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

15.2%

765 strike

EXPECTED MOVE

$16.25

ATM straddle

MAX PAIN

$770.00

+0.6%

PUT/CALL VOLUME

2.68

95,365 / 35,531

NOV 6, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
19.52	19.87	19.75	17	203	17.7%	0.761	0.0130	-0.333	750	-0.340	0.0132	-0.242	17.8%	33,765	11,486	3.44	3.42	3.38
18.70	19.06	19.20	9	59	17.5%	0.750	0.0135	-0.339	751	-0.346	0.0137	-0.254	17.6%	977	512	3.47	3.60	3.56
17.91	18.26	19.28	6	56	17.4%	0.738	0.0140	-0.344	752	-0.352	0.0142	-0.266	17.4%	380	307	3.81	3.79	3.75
17.09	17.46	18.78	3	71	17.2%	0.725	0.0144	-0.349	753	-0.357	0.0147	-0.279	17.3%	966	213	4.00	4.00	3.96
16.32	16.66	16.17	5	32	17.0%	0.712	0.0149	-0.354	754	-0.362	0.0152	-0.292	17.1%	691	140	4.22	4.21	4.17
15.53	15.90	16.05	26	1,056	16.9%	0.699	0.0154	-0.359	755	-0.366	0.0157	-0.306	16.9%	6,195	922	4.43	4.44	4.39
14.89	15.02	15.00	68	61	16.7%	0.685	0.0159	-0.363	756	-0.370	0.0162	-0.320	16.7%	807	112	4.30	4.68	4.63
14.14	14.28	15.42	9	97	16.5%	0.670	0.0164	-0.366	757	-0.374	0.0167	-0.335	16.5%	6,002	199	4.95	4.93	4.88
13.40	13.53	14.80	18	102	16.4%	0.655	0.0168	-0.369	758	-0.377	0.0172	-0.351	16.4%	1,235	194	5.24	5.19	5.15
12.69	12.80	12.97	39	251	16.2%	0.639	0.0173	-0.372	759	-0.380	0.0176	-0.367	16.2%	977	216	5.46	5.48	5.43
11.98	12.10	12.21	590	1,457	16.0%	0.623	0.0177	-0.373	760	-0.381	0.0181	-0.384	16.0%	9,192	31,289	5.75	5.76	5.73
11.29	11.40	11.49	90	520	15.8%	0.606	0.0182	-0.374	761	-0.382	0.0186	-0.402	15.8%	547	274	6.08	6.08	6.03
10.62	10.73	10.73	1,883	2,430	15.7%	0.588	0.0186	-0.374	762	-0.383	0.0190	-0.419	15.7%	6,295	9,563	6.43	6.41	6.36
9.97	10.08	10.09	567	762	15.5%	0.570	0.0189	-0.374	763	-0.383	0.0194	-0.438	15.5%	2,662	628	6.80	6.76	6.71
9.33	9.43	9.32	369	1,336	15.3%	0.551	0.0193	-0.373	764	-0.382	0.0198	-0.457	15.3%	2,494	1,063	7.15	7.13	7.07
8.75	8.78	8.76	3,721	1,656	15.2%	0.533	0.0196	-0.371	765	-0.379	0.0201	-0.477	15.2%	3,447	1,615	7.55	7.51	7.45
8.15	8.19	8.16	1,386	689	15.0%	0.513	0.0199	-0.368	766	-0.377	0.0204	-0.497	15.0%	739	331	7.93	7.92	7.87
7.57	7.61	7.54	4,319	708	14.8%	0.493	0.0201	-0.364	767	-0.373	0.0207	-0.518	14.8%	924	251	8.30	8.35	8.29
7.01	7.05	7.14	356	997	14.7%	0.472	0.0203	-0.359	768	-0.368	0.0209	-0.539	14.7%	1,104	498	8.41	8.80	8.74
6.47	6.52	6.59	200	744	14.5%	0.452	0.0204	-0.353	769	-0.364	0.0211	-0.560	14.5%	847	232	9.30	9.40	9.15
5.96	6.00	5.96	2,243	2,640	14.3%	0.431	0.0205	-0.347	770	-0.358	0.0212	-0.582	14.4%	3,973	408	9.77	9.83	9.56
5.47	5.51	5.54	374	746	14.2%	0.409	0.0205	-0.339	771	-0.350	0.0212	-0.604	14.2%	1,300	102	10.00	10.46	10.12
5.00	5.05	5.00	291	1,301	14.0%	0.388	0.0204	-0.331	772	-0.342	0.0212	-0.626	14.0%	790	76	10.45	11.03	10.63
4.56	4.61	4.55	307	2,140	13.9%	0.367	0.0202	-0.321	773	-0.334	0.0212	-0.649	14.0%	461	394	11.49	11.60	11.20
4.15	4.19	4.20	125	874	13.8%	0.345	0.0200	-0.311	774	-0.324	0.0210	-0.671	13.9%	673	30	12.22	12.19	11.79
3.76	3.80	3.79	1,215	3,752	13.6%	0.324	0.0197	-0.300	775	-0.314	0.0208	-0.694	13.7%	1,741	45	12.50	12.85	12.45
3.39	3.43	3.41	77	1,029	13.5%	0.303	0.0194	-0.288	776	-0.303	0.0205	-0.717	13.5%	1,000	129	13.15	13.49	13.08
3.05	3.09	3.06	293	1,116	13.4%	0.282	0.0189	-0.275	777	-0.292	0.0201	-0.739	13.4%	1,201	23	13.51	14.18	13.75
2.74	2.77	2.82	412	1,291	13.2%	0.262	0.0184	-0.263	778	-0.280	0.0197	-0.760	13.4%	847	37	14.68	14.89	14.45
2.44	2.48	2.45	207	930	13.1%	0.243	0.0178	-0.249	779	-0.268	0.0192	-0.782	13.1%	1,402	154	15.22	15.63	15.17
2.18	2.20	2.19	3,657	3,614	13.0%	0.224	0.0172	-0.236	780	-0.255	0.0186	-0.802	13.0%	1,332	34	16.20	16.39	15.92

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 6, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS