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
14.5%
7675 strike
EXPECTED MOVE
$191.30
ATM straddle
MAX PAIN
$7,760.00
+1.1%
PUT/CALL VOLUME
2.45
1,254 / 512
NOV 12, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 161.80 | 162.70 | 156.22 | 125 | 15 | 15.7% | 0.662 | 0.0014 | -2.847 | 7600 | -2.847 | 0.0014 | -0.338 | 15.7% | 785 | 111 | 64.04 | 59.10 | 58.50 |
| 158.10 | 158.90 | 0.00 | 15.6% | 0.656 | 0.0014 | -2.854 | 7605 | -2.854 | 0.0014 | -0.344 | 15.6% | 0.00 | 60.50 | 59.80 | ||||
| 154.40 | 155.20 | 135.15 | 17 | 15.5% | 0.649 | 0.0014 | -2.860 | 7610 | -2.860 | 0.0014 | -0.351 | 15.5% | 116 | 3 | 67.60 | 61.80 | 61.10 | |
| 150.70 | 151.60 | 0.00 | 15.4% | 0.642 | 0.0015 | -2.865 | 7615 | -2.865 | 0.0015 | -0.357 | 15.4% | 1 | 5 | 65.77 | 63.20 | 62.40 | ||
| 147.10 | 147.90 | 133.03 | 4 | 15.3% | 0.636 | 0.0015 | -2.869 | 7620 | -2.869 | 0.0015 | -0.364 | 15.3% | 44 | 30 | 68.99 | 64.50 | 63.70 | |
| 143.50 | 144.30 | 135.39 | 14 | 15.3% | 0.629 | 0.0015 | -2.873 | 7625 | -2.873 | 0.0015 | -0.371 | 15.3% | 78 | 103.80 | 65.90 | 65.10 | ||
| 139.90 | 140.80 | 118.47 | 83 | 15.2% | 0.622 | 0.0015 | -2.875 | 7630 | -2.875 | 0.0015 | -0.378 | 15.2% | 73 | 8 | 72.62 | 67.40 | 66.50 | |
| 136.40 | 137.30 | 0.00 | 15.1% | 0.615 | 0.0015 | -2.877 | 7635 | -2.877 | 0.0015 | -0.385 | 15.1% | 6 | 71.59 | 68.80 | 68.00 | |||
| 132.90 | 133.80 | 126.92 | 1 | 25 | 15.0% | 0.608 | 0.0016 | -2.878 | 7640 | -2.878 | 0.0016 | -0.392 | 15.0% | 44 | 3 | 68.59 | 70.30 | 69.50 |
| 129.40 | 130.30 | 120.26 | 2 | 3 | 14.9% | 0.600 | 0.0016 | -2.878 | 7645 | -2.878 | 0.0016 | -0.400 | 14.9% | 6 | 114.16 | 71.90 | 71.00 | |
| 126.00 | 126.90 | 121.36 | 2 | 27 | 14.9% | 0.593 | 0.0016 | -2.877 | 7650 | -2.877 | 0.0016 | -0.407 | 14.8% | 226 | 1 | 94.64 | 73.30 | 72.70 |
| 122.60 | 123.50 | 0.00 | 14.8% | 0.585 | 0.0016 | -2.874 | 7655 | -2.874 | 0.0016 | -0.415 | 14.8% | 2 | 112.65 | 75.00 | 74.20 | |||
| 119.20 | 120.10 | 114.89 | 6 | 20 | 14.7% | 0.578 | 0.0016 | -2.871 | 7660 | -2.871 | 0.0016 | -0.422 | 14.7% | 61 | 2 | 81.86 | 76.70 | 75.80 |
| 115.90 | 116.80 | 0.00 | 14.6% | 0.570 | 0.0016 | -2.867 | 7665 | -2.867 | 0.0016 | -0.430 | 14.6% | 3 | 81.12 | 78.40 | 77.50 | |||
| 112.70 | 113.60 | 106.73 | 5 | 5 | 14.5% | 0.562 | 0.0016 | -2.861 | 7670 | -2.861 | 0.0016 | -0.438 | 14.6% | 32 | 1 | 90.67 | 80.10 | 79.20 |
| 109.40 | 110.30 | 102.52 | 1 | 6 | 14.5% | 0.554 | 0.0016 | -2.855 | 7675 | -2.855 | 0.0016 | -0.446 | 14.5% | 39 | 20 | 81.02 | 81.90 | 81.00 |
| 106.30 | 107.20 | 87.23 | 1 | 5 | 14.4% | 0.546 | 0.0017 | -2.847 | 7680 | -2.847 | 0.0017 | -0.454 | 14.4% | 17 | 1 | 110.93 | 83.70 | 82.80 |
| 103.10 | 104.00 | 99.83 | 1 | 14.3% | 0.538 | 0.0017 | -2.839 | 7685 | -2.839 | 0.0017 | -0.462 | 14.3% | 2 | 84.32 | 85.50 | 84.60 | ||
| 100.00 | 100.90 | 96.83 | 1 | 16 | 14.2% | 0.529 | 0.0017 | -2.829 | 7690 | -2.829 | 0.0017 | -0.470 | 14.2% | 16 | 128.05 | 87.40 | 86.50 | |
| 97.00 | 97.90 | 79.96 | 16 | 14.2% | 0.521 | 0.0017 | -2.818 | 7695 | -2.818 | 0.0017 | -0.479 | 14.2% | 0.00 | 89.40 | 88.50 | |||
| 94.20 | 94.80 | 87.89 | 3 | 134 | 14.1% | 0.513 | 0.0017 | -2.806 | 7700 | -2.806 | 0.0017 | -0.487 | 14.1% | 104 | 5 | 97.34 | 91.40 | 90.50 |
| 91.00 | 91.90 | 0.00 | 14.0% | 0.504 | 0.0017 | -2.792 | 7705 | -2.792 | 0.0017 | -0.496 | 14.0% | 0.00 | 93.40 | 92.50 | ||||
| 88.10 | 89.00 | 74.86 | 1 | 24 | 14.0% | 0.495 | 0.0017 | -2.777 | 7710 | -2.777 | 0.0017 | -0.504 | 14.0% | 31 | 9 | 101.92 | 95.50 | 94.60 |
| 85.20 | 86.10 | 68.63 | 2 | 13.9% | 0.487 | 0.0017 | -2.762 | 7715 | -2.762 | 0.0017 | -0.513 | 13.9% | 0.00 | 97.60 | 96.70 | |||
| 82.40 | 83.30 | 72.23 | 18 | 13.8% | 0.478 | 0.0017 | -2.744 | 7720 | -2.744 | 0.0017 | -0.522 | 13.8% | 26 | 155.64 | 99.80 | 98.90 | ||
| 79.70 | 80.60 | 84.52 | 14 | 44 | 13.7% | 0.469 | 0.0018 | -2.726 | 7725 | -2.726 | 0.0018 | -0.531 | 13.7% | 35 | 142.21 | 102.00 | 101.10 | |
| 77.00 | 77.80 | 71.15 | 26 | 13.7% | 0.460 | 0.0018 | -2.706 | 7730 | -2.706 | 0.0018 | -0.540 | 13.7% | 252 | 10 | 120.11 | 104.30 | 103.40 | |
| 74.30 | 75.20 | 0.00 | 13.6% | 0.451 | 0.0018 | -2.686 | 7735 | -2.686 | 0.0018 | -0.549 | 13.6% | 0.00 | 106.60 | 105.70 | ||||
| 71.70 | 72.60 | 69.12 | 4 | 31 | 13.5% | 0.442 | 0.0018 | -2.663 | 7740 | -2.663 | 0.0018 | -0.558 | 13.5% | 14 | 135.65 | 109.00 | 108.10 | |
| 66.80 | 67.40 | 65.26 | 4 | 668 | 13.4% | 0.424 | 0.0018 | -2.615 | 7750 | -2.615 | 0.0018 | -0.576 | 13.4% | 557 | 11 | 130.47 | 113.90 | 113.00 |
| 61.80 | 62.60 | 57.66 | 1 | 104 | 13.3% | 0.406 | 0.0018 | -2.563 | 7760 | -2.563 | 0.0018 | -0.594 | 13.3% | 38 | 2 | 116.82 | 119.00 | 118.20 |
How this is calculated: Options Chain methodology
