 | -0.391 | 14.4% | 21 | 37 | 68.32 | 60.90 | 60.00 |
| 113.30 | 114.00 | 106.30 | 16 | 72 | 14.4% | 0.601 | 0.0018 | -3.068 | 7650 | -3.068 | 0.0018 | -0.399 | 14.4% | 312 | 256 | 70.10 | 62.30 | 61.70 |
| 109.70 | 110.60 | 103.35 | 9 | 10 | 14.3% | 0.592 | 0.0018 | -3.068 | 7655 | -3.068 | 0.0018 | -0.408 | 14.3% | 8 | 63 | 69.07 | 64.00 | 63.10 |
| 106.30 | 107.30 | 93.56 | 24 | 25 | 14.2% | 0.584 | 0.0018 | -3.066 | 7660 | -3.066 | 0.0018 | -0.416 | 14.2% | 169 | 940 | 73.90 | 65.60 | 64.80 |
| 103.00 | 104.00 | 96.90 | 3 | 60 | 14.1% | 0.575 | 0.0018 | -3.063 | 7665 | -3.063 | 0.0018 | -0.425 | 14.1% | 5 | 12 | 76.00 | 67.30 | 66.40 |
| 99.80 | 100.70 | 95.00 | 261 | 24 | 14.0% | 0.566 | 0.0019 | -3.058 | 7670 | -3.058 | 0.0019 | -0.434 | 14.1% | 528 | 195 | 74.70 | 69.00 | 68.20 |
| 96.50 | 97.50 | 91.91 | 231 | 103 | 14.0% | 0.557 | 0.0019 | -3.052 | 7675 | -3.052 | 0.0019 | -0.443 | 14.0% | 294 | 229 | 78.40 | 70.80 | 69.90 |
| 93.60 | 94.30 | 88.97 | 374 | 53 | 13.9% | 0.547 | 0.0019 | -3.044 | 7680 | -3.044 | 0.0019 | -0.453 | 13.9% | 38 | 501 | 80.00 | 72.60 | 71.70 |
| 90.50 | 91.20 | 87.85 | 9 | 13 | 13.8% | 0.538 | 0.0019 | -3.035 | 7685 | -3.035 | 0.0019 | -0.462 | 13.8% | 12 | 34 | 83.52 | 74.50 | 73.60 |
| 87.40 | 88.10 | 84.70 | 28 | 30 | 13.7% | 0.529 | 0.0019 | -3.024 | 7690 | -3.024 | 0.0019 | -0.471 | 13.7% | 111 | 391 | 84.80 | 76.40 | 75.50 |
| 84.40 | 85.10 | 81.78 | 22 | 14 | 13.6% | 0.519 | 0.0019 | -3.011 | 7695 | -3.011 | 0.0019 | -0.481 | 13.6% | 500 | 15 | 84.59 | 78.40 | 77.50 |
| 81.50 | 82.10 | 77.00 | 108 | 212 | 13.6% | 0.509 | 0.0020 | -2.996 | 7700 | -2.996 | 0.0020 | -0.491 | 13.6% | 549 | 416 | 89.33 | 80.40 | 79.70 |
| 78.50 | 79.20 | 76.22 | 61 | 3 | 13.5% | 0.500 | 0.0020 | -2.980 | 7705 | -2.980 | 0.0020 | -0.500 | 13.5% | 6 | 37 | 81.57 | 82.50 | 81.60 |
| 75.60 | 76.30 | 73.28 | 17 | 48 | 13.4% | 0.490 | 0.0020 | -2.962 | 7710 | -2.962 | 0.0020 | -0.510 | 13.4% | 134 | 84 | 98.23 | 84.60 | 83.70 |
| 72.80 | 73.50 | 70.66 | 6 | 1 | 13.3% | 0.480 | 0.0020 | -2.942 | 7715 | -2.942 | 0.0020 | -0.520 | 13.3% | 5 | 25 | 93.95 | 86.80 | 85.90 |
| 70.00 | 70.70 | 67.12 | 4 | 95 | 13.3% | 0.469 | 0.0020 | -2.920 | 7720 | -2.920 | 0.0020 | -0.530 | 13.3% | 111 | 61 | 95.54 | 89.00 | 88.10 |
| 67.30 | 68.00 | 65.13 | 60 | 206 | 13.2% | 0.459 | 0.0020 | -2.897 | 7725 | -2.897 | 0.0020 | -0.541 | 13.2% | 308 | 3,464 | 98.75 | 91.30 | 90.40 |
| 64.70 | 65.40 | 62.92 | 14 | 34 | 13.1% | 0.449 | 0.0020 | -2.872 | 7730 | -2.872 | 0.0020 | -0.551 | 13.1% | 98 | 142.47 | 93.70 | 92.70 | |
| 62.10 | 62.80 | 60.87 | 32 | 17 | 13.1% | 0.439 | 0.0020 | -2.845 | 7735 | -2.845 | 0.0020 | -0.561 | 13.1% | 5 | 2 | 95.28 | 96.10 | 95.20 |
| 59.60 | 60.30 | 57.60 | 6 | 135 | 13.0% | 0.428 | 0.0020 | -2.816 | 7740 | -2.816 | 0.0020 | -0.572 | 13.0% | 98 | 1 | 102.31 | 98.60 | 97.60 |
| 57.10 | 57.80 | 57.00 | 28 | 14 | 12.9% | 0.418 | 0.0020 | -2.785 | 7745 | -2.785 | 0.0020 | -0.582 | 12.9% | 14 | 8 | 112.12 | 101.10 | 100.20 |
| 54.80 | 55.40 | 51.90 | 3,457 | 302 | 12.8% | 0.407 | 0.0020 | -2.753 | 7750 | -2.753 | 0.0020 | -0.593 | 12.8% | 1,002 | 3,428 | 110.98 | 103.70 | 102.80 |
How this is calculated: Options Chain methodology
