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

14.4%

765 strike

EXPECTED MOVE

$26.44

ATM straddle

MAX PAIN

$771.00

+0.7%

PUT/CALL VOLUME

0.92

8,981 / 9,762

NOV 27, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
25.40	25.61	25.51	11	76	16.4%	0.697	0.0094	-0.201	750	-0.209	0.0096	-0.310	16.4%	1,048	175	7.45	7.48	7.43
24.46	24.94	25.78	1	13	16.3%	0.689	0.0095	-0.202	751	-0.210	0.0098	-0.318	16.3%	201	25	7.75	7.70	7.65
23.68	24.17	24.12	5	2	16.1%	0.680	0.0097	-0.203	752	-0.211	0.0100	-0.327	16.2%	472	39	7.99	7.93	7.88
22.98	23.36	24.53	5	22	16.0%	0.671	0.0099	-0.203	753	-0.212	0.0102	-0.336	16.0%	248	35	8.54	8.17	8.11
22.27	22.76	22.26		5	15.9%	0.662	0.0101	-0.204	754	-0.212	0.0104	-0.346	15.9%	315	31	8.58	8.41	8.36
21.59	21.74	21.78	16	63	15.8%	0.653	0.0103	-0.205	755	-0.213	0.0106	-0.355	15.8%	431	98	8.65	8.67	8.61
20.66	21.15	19.82	2	21	15.5%	0.644	0.0105	-0.205	756	-0.213	0.0108	-0.365	15.6%	306	53	9.18	8.93	8.87
20.10	20.29	20.63	1	22	15.5%	0.634	0.0107	-0.205	757	-0.214	0.0111	-0.375	15.5%	199	65	8.78	9.20	9.14
19.38	19.54	19.35	4	54	15.3%	0.624	0.0109	-0.205	758	-0.214	0.0113	-0.386	15.3%	308	26	9.13	9.48	9.42
18.66	18.86	18.66	37	113	15.2%	0.614	0.0110	-0.205	759	-0.214	0.0114	-0.396	15.2%	479	51	9.81	9.77	9.71
17.98	18.11	18.05	63	893	15.1%	0.603	0.0112	-0.205	760	-0.214	0.0116	-0.407	15.1%	937	1,568	10.07	10.08	10.03
17.27	17.44	17.44	39	65	15.0%	0.593	0.0114	-0.205	761	-0.214	0.0118	-0.418	15.0%	741	103	10.58	10.39	10.33
16.43	16.90	16.70	41	246	14.8%	0.582	0.0116	-0.205	762	-0.214	0.0120	-0.430	14.8%	299	72	10.46	10.72	10.66
15.92	16.08	16.14	87	253	14.7%	0.570	0.0118	-0.204	763	-0.213	0.0122	-0.441	14.7%	378	62	11.13	11.06	11.00
15.25	15.41	15.40	94	133	14.6%	0.559	0.0119	-0.203	764	-0.213	0.0124	-0.454	14.6%	140	66	11.37	11.41	11.35
14.63	14.76	14.78	218	368	14.4%	0.548	0.0120	-0.203	765	-0.212	0.0126	-0.466	14.5%	251	173	11.80	11.78	11.71
14.06	14.11	14.30	249	105	14.3%	0.536	0.0122	-0.202	766	-0.211	0.0128	-0.478	14.3%	625	56	12.13	12.15	12.09
13.44	13.49	13.58	163	164	14.2%	0.524	0.0123	-0.200	767	-0.210	0.0129	-0.491	14.2%	112	189	12.69	12.55	12.48
12.83	12.88	13.04	721	168	14.1%	0.511	0.0124	-0.199	768	-0.209	0.0131	-0.504	14.1%	172	109	12.93	12.95	12.89
12.24	12.29	12.27	282	307	14.0%	0.499	0.0126	-0.197	769	-0.208	0.0132	-0.518	14.0%	87	166	13.40	13.37	13.31
11.66	11.71	11.75	261	202	13.9%	0.486	0.0127	-0.196	770	-0.206	0.0134	-0.531	13.9%	727	247	13.84	13.81	13.74
11.09	11.14	11.23	66	158	13.7%	0.473	0.0127	-0.194	771	-0.204	0.0135	-0.545	13.8%	153	25	14.12	14.26	14.20
10.54	10.59	10.58	84	205	13.6%	0.460	0.0128	-0.192	772	-0.203	0.0136	-0.559	13.6%	241	28	14.52	14.73	14.66
10.01	10.06	10.18	28	110	13.5%	0.447	0.0129	-0.189	773	-0.201	0.0137	-0.573	13.4%	176	15	14.89	15.46	14.79
9.49	9.54	9.51	280	219	13.4%	0.434	0.0129	-0.187	774	-0.198	0.0138	-0.588	13.4%	138	18	15.56	15.84	15.30
8.98	9.03	9.06	47	408	13.3%	0.420	0.0129	-0.184	775	-0.196	0.0138	-0.602	13.3%	337	13	16.20	16.33	15.96
8.50	8.55	8.59	173	495	13.2%	0.407	0.0129	-0.181	776	-0.194	0.0139	-0.617	13.1%	293	6	16.55	16.90	16.35
8.02	8.08	8.32	122	265	13.1%	0.393	0.0129	-0.179	777	-0.191	0.0139	-0.632	13.0%	934		20.68	17.46	16.90
7.57	7.62	7.65	71	302	13.0%	0.380	0.0129	-0.175	778	-0.188	0.0139	-0.647	13.0%	134	43	17.30	18.16	17.47
7.13	7.19	7.34	151	558	12.9%	0.366	0.0128	-0.172	779	-0.185	0.0139	-0.662	13.0%	76		21.89	19.55	17.68
6.72	6.76	6.82	1,058	896	12.8%	0.352	0.0127	-0.169	780	-0.182	0.0139	-0.677	12.9%	132	5	20.55	19.34	18.78

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 27, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS