SPY Options Chain

Name: SPY Options Chain
Creator: Obelion

SPY $766.28 · Updated Oct 26, 4:00 PM ET

SPY is at $766.28. The nearest expiration, Oct 27, 2026 (1 day out), lists 149 strikes, with 517,686 calls and 554,539 puts traded in the latest session. At-the-money implied volatility is 11.8%. The at-the-money straddle prices a move of about $3.84 (0.5%) by expiration.

EXPIRATION

ATM IV

11.8%

766 strike

EXPECTED MOVE

$3.84

ATM straddle

MAX PAIN

$767.00

+0.1%

PUT/CALL VOLUME

1.07

554,539 / 517,686

OCT 27, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
14.00	15.35	16.84	6	16	26.8%	0.983	0.0061	-0.037	751	-0.038	0.0061	-0.017	16.5%	379	3,221	0.04	0.04	0.03
13.06	14.36	13.46	129	29	25.8%	0.980	0.0076	-0.046	752	-0.047	0.0076	-0.021	16.0%	1,023	5,040	0.04	0.05	0.04
12.09	12.65	12.50	1,610	114	18.4%	0.974	0.0095	-0.059	753	-0.060	0.0095	-0.026	15.9%	24,620	11,337	0.06	0.07	0.06
11.10	12.36	11.88	130	74	23.2%	0.966	0.0120	-0.077	754	-0.079	0.0121	-0.034	15.5%	1,060	6,032	0.09	0.09	0.08
10.25	10.43	10.42	405	93	15.2%	0.956	0.0153	-0.103	755	-0.105	0.0154	-0.044	14.9%	2,949	21,988	0.10	0.11	0.10
9.29	9.46	9.98	149	56	14.8%	0.943	0.0195	-0.140	756	-0.141	0.0195	-0.058	14.7%	727	7,507	0.14	0.15	0.14
8.34	8.51	8.60	491	189	14.4%	0.924	0.0246	-0.189	757	-0.190	0.0246	-0.075	14.2%	909	10,134	0.20	0.20	0.18
7.41	7.55	7.49	2,091	164	13.9%	0.901	0.0308	-0.257	758	-0.258	0.0308	-0.099	14.1%	1,833	9,608	0.26	0.27	0.25
6.56	6.64	6.70	929	396	14.0%	0.871	0.0380	-0.348	759	-0.348	0.0380	-0.129	13.6%	1,314	11,544	0.35	0.35	0.34
5.68	5.76	5.69	3,669	1,099	13.6%	0.834	0.0460	-0.468	760	-0.469	0.0460	-0.166	13.3%	3,744	34,022	0.47	0.47	0.46
4.84	4.91	4.80	6,441	931	13.3%	0.789	0.0546	-0.626	761	-0.627	0.0546	-0.211	13.1%	863	18,244	0.62	0.63	0.62
4.06	4.08	4.05	10,729	1,466	12.9%	0.734	0.0633	-0.830	762	-0.830	0.0633	-0.266	12.8%	6,504	45,314	0.83	0.84	0.82
3.31	3.37	3.28	24,094	1,225	12.7%	0.671	0.0713	-1.090	763	-1.090	0.0714	-0.330	12.5%	834	33,041	1.10	1.10	1.08
2.65	2.68	2.66	28,203	1,617	12.4%	0.599	0.0779	-1.416	764	-1.416	0.0782	-0.402	12.2%	1,417	55,746	1.40	1.42	1.40
2.05	2.06	2.05	69,443	2,551	12.1%	0.520	0.0819	-1.735	765	-1.736	0.0825	-0.481	12.0%	1,042	106,730	1.81	1.82	1.80
1.54	1.56	1.54	77,637	2,106	11.9%	0.437	0.0826	-1.526	766	-1.528	0.0838	-0.565	11.7%	1,093	46,829	2.29	2.32	2.27
1.11	1.12	1.11	64,079	1,675	11.6%	0.354	0.0794	-1.108	767	-1.112	0.0813	-0.649	11.4%	22,028	36,537	2.87	2.88	2.84
0.77	0.78	0.78	47,388	2,326	11.4%	0.276	0.0724	-0.772	768	-0.781	0.0751	-0.730	11.2%	762	9,972	3.52	3.55	3.50
0.51	0.52	0.51	30,889	1,443	11.2%	0.206	0.0624	-0.518	769	-0.536	0.0655	-0.803	10.9%	1,057	3,578	4.28	4.30	4.24
0.33	0.34	0.34	35,823	2,895	11.2%	0.147	0.0509	-0.336	770	-0.364	0.0536	-0.865	10.6%	986	3,494	5.10	5.12	5.05
0.21	0.22	0.21	15,745	1,650	11.2%	0.102	0.0394	-0.212	771	-0.253	0.0408	-0.913	10.3%	586	855	5.91	6.06	5.90
0.13	0.14	0.13	18,701	1,918	11.2%	0.068	0.0291	-0.131	772	-0.188	0.0288	-0.947	8.9%	524	1,365	6.96	6.99	6.81
0.08	0.09	0.08	21,101	1,862	11.4%	0.045	0.0207	-0.080	773	-0.151	0.0190	-0.969	9.6%	532	209	7.82	7.97	7.82
0.04	0.05	0.04	12,516	1,258	11.2%	0.030	0.0146	-0.051	774	-0.132	0.0121	-0.982	13.8%	351	129	8.60	9.82	8.12
0.03	0.04	0.03	14,488	1,776	11.8%	0.020	0.0103	-0.034	775	-0.122	0.0076	-0.989	1.1%	206	315	9.89	9.97	9.80
0.02	0.03	0.03	4,427	3,328	12.2%	0.015	0.0075	-0.024	776	-0.118	0.0050	-0.994	22.4%	80	48	10.84	11.93	10.71
0.01	0.02	0.02	6,534	6,903	12.3%	0.011	0.0057	-0.018	777	-0.116	0.0035	-0.995	0.0%	9	209	11.11	12.06	10.73
0.01	0.02	0.01	1,521	948	13.2%	0.009	0.0045	-0.015	778	-0.114	0.0026	-0.997	15.0%	1	55	12.30	14.09	11.71
0.00	0.01	0.01	1,387	1,245	12.5%	0.008	0.0037	-0.013	779	-0.114	0.0020	-0.997	0.0%		4	13.45	14.04	12.62
0.00	0.01	0.01	2,290	2,810	13.3%	0.007	0.0032	-0.012	780	-0.114	0.0017	-0.998	0.0%	6	6	14.87	16.10	13.62
0.00	0.01	0.01	1,009	1,037	14.1%	0.006	0.0028	-0.012	781	-0.113	0.0015	-0.998	19.6%	5	9	15.97	17.10	14.74

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 27, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS