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

14.8%

765 strike

EXPECTED MOVE

$23.96

ATM straddle

MAX PAIN

$770.00

+0.6%

PUT/CALL VOLUME

4.58

247,994 / 54,118

NOV 20, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
23.87	24.05	24.37	106	11,755	16.9%	0.706	0.0101	-0.231	750	-0.239	0.0103	-0.299	17.0%	87,211	63,287	6.52	6.54	6.50
22.95	23.38	22.93	11	228	16.8%	0.697	0.0103	-0.232	751	-0.240	0.0106	-0.308	16.8%	3,291	223	6.80	6.75	6.71
22.27	22.58	22.15	2	127	16.7%	0.688	0.0105	-0.234	752	-0.242	0.0108	-0.318	16.7%	1,859	67	6.76	6.97	6.93
21.49	21.83	21.95	2	344	16.5%	0.678	0.0108	-0.235	753	-0.243	0.0110	-0.328	16.5%	2,199	214	7.10	7.20	7.16
20.64	21.07	19.27	7	113	16.3%	0.669	0.0110	-0.236	754	-0.244	0.0113	-0.338	16.4%	1,981	276	7.43	7.44	7.40
20.05	20.19	20.18	176	4,475	16.2%	0.659	0.0112	-0.236	755	-0.245	0.0115	-0.348	16.2%	16,179	1,904	7.69	7.69	7.65
19.31	19.44	19.28	336	167	16.1%	0.648	0.0115	-0.237	756	-0.245	0.0118	-0.359	16.1%	2,935	323	7.59	7.95	7.90
18.57	18.71	19.00	13	491	15.9%	0.637	0.0117	-0.237	757	-0.246	0.0120	-0.370	15.9%	1,724	120	8.22	8.22	8.18
17.85	17.99	17.00	16	439	15.8%	0.627	0.0119	-0.238	758	-0.246	0.0122	-0.381	15.8%	1,658	180	8.27	8.50	8.45
17.14	17.28	18.45	59	411	15.6%	0.616	0.0121	-0.238	759	-0.247	0.0125	-0.393	15.7%	2,049	382	8.85	8.79	8.74
16.44	16.55	16.73	985	7,296	15.5%	0.604	0.0123	-0.238	760	-0.247	0.0127	-0.405	15.5%	33,961	4,937	9.09	9.09	9.05
15.67	16.00	15.80	474	1,179	15.3%	0.592	0.0125	-0.238	761	-0.246	0.0129	-0.417	15.4%	1,789	238	9.47	9.41	9.36
15.07	15.19	15.67	199	438	15.2%	0.580	0.0127	-0.237	762	-0.246	0.0132	-0.429	15.2%	1,934	523	9.79	9.74	9.69
14.41	14.52	14.55	384	1,610	15.1%	0.568	0.0130	-0.237	763	-0.245	0.0134	-0.442	15.1%	2,807	398	10.05	10.08	10.03
13.74	13.87	13.80	811	1,270	14.9%	0.555	0.0131	-0.236	764	-0.245	0.0136	-0.456	14.9%	2,480	273	10.52	10.44	10.38
13.16	13.21	13.28	2,617	7,067	14.8%	0.543	0.0133	-0.235	765	-0.244	0.0138	-0.469	14.8%	21,658	2,910	10.85	10.80	10.75
12.53	12.59	12.67	1,638	2,317	14.7%	0.529	0.0135	-0.233	766	-0.243	0.0140	-0.483	14.7%	3,965	666	11.23	11.19	11.13
11.92	11.98	12.07	720	2,928	14.5%	0.516	0.0136	-0.232	767	-0.241	0.0142	-0.497	14.5%	3,575	488	11.60	11.59	11.53
11.33	11.37	11.40	989	4,220	14.4%	0.502	0.0138	-0.230	768	-0.239	0.0143	-0.511	14.4%	5,105	665	12.01	12.01	11.94
10.74	10.80	10.94	939	2,432	14.3%	0.488	0.0139	-0.228	769	-0.237	0.0145	-0.526	14.3%	3,792	701	12.13	12.43	12.37
10.18	10.23	10.27	4,962	15,769	14.1%	0.474	0.0140	-0.225	770	-0.235	0.0146	-0.541	14.2%	24,254	1,668	12.87	12.88	12.82
9.63	9.68	9.79	797	1,340	14.0%	0.460	0.0141	-0.223	771	-0.233	0.0147	-0.556	14.0%	4,605	31	13.04	13.34	13.28
9.10	9.14	9.22	407	1,751	13.9%	0.446	0.0141	-0.220	772	-0.230	0.0148	-0.571	13.9%	3,663	23	13.62	13.92	13.69
8.58	8.63	8.66	185	1,656	13.8%	0.431	0.0142	-0.217	773	-0.227	0.0149	-0.587	13.8%	2,563	13	14.39	14.43	14.19
8.08	8.12	8.06	484	1,609	13.7%	0.416	0.0142	-0.213	774	-0.224	0.0150	-0.603	13.7%	3,078	13	14.09	14.95	14.70
7.60	7.64	7.57	6,085	12,399	13.6%	0.401	0.0142	-0.210	775	-0.221	0.0150	-0.619	13.6%	13,923	200	15.41	15.44	15.27
7.14	7.19	7.20	357	2,501	13.5%	0.387	0.0141	-0.206	776	-0.217	0.0150	-0.634	13.4%	1,468	2	15.84	16.07	15.71
6.69	6.74	6.81	204	2,294	13.3%	0.372	0.0141	-0.202	777	-0.213	0.0150	-0.651	13.4%	2,997	10	16.12	16.64	15.21
6.27	6.31	6.29	979	3,707	13.3%	0.357	0.0140	-0.198	778	-0.210	0.0150	-0.667	13.3%	2,839	15	16.75	17.24	16.86
5.86	5.90	5.88	102	2,095	13.2%	0.342	0.0139	-0.193	779	-0.206	0.0149	-0.683	13.1%	2,379	2	20.24	17.87	17.48
5.47	5.51	5.46	4,910	20,525	13.1%	0.327	0.0137	-0.189	780	-0.201	0.0149	-0.699	13.1%	9,951	409	18.50	18.44	18.24

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 20, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS