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

14.9%

765 strike

EXPECTED MOVE

$14.35

ATM straddle

MAX PAIN

$765.00

-0.0%

PUT/CALL VOLUME

2.81

13,458 / 4,789

NOV 4, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
18.49	18.84	18.70	2	5	17.5%	0.780	0.0139	-0.346	750	-0.350	0.0140	-0.221	17.6%	340	324	2.69	2.71	2.67
17.66	17.99	15.48		3	17.3%	0.768	0.0145	-0.354	751	-0.359	0.0146	-0.233	17.4%	35	51	2.89	2.88	2.84
16.84	17.18	16.27	1	2	17.1%	0.755	0.0151	-0.361	752	-0.366	0.0152	-0.246	17.2%	154	15	2.88	3.05	3.02
16.03	16.37	15.96		6	17.0%	0.742	0.0157	-0.369	753	-0.374	0.0158	-0.260	17.0%	52	15	2.80	3.24	3.21
15.24	15.57	13.53		1	16.8%	0.728	0.0163	-0.376	754	-0.380	0.0164	-0.274	16.8%	64	79	3.32	3.45	3.41
14.45	14.78	14.87	2	28	16.5%	0.713	0.0169	-0.382	755	-0.387	0.0171	-0.289	16.7%	318	1,603	3.47	3.66	3.62
13.70	14.01	11.75		67	16.4%	0.698	0.0175	-0.388	756	-0.393	0.0177	-0.304	16.5%	113	25	3.73	3.89	3.85
12.94	13.24	11.11		115	16.2%	0.681	0.0181	-0.393	757	-0.398	0.0183	-0.321	16.3%	182	73	3.93	4.13	4.09
12.20	12.51	10.39		100	16.1%	0.665	0.0187	-0.398	758	-0.403	0.0189	-0.338	16.1%	87	13	4.40	4.39	4.35
11.56	11.71	11.82	25	233	15.9%	0.647	0.0193	-0.402	759	-0.407	0.0195	-0.356	15.9%	67	773	4.56	4.66	4.62
10.84	10.99	10.94	73	224	15.7%	0.629	0.0198	-0.405	760	-0.410	0.0201	-0.374	15.7%	1,037	144	4.97	4.96	4.91
10.14	10.30	10.08	29	160	15.5%	0.610	0.0204	-0.407	761	-0.412	0.0207	-0.393	15.6%	68	538	5.27	5.26	5.22
9.48	9.62	9.70	64	119	15.4%	0.590	0.0209	-0.408	762	-0.414	0.0212	-0.413	15.4%	1,023	67	5.58	5.60	5.54
8.84	8.97	8.93	124	86	15.2%	0.570	0.0213	-0.408	763	-0.414	0.0217	-0.434	15.2%	34	137	5.98	5.94	5.90
8.22	8.32	8.35	78	128	15.0%	0.549	0.0218	-0.406	764	-0.413	0.0222	-0.456	15.0%	50	141	6.36	6.31	6.26
7.65	7.70	7.67	211	339	14.9%	0.527	0.0221	-0.404	765	-0.411	0.0226	-0.478	14.9%	284	553	6.71	6.70	6.65
7.06	7.11	7.07	486	127	14.7%	0.505	0.0224	-0.400	766	-0.408	0.0230	-0.501	14.7%	17	86	7.13	7.12	7.07
6.50	6.54	6.49	290	65	14.5%	0.482	0.0227	-0.395	767	-0.404	0.0232	-0.523	14.5%	44	81	7.55	7.56	7.51
5.96	5.99	6.01	75	169	14.4%	0.459	0.0229	-0.389	768	-0.398	0.0235	-0.548	14.3%	524	25	8.06	8.02	7.97
5.44	5.48	5.64	39	31	14.2%	0.436	0.0230	-0.381	769	-0.392	0.0236	-0.572	14.2%	16	51	7.83	8.67	8.31
4.95	4.98	4.95	195	196	14.0%	0.412	0.0229	-0.372	770	-0.383	0.0237	-0.596	14.1%	168	429	8.48	9.16	8.86
4.48	4.52	4.68	45	60	13.9%	0.388	0.0228	-0.362	771	-0.374	0.0237	-0.621	14.0%	32	19	9.63	9.75	9.38
4.04	4.09	3.99	105	217	13.7%	0.364	0.0226	-0.350	772	-0.364	0.0236	-0.646	13.7%	81	41	9.94	10.33	9.93
3.64	3.67	3.64	200	117	13.6%	0.340	0.0223	-0.338	773	-0.352	0.0234	-0.671	13.5%	86	60	10.53	10.93	10.51
3.25	3.28	3.39	22	9	13.4%	0.317	0.0219	-0.324	774	-0.340	0.0231	-0.696	13.4%	1	6	10.75	11.56	11.14
2.90	2.93	2.93	163	472	13.3%	0.293	0.0214	-0.309	775	-0.327	0.0226	-0.721	13.3%	107	15	11.77	12.23	11.79
2.57	2.60	2.69	152	34	13.2%	0.271	0.0208	-0.293	776	-0.312	0.0221	-0.745	13.1%	3	2	11.34	12.92	12.48
2.27	2.30	2.27	171	121	13.0%	0.248	0.0201	-0.277	777	-0.297	0.0215	-0.769	13.0%	6		17.62	13.66	13.19
1.99	2.03	2.00	232	27	12.9%	0.227	0.0193	-0.261	778	-0.281	0.0208	-0.792	12.9%	4	2	14.16	14.41	13.92
1.74	1.78	1.79	27	59	12.8%	0.206	0.0184	-0.244	779	-0.264	0.0200	-0.815	12.8%			0.00	15.19	14.69
1.52	1.55	1.52	189	654	12.7%	0.187	0.0175	-0.226	780	-0.247	0.0191	-0.837	12.7%	1	21	15.72	15.96	15.47

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How this is calculated: Options Chain methodology

EXPIRATION

NOV 4, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS