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
14.4%
7675 strike
EXPECTED MOVE
$184.30
ATM straddle
MAX PAIN
$7,810.00
+1.7%
PUT/CALL VOLUME
2.64
3,319 / 1,257
NOV 11, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 158.00 | 158.90 | 151.77 | 1 | 3 | 15.6% | 0.666 | 0.0014 | -2.906 | 7600 | -2.906 | 0.0014 | -0.334 | 15.6% | 130 | 12 | 62.96 | 56.10 | 55.30 |
| 154.30 | 155.20 | 131.07 | 1 | 15.5% | 0.660 | 0.0015 | -2.914 | 7605 | -2.914 | 0.0015 | -0.340 | 15.5% | 2 | 94.28 | 57.40 | 56.60 | ||
| 150.50 | 151.50 | 144.00 | 39 | 15.4% | 0.653 | 0.0015 | -2.921 | 7610 | -2.921 | 0.0015 | -0.347 | 15.4% | 48 | 92.21 | 58.70 | 57.90 | ||
| 146.90 | 147.80 | 0.00 | 15.3% | 0.646 | 0.0015 | -2.928 | 7615 | -2.928 | 0.0015 | -0.354 | 15.3% | 4 | 37 | 67.55 | 60.00 | 59.20 | ||
| 143.20 | 144.20 | 119.50 | 12 | 15.3% | 0.639 | 0.0015 | -2.933 | 7620 | -2.933 | 0.0015 | -0.361 | 15.3% | 56 | 2 | 69.10 | 61.30 | 60.50 | |
| 139.60 | 140.60 | 145.23 | 2 | 3 | 15.2% | 0.632 | 0.0016 | -2.937 | 7625 | -2.937 | 0.0016 | -0.368 | 15.2% | 30 | 88.93 | 62.70 | 61.90 | |
| 136.00 | 137.00 | 130.01 | 3 | 15.1% | 0.625 | 0.0016 | -2.941 | 7630 | -2.941 | 0.0016 | -0.375 | 15.1% | 21 | 1 | 72.20 | 64.20 | 63.30 | |
| 132.50 | 133.50 | 0.00 | 15.0% | 0.618 | 0.0016 | -2.943 | 7635 | -2.943 | 0.0016 | -0.382 | 15.0% | 2 | 1 | 73.80 | 65.60 | 64.80 | ||
| 129.00 | 130.00 | 134.92 | 3 | 2 | 14.9% | 0.610 | 0.0016 | -2.945 | 7640 | -2.945 | 0.0016 | -0.390 | 14.9% | 80 | 1 | 84.50 | 67.10 | 66.30 |
| 125.50 | 126.50 | 130.93 | 2 | 7 | 14.8% | 0.603 | 0.0016 | -2.945 | 7645 | -2.945 | 0.0016 | -0.397 | 14.8% | 1 | 11 | 75.48 | 68.60 | 67.80 |
| 122.10 | 123.10 | 130.00 | 5 | 26 | 14.8% | 0.595 | 0.0016 | -2.944 | 7650 | -2.944 | 0.0016 | -0.405 | 14.8% | 290 | 6 | 74.00 | 70.20 | 69.30 |
| 118.70 | 119.70 | 124.57 | 2 | 6 | 14.7% | 0.587 | 0.0016 | -2.943 | 7655 | -2.943 | 0.0016 | -0.413 | 14.7% | 1 | 1 | 80.60 | 71.80 | 70.90 |
| 115.40 | 116.40 | 96.60 | 26 | 14.6% | 0.579 | 0.0017 | -2.940 | 7660 | -2.940 | 0.0017 | -0.421 | 14.6% | 97 | 16 | 79.85 | 73.50 | 72.60 | |
| 112.10 | 113.10 | 0.00 | 14.5% | 0.571 | 0.0017 | -2.936 | 7665 | -2.936 | 0.0017 | -0.429 | 14.5% | 2 | 91.80 | 75.20 | 74.30 | |||
| 108.80 | 109.80 | 106.90 | 46 | 29 | 14.4% | 0.563 | 0.0017 | -2.930 | 7670 | -2.930 | 0.0017 | -0.437 | 14.4% | 223 | 5 | 84.53 | 76.90 | 76.00 |
| 105.60 | 106.60 | 111.27 | 1 | 32 | 14.4% | 0.555 | 0.0017 | -2.924 | 7675 | -2.924 | 0.0017 | -0.445 | 14.4% | 220 | 1 | 100.19 | 78.70 | 77.70 |
| 102.40 | 103.40 | 103.93 | 11 | 27 | 14.3% | 0.546 | 0.0017 | -2.916 | 7680 | -2.916 | 0.0017 | -0.454 | 14.3% | 106 | 5 | 87.10 | 80.50 | 79.60 |
| 99.30 | 100.30 | 86.90 | 8 | 14.2% | 0.538 | 0.0017 | -2.907 | 7685 | -2.907 | 0.0017 | -0.462 | 14.2% | 1 | 80.90 | 82.40 | 81.40 | ||
| 96.20 | 97.20 | 137.46 | 3 | 14.1% | 0.529 | 0.0018 | -2.897 | 7690 | -2.897 | 0.0018 | -0.471 | 14.1% | 212 | 95 | 92.50 | 84.30 | 83.30 | |
| 93.10 | 94.10 | 98.77 | 3 | 2 | 14.1% | 0.520 | 0.0018 | -2.885 | 7695 | -2.885 | 0.0018 | -0.479 | 14.1% | 1 | 60 | 94.28 | 86.20 | 85.30 |
| 90.10 | 91.10 | 87.95 | 166 | 19 | 14.0% | 0.512 | 0.0018 | -2.872 | 7700 | -2.872 | 0.0018 | -0.488 | 14.0% | 214 | 98 | 96.70 | 88.20 | 87.30 |
| 87.20 | 88.20 | 73.20 | 7 | 13.9% | 0.503 | 0.0018 | -2.858 | 7705 | -2.858 | 0.0018 | -0.497 | 13.9% | 6 | 89.27 | 90.30 | 89.30 | ||
| 84.30 | 85.30 | 86.74 | 45 | 13.8% | 0.494 | 0.0018 | -2.842 | 7710 | -2.842 | 0.0018 | -0.506 | 13.8% | 63 | 6 | 91.27 | 92.30 | 91.40 | |
| 81.40 | 82.40 | 65.40 | 2 | 13.8% | 0.485 | 0.0018 | -2.825 | 7715 | -2.825 | 0.0018 | -0.515 | 13.8% | 3 | 125.60 | 94.50 | 93.50 | ||
| 78.70 | 79.60 | 75.67 | 2 | 20 | 13.7% | 0.476 | 0.0018 | -2.807 | 7720 | -2.807 | 0.0018 | -0.524 | 13.7% | 174 | 11 | 96.02 | 96.70 | 95.70 |
| 75.90 | 76.90 | 82.07 | 7 | 57 | 13.6% | 0.466 | 0.0018 | -2.787 | 7725 | -2.787 | 0.0018 | -0.533 | 13.6% | 64 | 129.60 | 98.90 | 98.00 | |
| 73.20 | 74.20 | 79.37 | 6 | 92 | 13.6% | 0.457 | 0.0018 | -2.766 | 7730 | -2.766 | 0.0018 | -0.543 | 13.6% | 131 | 12 | 106.23 | 101.20 | 100.30 |
| 70.60 | 71.60 | 61.00 | 3 | 13.5% | 0.448 | 0.0018 | -2.744 | 7735 | -2.744 | 0.0018 | -0.552 | 13.5% | 11 | 113.32 | 103.60 | 102.60 | ||
| 68.00 | 69.00 | 66.15 | 6 | 24 | 13.4% | 0.438 | 0.0018 | -2.720 | 7740 | -2.720 | 0.0018 | -0.562 | 13.4% | 97 | 137.27 | 106.00 | 105.00 | |
| 65.50 | 66.40 | 56.60 | 3 | 13.3% | 0.429 | 0.0018 | -2.695 | 7745 | -2.695 | 0.0018 | -0.571 | 13.4% | 11 | 157.20 | 108.50 | 107.50 | ||
| 63.00 | 64.00 | 62.48 | 4 | 298 | 13.3% | 0.419 | 0.0018 | -2.668 | 7750 | -2.668 | 0.0018 | -0.581 | 13.3% | 162 | 8 | 121.13 | 111.00 | 110.00 |
How this is calculated: Options Chain methodology
