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

14.6%

765 strike

EXPECTED MOVE

$29.56

ATM straddle

MAX PAIN

$760.00

-0.7%

PUT/CALL VOLUME

1.23

6,609 / 5,374

DEC 4, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
27.22	27.48	26.79	22	26	16.4%	0.687	0.0086	-0.185	750	-0.193	0.0089	-0.321	16.4%	261	50	8.68	8.69	8.64
26.32	26.72	25.95	4	103	16.3%	0.679	0.0087	-0.185	751	-0.193	0.0090	-0.329	16.3%	22	6	8.85	8.92	8.86
25.52	26.02	26.78	1	9	16.3%	0.671	0.0089	-0.186	752	-0.194	0.0092	-0.337	16.2%	4	22	9.00	9.16	9.10
24.76	25.26	25.15	95	1	16.1%	0.663	0.0090	-0.186	753	-0.194	0.0094	-0.345	16.1%	152	16	9.30	9.40	9.34
23.99	24.50	22.79	35	6	15.9%	0.655	0.0092	-0.186	754	-0.195	0.0095	-0.354	15.9%	2	9	8.79	9.65	9.59
23.41	23.58	23.88	46	17	15.8%	0.646	0.0094	-0.187	755	-0.195	0.0097	-0.362	15.8%	45	44	9.91	9.91	9.85
22.64	23.01	21.36	3	7	15.7%	0.638	0.0095	-0.187	756	-0.196	0.0099	-0.371	15.7%	2	19	10.15	10.18	10.12
21.94	22.29	19.65		32	15.5%	0.629	0.0097	-0.187	757	-0.196	0.0100	-0.381	15.6%	35	46	10.31	10.45	10.39
21.22	21.57	19.20		40	15.4%	0.620	0.0098	-0.187	758	-0.196	0.0102	-0.391	15.4%	103	10	10.41	10.74	10.68
20.36	20.86	21.16	11	16	15.4%	0.611	0.0100	-0.187	759	-0.196	0.0104	-0.400	15.3%	79	40	10.86	11.04	10.97
19.84	19.98	19.69	54	386	15.2%	0.602	0.0101	-0.187	760	-0.196	0.0106	-0.410	15.2%	138	256	11.40	11.34	11.28
19.09	19.46	20.34	91	95	15.1%	0.592	0.0102	-0.187	761	-0.196	0.0107	-0.420	15.1%	36	70	11.25	11.66	11.59
18.29	18.79	18.67	103	41	15.0%	0.582	0.0104	-0.186	762	-0.196	0.0109	-0.430	14.9%	149	12	11.81	11.99	11.92
17.62	18.12	18.07	123	85	14.8%	0.572	0.0105	-0.186	763	-0.195	0.0110	-0.441	14.8%	71	39	12.11	12.33	12.26
17.11	17.44	17.09	87	120	14.7%	0.562	0.0107	-0.185	764	-0.195	0.0112	-0.452	14.7%	9	135	12.62	12.68	12.61
16.48	16.63	16.66	434	650	14.6%	0.551	0.0108	-0.185	765	-0.194	0.0113	-0.463	14.6%	29	110	13.00	13.04	12.97
15.91	15.97	15.93	37	17	14.5%	0.541	0.0109	-0.184	766	-0.194	0.0115	-0.474	14.5%	15	118	13.80	13.41	13.34
15.29	15.34	15.68	47	44	14.4%	0.530	0.0110	-0.183	767	-0.193	0.0116	-0.486	14.4%	37	11	13.78	13.80	13.72
14.67	14.73	14.88	27	27	14.2%	0.519	0.0111	-0.182	768	-0.192	0.0118	-0.498	14.3%	8	12	14.34	14.20	14.12
14.07	14.13	14.09	11	171	14.1%	0.508	0.0112	-0.181	769	-0.191	0.0119	-0.510	14.2%	3	12	14.52	14.61	14.54
13.48	13.53	13.69	169	334	14.0%	0.497	0.0113	-0.179	770	-0.190	0.0120	-0.522	14.0%	54	9	14.85	15.04	14.96
12.90	12.95	12.90	26	89	13.9%	0.485	0.0114	-0.178	771	-0.189	0.0121	-0.534	13.9%	11	6	15.49	15.48	15.40
12.34	12.39	12.43	71	29	13.8%	0.474	0.0115	-0.176	772	-0.188	0.0122	-0.546	13.8%	3	3	15.74	15.93	15.85
11.79	11.84	11.68	19	131	13.7%	0.462	0.0115	-0.175	773	-0.186	0.0123	-0.559	13.7%	11		19.92	16.40	16.32
11.25	11.30	11.24	30	7	13.6%	0.450	0.0116	-0.173	774	-0.185	0.0124	-0.572	13.6%	1	1	18.11	17.11	16.58
10.73	10.78	10.78	144	198	13.5%	0.438	0.0116	-0.171	775	-0.183	0.0125	-0.585	13.6%	53	1	17.35	17.60	17.19
10.22	10.27	10.27	91	110	13.4%	0.426	0.0116	-0.169	776	-0.181	0.0125	-0.599	13.4%		10	19.80	18.15	17.59
9.73	9.78	9.74	22	111	13.3%	0.414	0.0116	-0.167	777	-0.179	0.0126	-0.612	13.4%	6		22.14	18.65	17.88
9.25	9.30	9.18	60	26	13.2%	0.402	0.0116	-0.164	778	-0.177	0.0126	-0.625	13.3%	8		21.38	19.20	18.16
8.78	8.83	8.79	29	13	13.2%	0.390	0.0116	-0.162	779	-0.175	0.0126	-0.639	13.3%			0.00	19.77	19.20
8.34	8.38	8.47	169	72	13.1%	0.378	0.0116	-0.159	780	-0.173	0.0127	-0.652	13.1%		3	20.05	20.35	19.83

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How this is calculated: Options Chain methodology

EXPIRATION

DEC 4, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS