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
14.3%
7675 strike
EXPECTED MOVE
$177.75
ATM straddle
MAX PAIN
$7,750.00
+1.0%
PUT/CALL VOLUME
1.80
3,886 / 2,154
NOV 10, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 154.90 | 155.80 | 143.72 | 8 | 17 | 15.5% | 0.672 | 0.0015 | -2.974 | 7600 | -2.974 | 0.0015 | -0.328 | 15.5% | 198 | 23 | 57.40 | 52.80 | 52.30 |
| 151.10 | 152.00 | 143.80 | 1 | 15.4% | 0.665 | 0.0015 | -2.984 | 7605 | -2.984 | 0.0015 | -0.335 | 15.5% | 2 | 17 | 57.65 | 54.20 | 53.40 | |
| 147.40 | 148.30 | 141.17 | 9 | 13 | 15.4% | 0.658 | 0.0015 | -2.992 | 7610 | -2.992 | 0.0015 | -0.342 | 15.4% | 45 | 7 | 61.60 | 55.50 | 54.70 |
| 143.70 | 144.60 | 135.39 | 8 | 1 | 15.3% | 0.651 | 0.0016 | -3.000 | 7615 | -3.000 | 0.0016 | -0.349 | 15.3% | 2 | 1 | 64.60 | 56.80 | 56.00 |
| 140.00 | 141.00 | 126.43 | 5 | 15.2% | 0.644 | 0.0016 | -3.007 | 7620 | -3.007 | 0.0016 | -0.356 | 15.2% | 81 | 13 | 64.30 | 58.20 | 57.30 | |
| 136.40 | 137.40 | 133.53 | 6 | 9 | 15.1% | 0.636 | 0.0016 | -3.013 | 7625 | -3.013 | 0.0016 | -0.364 | 15.1% | 72 | 36 | 69.38 | 59.50 | 58.70 |
| 132.80 | 133.80 | 129.66 | 12 | 12 | 15.0% | 0.629 | 0.0016 | -3.018 | 7630 | -3.018 | 0.0016 | -0.371 | 15.0% | 30 | 31 | 68.38 | 61.00 | 60.10 |
| 129.30 | 130.20 | 133.80 | 6 | 1 | 14.9% | 0.621 | 0.0016 | -3.021 | 7635 | -3.021 | 0.0016 | -0.379 | 15.0% | 1 | 93.50 | 62.40 | 61.50 | |
| 125.80 | 126.70 | 120.02 | 3 | 13 | 14.9% | 0.614 | 0.0017 | -3.024 | 7640 | -3.024 | 0.0017 | -0.386 | 14.9% | 951 | 6 | 68.75 | 63.90 | 63.00 |
| 122.30 | 123.20 | 115.61 | 2 | 14.8% | 0.606 | 0.0017 | -3.025 | 7645 | -3.025 | 0.0017 | -0.394 | 14.8% | 5 | 6 | 71.70 | 65.40 | 64.50 | |
| 119.00 | 119.60 | 115.12 | 14 | 12 | 14.7% | 0.598 | 0.0017 | -3.025 | 7650 | -3.025 | 0.0017 | -0.402 | 14.7% | 374 | 85 | 70.29 | 66.80 | 66.30 |
| 115.50 | 116.40 | 108.95 | 1 | 3 | 14.6% | 0.590 | 0.0017 | -3.024 | 7655 | -3.024 | 0.0017 | -0.410 | 14.6% | 7 | 1 | 78.52 | 68.60 | 67.70 |
| 112.10 | 113.10 | 98.64 | 5 | 16 | 14.5% | 0.582 | 0.0017 | -3.022 | 7660 | -3.022 | 0.0017 | -0.418 | 14.6% | 65 | 8 | 80.37 | 70.20 | 69.30 |
| 108.80 | 109.80 | 102.15 | 1 | 9 | 14.5% | 0.573 | 0.0017 | -3.019 | 7665 | -3.019 | 0.0017 | -0.427 | 14.5% | 11 | 16 | 77.55 | 71.90 | 71.00 |
| 105.50 | 106.50 | 100.28 | 3 | 22 | 14.4% | 0.565 | 0.0018 | -3.014 | 7670 | -3.014 | 0.0018 | -0.435 | 14.4% | 187 | 15 | 82.77 | 73.60 | 72.70 |
| 102.30 | 103.30 | 98.50 | 8 | 23 | 14.3% | 0.556 | 0.0018 | -3.007 | 7675 | -3.007 | 0.0018 | -0.444 | 14.3% | 195 | 16 | 80.90 | 75.40 | 74.50 |
| 99.10 | 100.10 | 94.18 | 11 | 21 | 14.2% | 0.548 | 0.0018 | -3.000 | 7680 | -3.000 | 0.0018 | -0.453 | 14.2% | 123 | 40 | 81.33 | 77.20 | 76.30 |
| 96.10 | 97.00 | 90.72 | 2 | 8 | 14.1% | 0.539 | 0.0018 | -2.991 | 7685 | -2.991 | 0.0018 | -0.461 | 14.2% | 36 | 3 | 84.53 | 79.10 | 78.10 |
| 93.00 | 93.90 | 88.79 | 24 | 27 | 14.1% | 0.530 | 0.0018 | -2.980 | 7690 | -2.980 | 0.0018 | -0.470 | 14.1% | 228 | 131 | 79.00 | 81.00 | 80.00 |
| 90.00 | 90.80 | 87.92 | 28 | 13 | 14.0% | 0.521 | 0.0018 | -2.968 | 7695 | -2.968 | 0.0018 | -0.479 | 14.0% | 3 | 1 | 94.10 | 83.00 | 82.00 |
| 87.10 | 87.70 | 89.70 | 15 | 63 | 13.9% | 0.512 | 0.0018 | -2.955 | 7700 | -2.955 | 0.0018 | -0.488 | 13.9% | 314 | 109 | 89.22 | 84.80 | 84.20 |
| 84.00 | 84.90 | 70.90 | 3 | 13.9% | 0.502 | 0.0018 | -2.940 | 7705 | -2.940 | 0.0018 | -0.498 | 13.9% | 6 | 130.91 | 87.00 | 86.00 | ||
| 81.00 | 82.00 | 78.45 | 21 | 43 | 13.8% | 0.493 | 0.0019 | -2.924 | 7710 | -2.924 | 0.0019 | -0.507 | 13.8% | 279 | 4 | 98.98 | 89.10 | 88.10 |
| 78.30 | 79.20 | 75.36 | 16 | 7 | 13.7% | 0.484 | 0.0019 | -2.905 | 7715 | -2.905 | 0.0019 | -0.516 | 13.7% | 1 | 1 | 90.56 | 91.30 | 90.30 |
| 75.50 | 76.40 | 78.74 | 9 | 13 | 13.6% | 0.474 | 0.0019 | -2.886 | 7720 | -2.886 | 0.0019 | -0.526 | 13.6% | 171 | 12 | 94.03 | 93.50 | 92.50 |
| 72.80 | 73.70 | 70.30 | 10 | 52 | 13.6% | 0.465 | 0.0019 | -2.865 | 7725 | -2.865 | 0.0019 | -0.535 | 13.6% | 849 | 3 | 103.12 | 95.70 | 94.80 |
| 70.10 | 71.00 | 68.50 | 24 | 20 | 13.5% | 0.455 | 0.0019 | -2.842 | 7730 | -2.842 | 0.0019 | -0.545 | 13.5% | 182 | 145.41 | 98.10 | 97.10 | |
| 67.40 | 68.40 | 67.48 | 100 | 103 | 13.4% | 0.445 | 0.0019 | -2.818 | 7735 | -2.818 | 0.0019 | -0.555 | 13.4% | 2 | 400 | 108.89 | 100.40 | 99.50 |
| 64.90 | 65.80 | 69.72 | 18 | 27 | 13.3% | 0.436 | 0.0019 | -2.793 | 7740 | -2.793 | 0.0019 | -0.565 | 13.4% | 100 | 1 | 113.62 | 102.90 | 101.90 |
| 62.40 | 63.30 | 62.48 | 102 | 120 | 13.3% | 0.426 | 0.0019 | -2.765 | 7745 | -2.765 | 0.0019 | -0.574 | 13.3% | 3 | 89.00 | 105.30 | 104.40 | |
| 60.10 | 60.70 | 58.13 | 19 | 834 | 13.2% | 0.416 | 0.0019 | -2.737 | 7750 | -2.737 | 0.0019 | -0.584 | 13.2% | 257 | 5 | 115.90 | 107.90 | 106.90 |
How this is calculated: Options Chain methodology
