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
$206.50
ATM straddle
MAX PAIN
$7,750.00
+1.0%
PUT/CALL VOLUME
1.88
4,570 / 2,427
NOV 16, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 198.90 | 218.90 | 196.87 | 1 | 5 | 15.9% | 0.709 | 0.0012 | -2.426 | 7550 | -2.426 | 0.0012 | -0.291 | 15.9% | 357 | 31 | 58.52 | 54.40 | 53.90 |
| 191.80 | 208.10 | 208.07 | 8 | 15.6% | 0.699 | 0.0012 | -2.443 | 7560 | -2.443 | 0.0012 | -0.301 | 15.8% | 97 | 24 | 60.82 | 56.70 | 56.00 | |
| 192.80 | 193.70 | 251.37 | 3 | 15.6% | 0.688 | 0.0012 | -2.459 | 7570 | -2.459 | 0.0012 | -0.312 | 15.6% | 13 | 24 | 63.56 | 58.90 | 58.20 | |
| 188.90 | 189.80 | 0.00 | 15.6% | 0.683 | 0.0012 | -2.466 | 7575 | -2.466 | 0.0012 | -0.317 | 15.6% | 130 | 13 | 62.73 | 60.10 | 59.30 | ||
| 185.10 | 186.00 | 191.45 | 26 | 15.5% | 0.677 | 0.0013 | -2.472 | 7580 | -2.472 | 0.0013 | -0.323 | 15.5% | 120 | 35 | 65.80 | 61.20 | 60.40 | |
| 177.50 | 178.40 | 175.57 | 1 | 43 | 15.3% | 0.666 | 0.0013 | -2.484 | 7590 | -2.484 | 0.0013 | -0.334 | 15.3% | 18 | 7 | 67.73 | 63.60 | 62.80 |
| 170.00 | 170.90 | 160.00 | 4 | 16 | 15.2% | 0.654 | 0.0013 | -2.493 | 7600 | -2.493 | 0.0013 | -0.346 | 15.2% | 164 | 63 | 72.57 | 65.90 | 65.40 |
| 162.60 | 163.50 | 150.90 | 1 | 35 | 15.0% | 0.642 | 0.0014 | -2.500 | 7610 | -2.500 | 0.0014 | -0.358 | 15.0% | 56 | 41 | 71.60 | 68.70 | 67.90 |
| 155.30 | 156.30 | 156.00 | 10 | 3 | 14.9% | 0.629 | 0.0014 | -2.505 | 7620 | -2.505 | 0.0014 | -0.371 | 14.9% | 28 | 13 | 75.46 | 71.40 | 70.60 |
| 151.70 | 152.70 | 148.42 | 6 | 62 | 14.8% | 0.623 | 0.0014 | -2.506 | 7625 | -2.506 | 0.0014 | -0.377 | 14.8% | 105 | 84 | 78.15 | 72.80 | 72.00 |
| 148.20 | 149.10 | 144.97 | 6 | 42 | 14.7% | 0.616 | 0.0014 | -2.507 | 7630 | -2.507 | 0.0014 | -0.384 | 14.7% | 125 | 11 | 79.95 | 74.30 | 73.40 |
| 141.20 | 142.10 | 135.47 | 29 | 48 | 14.6% | 0.603 | 0.0014 | -2.507 | 7640 | -2.507 | 0.0014 | -0.397 | 14.6% | 326 | 5 | 82.16 | 77.30 | 76.40 |
| 134.50 | 135.20 | 138.74 | 34 | 98 | 14.4% | 0.589 | 0.0015 | -2.503 | 7650 | -2.503 | 0.0015 | -0.411 | 14.4% | 146 | 41 | 84.92 | 80.20 | 79.60 |
| 127.60 | 128.50 | 124.52 | 32 | 87 | 14.3% | 0.575 | 0.0015 | -2.497 | 7660 | -2.497 | 0.0015 | -0.425 | 14.3% | 153 | 34 | 88.24 | 83.60 | 82.70 |
| 121.00 | 121.90 | 117.89 | 30 | 49 | 14.1% | 0.561 | 0.0015 | -2.488 | 7670 | -2.488 | 0.0015 | -0.439 | 14.1% | 82 | 59 | 93.20 | 87.00 | 86.10 |
| 117.70 | 118.70 | 112.61 | 40 | 165 | 14.0% | 0.553 | 0.0015 | -2.482 | 7675 | -2.482 | 0.0015 | -0.447 | 14.1% | 92 | 34 | 94.25 | 88.80 | 87.80 |
| 114.50 | 115.50 | 111.32 | 46 | 63 | 14.0% | 0.546 | 0.0015 | -2.475 | 7680 | -2.475 | 0.0015 | -0.454 | 14.0% | 53 | 51 | 96.90 | 90.60 | 89.60 |
| 108.30 | 109.20 | 103.53 | 57 | 58 | 13.8% | 0.531 | 0.0016 | -2.459 | 7690 | -2.459 | 0.0016 | -0.469 | 13.8% | 62 | 32 | 99.56 | 94.30 | 93.30 |
| 102.50 | 103.10 | 99.83 | 99 | 211 | 13.7% | 0.515 | 0.0016 | -2.440 | 7700 | -2.440 | 0.0016 | -0.485 | 13.7% | 241 | 48 | 107.21 | 98.00 | 97.40 |
| 96.20 | 97.20 | 93.37 | 52 | 55 | 13.6% | 0.499 | 0.0016 | -2.417 | 7710 | -2.417 | 0.0016 | -0.501 | 13.6% | 28 | 110.26 | 102.20 | 101.20 | |
| 90.50 | 91.50 | 89.50 | 33 | 234 | 13.4% | 0.483 | 0.0016 | -2.390 | 7720 | -2.390 | 0.0016 | -0.517 | 13.4% | 217 | 21 | 112.29 | 106.40 | 105.50 |
| 87.70 | 88.60 | 86.10 | 45 | 212 | 13.4% | 0.475 | 0.0016 | -2.376 | 7725 | -2.376 | 0.0016 | -0.525 | 13.4% | 379 | 141.21 | 108.60 | 107.70 | |
| 84.90 | 85.90 | 82.67 | 29 | 19 | 13.3% | 0.467 | 0.0016 | -2.360 | 7730 | -2.360 | 0.0016 | -0.533 | 13.3% | 228 | 41 | 117.41 | 110.80 | 109.90 |
| 79.60 | 80.50 | 77.85 | 8 | 172 | 13.2% | 0.450 | 0.0016 | -2.326 | 7740 | -2.326 | 0.0016 | -0.550 | 13.2% | 109 | 42 | 123.18 | 115.50 | 114.50 |
| 74.70 | 75.30 | 72.50 | 168 | 419 | 13.1% | 0.433 | 0.0016 | -2.289 | 7750 | -2.289 | 0.0016 | -0.567 | 13.1% | 396 | 50 | 151.37 | 120.20 | 119.40 |
| 69.40 | 70.30 | 67.48 | 61 | 156 | 12.9% | 0.416 | 0.0016 | -2.248 | 7760 | -2.248 | 0.0016 | -0.584 | 12.9% | 138 | 32 | 130.43 | 125.30 | 124.30 |
| 64.70 | 65.50 | 61.79 | 46 | 125 | 12.8% | 0.399 | 0.0016 | -2.204 | 7770 | -2.204 | 0.0016 | -0.601 | 12.8% | 109 | 181.89 | 130.50 | 129.50 | |
| 62.40 | 63.20 | 66.89 | 39 | 342 | 12.7% | 0.390 | 0.0016 | -2.180 | 7775 | -2.180 | 0.0016 | -0.610 | 12.8% | 459 | 5 | 142.76 | 133.10 | 132.20 |
| 60.10 | 61.00 | 62.87 | 41 | 49 | 12.7% | 0.382 | 0.0016 | -2.156 | 7780 | -2.156 | 0.0016 | -0.618 | 12.7% | 76 | 102.68 | 135.90 | 134.90 | |
| 55.80 | 56.60 | 54.72 | 3 | 109 | 12.6% | 0.365 | 0.0016 | -2.105 | 7790 | -2.105 | 0.0016 | -0.635 | 12.6% | 13 | 130.07 | 141.50 | 140.50 | |
| 51.90 | 52.40 | 49.35 | 201 | 1,084 | 12.5% | 0.347 | 0.0016 | -2.051 | 7800 | -2.051 | 0.0016 | -0.652 | 12.5% | 587 | 1 | 165.61 | 147.30 | 146.40 |
How this is calculated: Options Chain methodology
