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
14.6%
7675 strike
EXPECTED MOVE
$198.70
ATM straddle
MAX PAIN
$7,700.00
+0.3%
PUT/CALL VOLUME
1.83
13,209 / 7,215
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 166.30 | 167.20 | 158.57 | 27 | 389 | 15.8% | 0.659 | 0.0014 | -2.779 | 7600 | -2.791 | 0.0014 | -0.341 | 15.8% | 1,120 | 301 | 69.40 | 62.10 | 61.50 |
| 162.60 | 163.40 | 155.02 | 4 | 8 | 15.7% | 0.653 | 0.0014 | -2.785 | 7605 | -2.796 | 0.0014 | -0.347 | 15.7% | 328 | 8 | 69.90 | 63.50 | 62.70 |
| 158.90 | 159.80 | 153.00 | 1 | 15 | 15.6% | 0.647 | 0.0014 | -2.791 | 7610 | -2.801 | 0.0014 | -0.353 | 15.6% | 76 | 49 | 68.19 | 64.80 | 64.00 |
| 155.20 | 156.10 | 129.84 | 1 | 15.6% | 0.640 | 0.0014 | -2.796 | 7615 | -2.805 | 0.0014 | -0.360 | 15.6% | 23 | 3 | 65.61 | 66.20 | 65.40 | |
| 151.60 | 152.50 | 144.47 | 7 | 66 | 15.5% | 0.634 | 0.0014 | -2.799 | 7620 | -2.809 | 0.0014 | -0.366 | 15.5% | 281 | 72 | 74.53 | 67.50 | 66.70 |
| 148.00 | 148.90 | 142.40 | 5 | 82 | 15.4% | 0.627 | 0.0014 | -2.803 | 7625 | -2.811 | 0.0014 | -0.373 | 15.4% | 1,116 | 67 | 75.58 | 68.90 | 68.10 |
| 144.40 | 145.30 | 139.72 | 2 | 450 | 15.3% | 0.620 | 0.0015 | -2.805 | 7630 | -2.813 | 0.0015 | -0.380 | 15.3% | 390 | 59 | 76.19 | 70.30 | 69.50 |
| 140.90 | 141.80 | 135.50 | 36 | 632 | 15.2% | 0.613 | 0.0015 | -2.806 | 7635 | -2.814 | 0.0015 | -0.387 | 15.2% | 43 | 27 | 78.50 | 71.80 | 71.00 |
| 137.40 | 138.30 | 134.30 | 36 | 74 | 15.2% | 0.606 | 0.0015 | -2.807 | 7640 | -2.814 | 0.0015 | -0.393 | 15.2% | 162 | 43 | 80.77 | 73.30 | 72.50 |
| 133.90 | 134.80 | 129.40 | 2 | 208 | 15.1% | 0.599 | 0.0015 | -2.807 | 7645 | -2.813 | 0.0015 | -0.401 | 15.1% | 95 | 27 | 82.98 | 74.80 | 74.00 |
| 130.50 | 131.40 | 124.42 | 91 | 355 | 15.0% | 0.592 | 0.0015 | -2.806 | 7650 | -2.812 | 0.0015 | -0.408 | 15.0% | 1,260 | 146 | 84.04 | 76.30 | 75.70 |
| 127.10 | 128.00 | 119.90 | 1 | 19 | 14.9% | 0.585 | 0.0015 | -2.804 | 7655 | -2.809 | 0.0015 | -0.415 | 14.9% | 61 | 23 | 83.40 | 78.00 | 77.20 |
| 123.80 | 124.70 | 119.40 | 30 | 81 | 14.8% | 0.578 | 0.0016 | -2.801 | 7660 | -2.806 | 0.0016 | -0.422 | 14.8% | 320 | 35 | 85.15 | 79.70 | 78.80 |
| 120.40 | 121.40 | 112.08 | 13 | 14.8% | 0.570 | 0.0016 | -2.797 | 7665 | -2.801 | 0.0016 | -0.430 | 14.8% | 95 | 33 | 84.18 | 81.30 | 80.50 | |
| 117.20 | 118.10 | 113.63 | 42 | 49 | 14.7% | 0.563 | 0.0016 | -2.792 | 7670 | -2.796 | 0.0016 | -0.437 | 14.7% | 637 | 119 | 88.35 | 83.10 | 82.20 |
| 113.90 | 114.80 | 108.86 | 45 | 1,230 | 14.6% | 0.555 | 0.0016 | -2.786 | 7675 | -2.789 | 0.0016 | -0.445 | 14.6% | 1,210 | 42 | 92.06 | 84.80 | 83.90 |
| 110.70 | 111.60 | 106.20 | 34 | 144 | 14.5% | 0.547 | 0.0016 | -2.779 | 7680 | -2.782 | 0.0016 | -0.453 | 14.5% | 333 | 36 | 92.62 | 86.60 | 85.70 |
| 107.60 | 108.50 | 103.10 | 37 | 81 | 14.5% | 0.539 | 0.0016 | -2.771 | 7685 | -2.774 | 0.0016 | -0.461 | 14.5% | 118 | 59 | 96.83 | 88.40 | 87.60 |
| 104.50 | 105.40 | 100.00 | 47 | 69 | 14.4% | 0.531 | 0.0016 | -2.762 | 7690 | -2.764 | 0.0016 | -0.469 | 14.4% | 145 | 91 | 95.76 | 90.30 | 89.40 |
| 101.40 | 102.30 | 98.10 | 15 | 26 | 14.3% | 0.523 | 0.0016 | -2.752 | 7695 | -2.753 | 0.0016 | -0.476 | 14.3% | 103 | 12 | 100.80 | 92.20 | 91.30 |
| 98.70 | 99.30 | 95.50 | 350 | 682 | 14.2% | 0.515 | 0.0016 | -2.741 | 7700 | -2.742 | 0.0016 | -0.485 | 14.2% | 3,677 | 202 | 103.20 | 94.10 | 93.50 |
| 95.40 | 96.30 | 89.70 | 19 | 53 | 14.2% | 0.507 | 0.0016 | -2.729 | 7705 | -2.729 | 0.0016 | -0.493 | 14.2% | 25 | 1 | 102.70 | 96.20 | 95.30 |
| 92.50 | 93.40 | 90.79 | 25 | 133 | 14.1% | 0.499 | 0.0017 | -2.716 | 7710 | -2.715 | 0.0017 | -0.501 | 14.1% | 245 | 14 | 104.83 | 98.30 | 97.40 |
| 89.60 | 90.50 | 86.21 | 3 | 54 | 14.0% | 0.490 | 0.0017 | -2.701 | 7715 | -2.700 | 0.0017 | -0.509 | 14.0% | 509 | 1 | 107.00 | 100.40 | 99.50 |
| 86.70 | 87.60 | 82.90 | 82 | 465 | 13.9% | 0.482 | 0.0017 | -2.685 | 7720 | -2.684 | 0.0017 | -0.518 | 13.9% | 160 | 17 | 114.42 | 102.50 | 101.60 |
| 83.90 | 84.80 | 80.50 | 50 | 353 | 13.9% | 0.473 | 0.0017 | -2.668 | 7725 | -2.666 | 0.0017 | -0.526 | 13.9% | 392 | 13 | 114.22 | 104.70 | 103.80 |
| 81.20 | 82.10 | 78.59 | 6 | 191 | 13.8% | 0.465 | 0.0017 | -2.651 | 7730 | -2.648 | 0.0017 | -0.535 | 13.8% | 263 | 38 | 124.63 | 107.00 | 106.00 |
| 78.50 | 79.40 | 75.30 | 59 | 37 | 13.7% | 0.456 | 0.0017 | -2.632 | 7735 | -2.628 | 0.0017 | -0.544 | 13.7% | 84 | 39 | 123.30 | 109.20 | 108.30 |
| 75.90 | 76.70 | 73.80 | 5 | 142 | 13.7% | 0.447 | 0.0017 | -2.611 | 7740 | -2.608 | 0.0017 | -0.552 | 13.7% | 254 | 7 | 121.42 | 111.60 | 110.70 |
| 73.30 | 74.10 | 71.30 | 1 | 19 | 13.6% | 0.439 | 0.0017 | -2.590 | 7745 | -2.586 | 0.0017 | -0.561 | 13.6% | 112 | 36 | 123.23 | 114.00 | 113.10 |
| 71.00 | 71.60 | 67.50 | 135 | 795 | 13.5% | 0.430 | 0.0017 | -2.568 | 7750 | -2.563 | 0.0017 | -0.570 | 13.5% | 1,035 | 93 | 127.35 | 116.40 | 115.60 |
How this is calculated: Options Chain methodology
