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

16.4%

765 strike

EXPECTED MOVE

$10.60

ATM straddle

MAX PAIN

$765.00

-0.0%

PUT/CALL VOLUME

2.20

379,751 / 172,245

OCT 30, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
16.82	17.08	16.90	162	4,571	19.4%	0.843	0.0151	-0.465	750	-0.475	0.0154	-0.159	19.7%	48,659	9,877	1.32	1.31	1.30
15.94	16.21	15.27	44	503	19.2%	0.830	0.0161	-0.489	751	-0.499	0.0164	-0.172	19.5%	2,378	546	1.43	1.44	1.42
15.09	15.35	15.84	8	225	19.0%	0.816	0.0171	-0.513	752	-0.524	0.0174	-0.187	19.3%	6,328	1,310	1.60	1.58	1.56
14.23	14.51	14.44	100	305	18.8%	0.801	0.0182	-0.537	753	-0.549	0.0185	-0.202	19.1%	3,340	801	1.73	1.73	1.71
13.40	13.67	13.68	18	440	18.6%	0.784	0.0193	-0.561	754	-0.573	0.0196	-0.219	18.9%	4,436	1,206	1.87	1.89	1.87
12.59	12.85	12.81	248	1,422	18.4%	0.767	0.0204	-0.584	755	-0.597	0.0208	-0.237	18.6%	150,938	66,604	2.06	2.07	2.05
11.81	12.05	12.05	154	627	18.3%	0.748	0.0215	-0.606	756	-0.619	0.0220	-0.256	18.4%	2,805	902	2.28	2.27	2.24
11.03	11.25	11.27	83	770	18.1%	0.728	0.0226	-0.626	757	-0.640	0.0231	-0.276	18.2%	5,449	1,000	2.49	2.48	2.45
10.28	10.43	10.42	178	457	17.8%	0.707	0.0238	-0.645	758	-0.660	0.0243	-0.298	18.0%	4,688	1,611	2.69	2.71	2.68
9.53	9.69	9.65	223	1,113	17.6%	0.685	0.0248	-0.662	759	-0.678	0.0254	-0.321	17.7%	5,678	2,257	2.97	2.96	2.94
8.80	8.96	8.88	1,886	5,601	17.4%	0.661	0.0259	-0.677	760	-0.693	0.0265	-0.345	17.5%	35,972	49,600	3.22	3.24	3.21
8.10	8.25	8.23	849	1,856	17.2%	0.636	0.0269	-0.689	761	-0.706	0.0275	-0.370	17.3%	2,320	4,020	3.54	3.53	3.51
7.46	7.55	7.51	1,372	7,456	17.0%	0.610	0.0279	-0.697	762	-0.715	0.0285	-0.397	17.1%	5,019	2,858	3.85	3.85	3.83
6.77	6.90	6.85	8,453	3,840	16.8%	0.583	0.0287	-0.702	763	-0.720	0.0294	-0.425	16.8%	3,978	4,539	4.19	4.21	4.17
6.18	6.25	6.23	4,084	2,873	16.6%	0.555	0.0295	-0.704	764	-0.721	0.0302	-0.454	16.6%	3,094	3,771	4.58	4.56	4.55
5.61	5.64	5.61	13,473	5,232	16.4%	0.526	0.0301	-0.700	765	-0.718	0.0308	-0.484	16.4%	44,475	12,867	4.99	4.99	4.96
5.04	5.07	5.05	7,508	7,493	16.2%	0.495	0.0306	-0.693	766	-0.710	0.0313	-0.515	16.2%	2,410	4,162	5.42	5.42	5.39
4.50	4.54	4.51	2,635	3,217	16.0%	0.464	0.0308	-0.680	767	-0.697	0.0316	-0.547	16.0%	4,421	3,451	5.85	5.89	5.85
4.00	4.03	4.01	3,590	3,088	15.8%	0.433	0.0309	-0.663	768	-0.679	0.0317	-0.580	15.8%	2,101	908	6.45	6.49	6.32
3.52	3.55	3.50	1,304	3,465	15.6%	0.401	0.0308	-0.642	769	-0.657	0.0316	-0.612	15.6%	4,670	480	6.95	7.03	6.85
3.09	3.11	3.09	25,852	13,541	15.3%	0.369	0.0305	-0.616	770	-0.629	0.0312	-0.645	15.3%	11,160	1,738	7.46	7.53	7.44
2.68	2.71	2.68	2,662	4,444	15.2%	0.337	0.0299	-0.585	771	-0.598	0.0306	-0.678	15.2%	3,195	282	8.16	8.21	8.02
2.31	2.33	2.33	4,766	3,243	15.0%	0.306	0.0290	-0.551	772	-0.562	0.0297	-0.710	15.0%	2,529	378	8.77	8.89	8.66
1.98	2.00	1.99	1,827	1,997	14.8%	0.276	0.0280	-0.514	773	-0.524	0.0286	-0.742	14.8%	2,533	227	9.36	9.59	9.32
1.68	1.70	1.68	1,782	3,128	14.6%	0.246	0.0267	-0.475	774	-0.483	0.0272	-0.772	14.6%	1,988	101	10.20	10.29	10.03
1.41	1.43	1.43	8,776	9,371	14.5%	0.217	0.0252	-0.433	775	-0.441	0.0257	-0.801	14.4%	3,158	547	10.80	11.03	10.76
1.17	1.19	1.18	1,414	4,059	14.3%	0.191	0.0236	-0.391	776	-0.397	0.0240	-0.828	14.2%	1,486	49	11.68	11.85	11.53
0.97	0.99	1.00	5,488	6,419	14.1%	0.166	0.0218	-0.349	777	-0.353	0.0222	-0.854	14.0%	2,966	27	12.45	12.68	12.32
0.79	0.81	0.80	1,161	4,436	14.0%	0.143	0.0200	-0.308	778	-0.310	0.0205	-0.878	13.8%	2,322	13	13.20	13.52	13.14
0.64	0.66	0.69	1,101	2,243	13.9%	0.122	0.0181	-0.268	779	-0.270	0.0187	-0.900	14.5%	1,103	11	14.36	14.69	13.97
0.52	0.53	0.53	10,578	26,296	13.7%	0.103	0.0162	-0.231	780	-0.230	0.0169	-0.920	14.1%	3,403	111	15.10	15.49	14.87

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 30, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS