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

$15.13

ATM straddle

MAX PAIN

$765.00

-0.0%

PUT/CALL VOLUME

0.37

6,137 / 16,437

NOV 5, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
65.03	67.73	64.13		1	28.5%	0.972	0.0018	-0.100	700	-0.109	0.0018	-0.029	28.8%	206	76	0.40	0.40	0.38
60.09	62.78	0.00			26.3%	0.967	0.0021	-0.110	705	-0.118	0.0021	-0.033	27.5%	39	1,401	0.47	0.45	0.43
55.16	57.82	0.00			24.9%	0.961	0.0025	-0.121	710	-0.129	0.0025	-0.039	26.1%	58	44	0.50	0.51	0.50
50.25	52.95	0.00			23.4%	0.954	0.0030	-0.136	715	-0.143	0.0031	-0.046	24.8%	101	29	0.61	0.60	0.58
45.37	48.07	0.00			22.4%	0.944	0.0037	-0.153	720	-0.160	0.0037	-0.056	23.7%	125	89	0.68	0.71	0.69
40.53	43.24	0.00			21.6%	0.931	0.0046	-0.175	725	-0.181	0.0046	-0.069	22.5%	123	103	0.87	0.86	0.85
35.74	38.24	34.08		2	20.2%	0.914	0.0057	-0.201	730	-0.206	0.0058	-0.086	21.4%	86	75	1.09	1.08	1.05
32.20	32.59	35.11		1	20.3%	0.891	0.0072	-0.231	735	-0.236	0.0072	-0.109	20.4%	126	179	1.36	1.36	1.34
27.60	27.99	27.74		5	19.3%	0.861	0.0089	-0.265	740	-0.270	0.0090	-0.139	19.4%	60	159	1.76	1.75	1.73
23.16	23.52	22.00	20	21	18.4%	0.822	0.0111	-0.301	745	-0.305	0.0112	-0.179	18.5%	411	112	2.29	2.29	2.26
18.87	19.24	19.17	16	15	17.5%	0.770	0.0136	-0.336	750	-0.341	0.0137	-0.231	17.5%	503	276	3.05	3.02	2.99
14.86	15.22	15.17	29	27	16.6%	0.705	0.0163	-0.366	755	-0.371	0.0164	-0.297	16.6%	191	237	4.01	4.00	3.96
11.30	11.41	11.55	1,396	762	15.7%	0.624	0.0189	-0.384	760	-0.389	0.0192	-0.379	15.7%	1,197	830	5.30	5.31	5.27
8.08	8.12	8.05	1,366	870	14.9%	0.528	0.0210	-0.382	765	-0.388	0.0214	-0.477	14.8%	1,433	916	7.09	7.05	7.01
5.34	5.38	5.33	513	790	14.0%	0.419	0.0218	-0.353	770	-0.363	0.0225	-0.590	14.1%	85	1,415	9.36	9.41	9.27
3.22	3.26	3.20	1,174	757	13.3%	0.305	0.0207	-0.298	775	-0.314	0.0218	-0.709	13.2%	42	178	11.93	12.45	12.06
1.76	1.79	1.76	8,580	271	12.7%	0.201	0.0174	-0.225	780	-0.246	0.0190	-0.822	12.7%	8	18	15.88	16.12	15.66
0.87	0.90	0.91	261	270	12.2%	0.118	0.0127	-0.150	785	-0.171	0.0149	-0.916	12.4%	1		20.98	21.55	18.85
0.39	0.41	0.40	2,576	53	12.0%	0.063	0.0081	-0.090	790	-0.109	0.0078	-0.980	0.0%			0.00	26.15	23.57
0.18	0.19	0.19	384	101	12.0%	0.032	0.0047	-0.050	795	-0.093	0.0008	-0.999	13.7%			32.53	31.26	28.57
0.09	0.10	0.10	68	220	12.3%	0.017	0.0027	-0.029	800	-0.093	0.0000	-1.000	15.3%			37.49	36.26	33.56
0.05	0.06	0.05	5	84	12.8%	0.010	0.0017	-0.019	805	-0.093	0.0000	-1.000	17.1%			0.00	41.26	38.57
0.03	0.04	0.04	3	25	13.5%	0.007	0.0011	-0.015	810	-0.093	0.0000	-1.000	18.6%			0.00	46.26	43.56
0.03	0.04	0.02	2	193	14.8%	0.005	0.0008	-0.012	815	-0.093	0.0000	-1.000	20.2%			0.00	51.26	48.56
0.02	0.03	0.03		11	15.5%	0.004	0.0006	-0.011	820	-0.093	0.0000	-1.000	21.8%			0.00	56.26	53.56
0.02	0.03	0.02	14		16.7%	0.004	0.0005	-0.010	825	-0.093	0.0000	-1.000	23.4%			0.00	61.26	58.56
0.02	0.03	0.02	17	192	18.0%	0.003	0.0004	-0.009	830	-0.093	0.0000	-1.000	25.1%			0.00	66.26	63.57
0.01	0.02	0.00			18.3%	0.003	0.0004	-0.008	835	-0.093	0.0000	-1.000	26.7%			0.00	71.26	68.57
0.01	0.02	0.00			19.4%	0.002	0.0003	-0.007	840	-0.093	0.0000	-1.000	28.2%			0.00	76.26	73.57

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How this is calculated: Options Chain methodology

EXPIRATION

NOV 5, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS