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

14.0%

765 strike

EXPECTED MOVE

$11.91

ATM straddle

MAX PAIN

$766.00

+0.1%

PUT/CALL VOLUME

1.10

32,096 / 29,210

NOV 2, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
17.42	17.71	17.58	643	23	16.7%	0.817	0.0148	-0.332	750	-0.336	0.0149	-0.184	16.7%	3,739	3,645	1.78	1.78	1.76
16.55	16.86	17.30	3	5	16.5%	0.804	0.0157	-0.344	751	-0.347	0.0158	-0.197	16.5%	95	164	1.94	1.92	1.90
15.71	16.01	16.89	2	77	16.3%	0.790	0.0165	-0.356	752	-0.359	0.0166	-0.210	16.3%	97	221	2.07	2.08	2.05
14.88	15.18	16.50	54	3	16.1%	0.776	0.0173	-0.367	753	-0.371	0.0175	-0.226	16.2%	233	188	2.25	2.24	2.22
14.09	14.31	13.93	56	20	16.0%	0.760	0.0182	-0.378	754	-0.382	0.0184	-0.241	16.0%	178	118	2.29	2.42	2.39
13.25	13.55	14.06	49	43	15.8%	0.744	0.0191	-0.389	755	-0.392	0.0192	-0.257	15.8%	1,238	1,435	2.59	2.61	2.59
12.45	12.74	12.78	68	13	15.6%	0.726	0.0200	-0.398	756	-0.402	0.0201	-0.275	15.6%	67	137	2.84	2.82	2.80
11.69	11.98	12.04	183	22	15.4%	0.708	0.0208	-0.407	757	-0.411	0.0210	-0.293	15.4%	213	154	3.09	3.04	3.02
10.97	11.21	11.12	444	29	15.3%	0.689	0.0217	-0.416	758	-0.420	0.0219	-0.313	15.2%	218	287	3.30	3.29	3.26
10.20	10.41	10.49	724	53	15.0%	0.668	0.0226	-0.423	759	-0.427	0.0228	-0.334	15.0%	112	2,308	3.54	3.55	3.52
9.53	9.73	9.67	706	295	14.8%	0.646	0.0234	-0.429	760	-0.434	0.0237	-0.355	14.9%	1,652	1,398	3.87	3.83	3.80
8.83	9.04	9.13	2,505	114	14.7%	0.624	0.0242	-0.433	761	-0.439	0.0245	-0.378	14.7%	111	566	4.13	4.13	4.10
8.15	8.35	8.25	433	247	14.6%	0.601	0.0249	-0.436	762	-0.442	0.0253	-0.402	14.5%	193	959	4.51	4.45	4.42
7.52	7.63	7.56	1,471	818	14.3%	0.577	0.0256	-0.438	763	-0.444	0.0260	-0.427	14.3%	228	2,640	4.85	4.80	4.77
6.90	7.00	6.95	603	163	14.1%	0.552	0.0262	-0.437	764	-0.444	0.0266	-0.453	14.2%	250	1,290	5.17	5.18	5.14
6.33	6.38	6.35	1,287	480	14.0%	0.526	0.0267	-0.435	765	-0.443	0.0272	-0.479	14.0%	2,761	3,348	5.58	5.58	5.53
5.76	5.80	5.74	959	197	13.8%	0.499	0.0271	-0.430	766	-0.439	0.0277	-0.506	13.8%	155	1,313	6.00	6.01	5.96
5.21	5.24	5.21	2,092	189	13.6%	0.471	0.0273	-0.424	767	-0.434	0.0280	-0.534	13.7%	221	943	6.47	6.46	6.42
4.68	4.72	4.71	1,545	169	13.5%	0.443	0.0275	-0.415	768	-0.426	0.0283	-0.563	13.6%	137	195	7.00	7.09	6.81
4.19	4.23	4.34	497	168	13.3%	0.415	0.0274	-0.404	769	-0.417	0.0284	-0.592	13.4%	556	115	7.17	7.60	7.34
3.73	3.77	3.76	1,336	614	13.1%	0.387	0.0273	-0.391	770	-0.405	0.0283	-0.622	13.2%	628	111	8.09	8.16	7.89
3.31	3.34	3.30	200	250	13.0%	0.358	0.0269	-0.377	771	-0.392	0.0281	-0.651	13.1%	125	52	8.61	8.74	8.49
2.91	2.94	2.88	501	243	12.8%	0.330	0.0264	-0.360	772	-0.376	0.0277	-0.681	12.9%	242	108	8.95	9.36	9.04
2.55	2.58	2.66	320	172	12.7%	0.302	0.0258	-0.342	773	-0.359	0.0271	-0.711	12.8%	146	55	9.65	10.02	9.69
2.22	2.24	2.29	515	265	12.6%	0.275	0.0249	-0.322	774	-0.340	0.0263	-0.740	12.5%	104	73	9.67	10.61	10.42
1.91	1.94	1.93	999	598	12.4%	0.249	0.0239	-0.301	775	-0.320	0.0254	-0.768	12.5%	133	9	11.35	11.43	11.08
1.64	1.67	1.64	430	276	12.3%	0.224	0.0228	-0.280	776	-0.299	0.0243	-0.795	12.4%	85	5	11.79	12.18	11.81
1.40	1.43	1.39	294	160	12.2%	0.199	0.0215	-0.257	777	-0.277	0.0231	-0.821	12.2%	31	37	12.76	12.96	12.59
1.18	1.21	1.17	392	172	12.0%	0.176	0.0201	-0.235	778	-0.254	0.0217	-0.846	12.1%	14	3	11.92	13.77	13.38
1.00	1.02	1.00	162	264	11.9%	0.155	0.0187	-0.212	779	-0.231	0.0204	-0.869	12.1%	10	2	14.98	14.61	14.20
0.83	0.85	0.83	430	759	11.8%	0.135	0.0172	-0.190	780	-0.208	0.0190	-0.891	12.1%	48	20	15.09	15.58	15.06

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 2, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS