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

14.1%

765 strike

EXPECTED MOVE

$12.88

ATM straddle

MAX PAIN

$765.00

-0.0%

PUT/CALL VOLUME

1.10

8,759 / 7,998

NOV 3, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
17.90	18.18	16.60		10	16.9%	0.801	0.0145	-0.331	750	-0.336	0.0146	-0.200	16.9%	556	207	2.15	2.15	2.12
17.00	17.34	17.53	6	2	16.6%	0.788	0.0152	-0.341	751	-0.345	0.0153	-0.213	16.7%	38	43	2.21	2.30	2.27
16.17	16.50	16.19	3	2	16.5%	0.775	0.0159	-0.350	752	-0.355	0.0160	-0.226	16.5%	66	202	2.46	2.46	2.44
15.34	15.67	14.15	1	3	16.3%	0.761	0.0167	-0.360	753	-0.364	0.0168	-0.240	16.3%	65	65	2.52	2.64	2.61
14.55	14.86	0.00			16.1%	0.746	0.0174	-0.368	754	-0.373	0.0176	-0.255	16.1%	175	23	2.64	2.83	2.80
13.76	14.05	14.04	65	10	15.9%	0.730	0.0182	-0.377	755	-0.381	0.0183	-0.271	16.0%	611	1,217	3.03	3.03	3.00
12.95	13.28	12.50	170	178	15.8%	0.714	0.0189	-0.384	756	-0.389	0.0191	-0.288	15.8%	57	116	3.26	3.24	3.21
12.22	12.50	12.77	3	24	15.5%	0.696	0.0197	-0.391	757	-0.396	0.0198	-0.305	15.6%	229	34	3.21	3.47	3.45
11.44	11.66	11.90	19	24	15.4%	0.678	0.0204	-0.398	758	-0.402	0.0206	-0.324	15.4%	117	94	3.59	3.72	3.69
10.72	11.00	11.30	5	31	15.2%	0.659	0.0211	-0.403	759	-0.408	0.0214	-0.343	15.2%	109	198	3.99	3.99	3.96
10.06	10.20	10.09	139	349	15.0%	0.639	0.0218	-0.407	760	-0.412	0.0221	-0.363	15.0%	432	526	4.27	4.27	4.24
9.30	9.50	9.54	32	99	14.8%	0.618	0.0225	-0.410	761	-0.416	0.0228	-0.385	14.8%	214	127	4.65	4.57	4.54
8.68	8.82	8.98	54	150	14.6%	0.597	0.0231	-0.412	762	-0.418	0.0235	-0.407	14.7%	201	102	4.90	4.90	4.86
8.02	8.16	8.24	136	968	14.4%	0.574	0.0237	-0.413	763	-0.419	0.0241	-0.430	14.5%	206	88	5.25	5.25	5.21
7.42	7.52	7.64	141	46	14.3%	0.551	0.0242	-0.412	764	-0.419	0.0247	-0.453	14.3%	717	272	5.62	5.62	5.58
6.86	6.91	6.80	573	122	14.1%	0.526	0.0247	-0.409	765	-0.417	0.0252	-0.478	14.1%	331	569	6.05	6.01	5.97
6.28	6.32	6.22	188	87	14.0%	0.502	0.0250	-0.405	766	-0.413	0.0256	-0.504	14.0%	92	201	6.40	6.43	6.39
5.72	5.75	5.70	276	174	13.8%	0.477	0.0253	-0.400	767	-0.409	0.0260	-0.530	13.8%	48	262	6.90	6.88	6.84
5.19	5.22	5.35	166	107	13.6%	0.451	0.0255	-0.392	768	-0.402	0.0262	-0.556	13.6%	81	119	7.40	7.49	7.17
4.68	4.72	4.85	129	68	13.5%	0.424	0.0255	-0.383	769	-0.394	0.0264	-0.583	13.5%	87	96	7.95	8.00	7.71
4.21	4.24	4.17	361	436	13.3%	0.398	0.0254	-0.372	770	-0.385	0.0264	-0.611	13.3%	339	204	8.40	8.47	8.25
3.76	3.79	3.92	71	320	13.1%	0.371	0.0252	-0.359	771	-0.373	0.0263	-0.638	13.1%	77	17	8.96	9.11	8.77
3.34	3.38	3.34	307	94	13.0%	0.345	0.0249	-0.345	772	-0.360	0.0260	-0.666	13.0%	51	3	8.37	9.71	9.36
2.96	2.99	3.10	128	229	12.8%	0.318	0.0244	-0.330	773	-0.347	0.0257	-0.694	12.9%	560	8	9.60	10.33	9.99
2.60	2.63	2.73	331	124	12.7%	0.293	0.0238	-0.313	774	-0.331	0.0251	-0.722	12.7%	144	2	10.25	10.93	10.72
2.28	2.30	2.28	265	450	12.5%	0.267	0.0230	-0.296	775	-0.314	0.0244	-0.749	12.6%	46	43	10.95	11.69	11.34
1.98	2.01	2.10	280	87	12.4%	0.243	0.0221	-0.277	776	-0.297	0.0236	-0.775	12.5%	13	29	12.70	12.42	12.05
1.71	1.74	1.70	32	102	12.3%	0.219	0.0211	-0.258	777	-0.278	0.0227	-0.800	12.3%	22	17	12.62	13.16	12.80
1.47	1.50	1.45	125	107	12.2%	0.197	0.0200	-0.238	778	-0.259	0.0216	-0.825	12.3%	3	1	13.65	13.96	13.57
1.26	1.29	1.32	258	103	12.0%	0.176	0.0188	-0.219	779	-0.239	0.0204	-0.848	12.0%			0.00	14.78	14.38
1.07	1.09	1.08	601	202	11.9%	0.156	0.0175	-0.199	780	-0.220	0.0192	-0.871	11.9%	77	71	15.03	15.62	15.21

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 3, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS