SPY Options Chain

Name: SPY Options Chain
Creator: Obelion

SPY $765.37 · Updated Oct 26, 4:00 PM ET

SPY is at $765.37. 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 12.0%. The at-the-money straddle prices a move of about $3.86 (0.5%) by expiration.

EXPIRATION

ATM IV

15.6%

765 strike

EXPECTED MOVE

$7.10

ATM straddle

MAX PAIN

$767.00

+0.2%

PUT/CALL VOLUME

0.91

125,445 / 137,739

OCT 28, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
15.06	16.22	15.52	49	33	18.5%	0.923	0.0132	-0.305	750	-0.307	0.0132	-0.077	19.0%	2,090	6,197	0.36	0.37	0.36
14.40	15.79	16.45	8	17	22.2%	0.912	0.0149	-0.348	751	-0.350	0.0149	-0.088	18.8%	617	810	0.44	0.44	0.42
13.49	14.40	14.28	16	8	19.8%	0.899	0.0167	-0.396	752	-0.398	0.0168	-0.102	18.6%	573	859	0.51	0.51	0.49
12.55	13.91	12.55	40	77	21.0%	0.883	0.0187	-0.448	753	-0.450	0.0188	-0.117	18.3%	650	1,105	0.60	0.60	0.58
11.63	13.00	12.75	13	17	20.5%	0.866	0.0209	-0.505	754	-0.506	0.0209	-0.134	18.1%	871	1,494	0.69	0.70	0.68
10.72	12.09	11.05	157	113	19.9%	0.847	0.0232	-0.565	755	-0.567	0.0232	-0.153	17.9%	1,156	2,420	0.81	0.81	0.80
9.83	11.20	9.85	351	82	19.4%	0.825	0.0256	-0.629	756	-0.631	0.0256	-0.175	17.6%	469	1,022	0.95	0.95	0.93
8.97	10.33	9.32	213	187	18.9%	0.801	0.0280	-0.694	757	-0.696	0.0281	-0.199	17.4%	640	1,498	1.10	1.10	1.08
8.15	8.94	8.53	131	347	16.9%	0.775	0.0306	-0.759	758	-0.761	0.0307	-0.226	17.2%	580	2,031	1.27	1.28	1.26
7.62	7.93	7.81	100	464	16.9%	0.745	0.0331	-0.823	759	-0.825	0.0332	-0.255	17.0%	994	3,159	1.47	1.48	1.46
6.95	7.10	7.03	916	969	16.8%	0.713	0.0356	-0.882	760	-0.885	0.0358	-0.287	16.8%	3,609	9,088	1.70	1.72	1.70
6.23	6.36	6.23	1,366	1,387	16.5%	0.679	0.0380	-0.935	761	-0.938	0.0382	-0.322	16.5%	921	2,035	1.98	1.97	1.96
5.51	5.66	5.64	1,681	947	16.3%	0.642	0.0401	-0.979	762	-0.983	0.0404	-0.359	16.3%	1,103	6,115	2.28	2.28	2.25
4.86	4.97	4.91	2,714	850	16.1%	0.602	0.0420	-1.010	763	-1.015	0.0423	-0.399	16.1%	600	4,281	2.59	2.61	2.58
4.28	4.32	4.29	4,558	669	15.9%	0.560	0.0436	-1.027	764	-1.033	0.0439	-0.441	15.8%	742	4,983	2.98	2.98	2.95
3.70	3.73	3.70	8,745	1,809	15.7%	0.517	0.0447	-1.028	765	-1.036	0.0451	-0.485	15.6%	1,980	26,180	3.39	3.40	3.37
3.16	3.18	3.16	6,391	820	15.4%	0.472	0.0453	-1.010	766	-1.020	0.0457	-0.531	15.3%	1,178	5,483	3.86	3.85	3.82
2.66	2.69	2.68	8,912	969	15.2%	0.426	0.0453	-0.974	767	-0.986	0.0458	-0.577	15.1%	1,314	4,761	4.44	4.38	4.31
2.22	2.24	2.20	6,529	747	14.9%	0.380	0.0446	-0.920	768	-0.934	0.0451	-0.624	14.9%	813	1,466	4.98	4.96	4.85
1.82	1.84	1.82	4,686	1,302	14.8%	0.334	0.0432	-0.851	769	-0.865	0.0438	-0.671	14.7%	1,165	398	5.55	5.58	5.43
1.47	1.49	1.47	7,506	2,111	14.5%	0.289	0.0412	-0.769	770	-0.784	0.0419	-0.716	14.6%	1,590	1,786	6.19	6.36	6.03
1.17	1.19	1.18	7,170	1,302	14.3%	0.247	0.0386	-0.678	771	-0.692	0.0394	-0.759	14.3%	1,587	382	6.96	7.10	6.66
0.92	0.94	0.92	5,842	2,461	14.2%	0.208	0.0354	-0.584	772	-0.595	0.0364	-0.799	14.2%	489	110	7.62	7.86	7.44
0.71	0.73	0.73	3,968	1,454	14.0%	0.172	0.0318	-0.491	773	-0.500	0.0331	-0.837	13.7%	563	320	8.12	8.67	8.12
0.54	0.56	0.54	4,219	806	13.9%	0.140	0.0280	-0.403	774	-0.410	0.0296	-0.870	13.6%	852	101	8.67	9.70	8.79
0.41	0.42	0.42	4,229	2,403	13.8%	0.112	0.0242	-0.323	775	-0.329	0.0258	-0.900	12.7%	628	72	9.79	10.39	9.74
0.30	0.32	0.32	5,309	1,358	13.7%	0.088	0.0205	-0.254	776	-0.261	0.0220	-0.925	0.0%	186	10	10.82	11.38	10.00
0.22	0.24	0.22	2,191	922	13.6%	0.069	0.0170	-0.195	777	-0.209	0.0181	-0.946	13.8%	99	88	11.34	12.23	11.79
0.16	0.17	0.16	2,266	811	13.6%	0.053	0.0139	-0.148	778	-0.170	0.0142	-0.963	12.7%	238	53	12.42	13.21	12.64
0.12	0.13	0.12	2,201	1,557	13.6%	0.040	0.0112	-0.110	779	-0.144	0.0107	-0.975	0.0%	18	2	12.37	15.13	12.62
0.09	0.10	0.10	7,229	3,406	13.8%	0.030	0.0089	-0.082	780	-0.126	0.0076	-0.985	0.0%	13	37	15.02	16.13	13.62

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How this is calculated: Options Chain methodology

EXPIRATION

OCT 28, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS