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

14.3%

765 strike

EXPECTED MOVE

$17.16

ATM straddle

MAX PAIN

$690.00

-9.8%

PUT/CALL VOLUME

1.45

6,057 / 4,178

NOV 9, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
75.25	78.96	0.00			31.4%	0.969	0.0016	-0.090	690	-0.100	0.0016	-0.030	28.9%		123	0.53	0.51	0.50
70.32	74.01	0.00			27.7%	0.966	0.0018	-0.097	695	-0.107	0.0018	-0.034	27.7%		5	0.56	0.57	0.55
65.30	69.08	66.94	1		26.2%	0.961	0.0021	-0.105	700	-0.114	0.0021	-0.039	26.5%		618	0.60	0.63	0.61
60.42	63.97	0.00			25.1%	0.955	0.0025	-0.114	705	-0.123	0.0025	-0.045	25.4%		3	0.62	0.71	0.69
55.23	59.08	56.88	1		24.0%	0.948	0.0029	-0.125	710	-0.133	0.0029	-0.052	24.2%		6	0.83	0.80	0.78
50.37	54.21	0.00			23.0%	0.938	0.0035	-0.138	715	-0.145	0.0035	-0.062	23.2%		27	0.90	0.93	0.90
45.53	49.38	0.00			22.0%	0.927	0.0042	-0.153	720	-0.160	0.0042	-0.073	22.1%		119	1.10	1.09	1.06
40.75	44.59	0.00			21.1%	0.912	0.0050	-0.170	725	-0.177	0.0050	-0.088	21.1%		133	1.30	1.30	1.27
36.03	39.87	0.00			20.3%	0.893	0.0060	-0.190	730	-0.196	0.0061	-0.107	20.2%		880	1.56	1.57	1.54
31.39	35.24	32.51	1		19.4%	0.869	0.0073	-0.212	735	-0.218	0.0074	-0.132	19.2%		201	1.92	1.92	1.89
26.86	30.71	27.06	1		18.5%	0.838	0.0089	-0.235	740	-0.241	0.0089	-0.163	18.4%		103	2.40	2.39	2.35
22.47	26.32	0.00			17.6%	0.799	0.0106	-0.259	745	-0.265	0.0107	-0.202	17.5%		223	3.03	3.00	2.96
18.38	22.12	20.36	9		16.7%	0.750	0.0126	-0.281	750	-0.287	0.0128	-0.252	16.7%		642	3.82	3.80	3.76
14.30	18.15	16.34	8		15.9%	0.690	0.0148	-0.299	755	-0.305	0.0150	-0.313	15.8%		77	4.86	4.84	4.79
10.63	14.16	12.87	63		15.1%	0.617	0.0168	-0.309	760	-0.315	0.0172	-0.387	15.0%		665	6.17	6.18	6.13
9.25	9.30	9.24	2,502		14.3%	0.532	0.0185	-0.306	765	-0.313	0.0190	-0.474	14.2%		2,009	7.91	7.91	7.86
6.43	6.48	6.47	583		13.5%	0.436	0.0194	-0.287	770	-0.297	0.0201	-0.574	12.2%		170	10.12	10.50	8.20
4.18	4.22	4.15	258		12.8%	0.335	0.0188	-0.252	775	-0.265	0.0200	-0.680	12.8%		15	13.60	14.86	11.01
2.52	2.56	2.60	295		12.3%	0.238	0.0167	-0.203	780	-0.223	0.0185	-0.786	12.3%		31	16.50	18.30	14.45
1.40	1.43	1.44	84		11.8%	0.156	0.0134	-0.150	785	-0.173	0.0156	-0.881	11.8%			0.00	22.34	18.50
0.73	0.75	0.73	92		11.6%	0.093	0.0096	-0.101	790	-0.118	0.0116	-0.957	0.0%		2	25.85	26.58	23.04
0.36	0.38	0.37	30		11.4%	0.053	0.0062	-0.063	795	-0.097	0.0028	-0.995	0.0%			0.00	31.44	27.98
0.18	0.20	0.19	91		11.4%	0.029	0.0039	-0.038	800	-0.098	0.0000	-1.000	0.0%		5	36.00	36.46	32.90
0.10	0.11	0.10	31		11.7%	0.017	0.0024	-0.024	805	-0.098	0.0000	-1.000	0.0%			0.00	41.44	37.90
0.06	0.07	0.07	11		12.2%	0.011	0.0016	-0.017	810	-0.098	0.0000	-1.000	0.0%			0.00	46.43	42.90
0.04	0.06	0.05	1		12.8%	0.008	0.0011	-0.013	815	-0.098	0.0000	-1.000	0.0%			0.00	51.43	47.90
0.03	0.04	0.04	12		13.5%	0.006	0.0008	-0.011	820	-0.098	0.0000	-1.000	0.0%			0.00	56.44	52.90
0.03	0.04	0.04	100		14.6%	0.005	0.0006	-0.009	825	-0.098	0.0000	-1.000	0.0%			0.00	61.43	57.90
0.02	0.03	0.00			15.1%	0.004	0.0005	-0.008	830	-0.098	0.0000	-1.000	0.0%			0.00	66.43	62.98
0.02	0.03	0.02	4		16.1%	0.003	0.0004	-0.007	835	-0.098	0.0000	-1.000	0.0%			0.00	71.43	67.98

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How this is calculated: Options Chain methodology

EXPIRATION

NOV 9, 2026 CHAIN

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