XSP Options Chain

Name: XSP Options Chain
Creator: Obelion

XSP $767.68 · Updated Oct 26, 4:00 PM ET

XSP is at $767.68. The nearest expiration, Oct 27, 2026 (1 day out), lists 273 strikes, with 19,077 calls and 10,893 puts traded in the latest session. At-the-money implied volatility is 11.9%. The at-the-money straddle prices a move of about $3.79 (0.5%) by expiration.

EXPIRATION

ATM IV

11.9%

768 strike

EXPECTED MOVE

$3.79

ATM straddle

MAX PAIN

$772.00

+0.6%

PUT/CALL VOLUME

0.57

10,893 / 19,077

OCT 27, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
14.48	15.05	21.14		2	17.8%	0.986	0.0051	-0.029	753	-0.031	0.0051	-0.014	17.5%	241	114	0.04	0.04	0.02
13.66	13.91	14.94	11	43	18.8%	0.983	0.0064	-0.036	754	-0.038	0.0064	-0.017	16.4%	71	242	0.04	0.05	0.03
12.66	12.92	12.73	51	41	18.0%	0.979	0.0080	-0.046	755	-0.048	0.0080	-0.021	16.2%	106	229	0.06	0.06	0.04
11.68	11.94	11.72	22	3	17.3%	0.973	0.0101	-0.060	756	-0.062	0.0101	-0.027	15.6%	40	97	0.07	0.07	0.06
10.71	10.96	10.99	82	44	16.6%	0.965	0.0128	-0.079	757	-0.081	0.0128	-0.035	15.2%	92	523	0.09	0.09	0.08
9.73	9.99	10.01	349	56	16.0%	0.954	0.0164	-0.106	758	-0.107	0.0164	-0.046	14.8%	170	387	0.13	0.12	0.11
8.77	9.03	9.05	1,062	9	15.3%	0.940	0.0209	-0.143	759	-0.144	0.0209	-0.060	14.5%	132	437	0.15	0.16	0.15
7.83	8.10	7.74	986	43	14.8%	0.921	0.0265	-0.194	760	-0.195	0.0265	-0.079	14.1%	171	659	0.21	0.22	0.20
6.90	7.17	7.39	239	3	14.3%	0.896	0.0332	-0.264	761	-0.265	0.0332	-0.104	13.9%	45	770	0.29	0.30	0.27
6.00	6.28	6.17	298	20	14.0%	0.864	0.0411	-0.359	762	-0.360	0.0411	-0.136	13.4%	87	448	0.39	0.40	0.37
5.14	5.40	5.30	584	103	13.7%	0.824	0.0499	-0.488	763	-0.488	0.0499	-0.176	13.2%	251	455	0.54	0.54	0.51
4.32	4.59	4.43	829	96	13.2%	0.774	0.0592	-0.658	764	-0.658	0.0592	-0.226	12.9%	231	496	0.71	0.72	0.68
3.56	3.81	3.66	1,154	77	13.0%	0.714	0.0683	-0.880	765	-0.880	0.0683	-0.286	12.7%	342	1,244	0.94	0.95	0.90
2.83	3.04	2.94	1,168	79	12.6%	0.645	0.0764	-1.165	766	-1.165	0.0764	-0.355	12.5%	214	729	1.21	1.25	1.18
2.30	2.34	2.33	392	29	12.4%	0.568	0.0822	-1.524	767	-1.525	0.0822	-0.432	11.9%	178	829	1.58	1.62	1.54
1.72	1.80	1.77	1,938	40	12.0%	0.485	0.0849	-1.770	768	-1.770	0.0849	-0.515	11.7%	63	1,032	2.04	2.06	1.99
1.25	1.33	1.30	1,023	142	11.7%	0.399	0.0836	-1.301	769	-1.301	0.0836	-0.601	11.6%	44	615	2.59	2.65	2.46
0.87	0.93	0.91	1,733	350	11.3%	0.316	0.0782	-0.920	770	-0.920	0.0782	-0.684	11.1%	284	419	3.20	3.29	3.01
0.59	0.62	0.62	551	127	11.2%	0.240	0.0693	-0.624	771	-0.623	0.0693	-0.760	10.9%	45	72	3.87	4.00	3.74
0.38	0.41	0.38	1,123	106	11.0%	0.173	0.0579	-0.403	772	-0.403	0.0579	-0.827	10.7%	809	104	4.66	4.78	4.53
0.23	0.26	0.24	1,780	47	11.0%	0.119	0.0454	-0.249	773	-0.249	0.0454	-0.881	10.4%	694	94	5.50	5.63	5.37
0.14	0.16	0.15	607	54	11.1%	0.078	0.0336	-0.148	774	-0.148	0.0336	-0.922	10.1%	113	25	6.49	6.53	6.26
0.08	0.10	0.09	1,740	118	11.1%	0.050	0.0236	-0.087	775	-0.086	0.0237	-0.950	9.7%	153	47	7.22	7.47	7.21
0.05	0.06	0.05	376	63	11.5%	0.032	0.0163	-0.052	776	-0.051	0.0163	-0.968	8.6%	61	18	8.13	8.43	8.18
0.03	0.04	0.03	130	45	11.5%	0.021	0.0112	-0.033	777	-0.032	0.0113	-0.979	0.0%	25	11	8.64	9.41	9.16
0.02	0.03	0.02	126	50	11.9%	0.015	0.0081	-0.023	778	-0.022	0.0081	-0.985	0.0%	19	9	9.75	10.57	9.98
0.01	0.02	0.02	51	45	12.1%	0.011	0.0060	-0.018	779	-0.016	0.0060	-0.989	10.4%	19	2	11.22	11.57	10.99
0.01	0.02	0.01	132	99	13.0%	0.009	0.0047	-0.014	780	-0.013	0.0047	-0.991	15.3%	62	28	12.09	12.56	11.98
0.00	0.02	0.01	72	254	13.9%	0.007	0.0038	-0.012	781	-0.010	0.0038	-0.993	0.0%	28	10	12.81	13.56	12.98
0.00	0.03	0.01	36	93	14.8%	0.006	0.0031	-0.010	782	-0.009	0.0031	-0.994	0.0%	18	2	12.36	14.56	13.98
0.00	0.02	0.01	42	73	15.0%	0.005	0.0026	-0.009	783	-0.007	0.0026	-0.995	0.0%	4	1	16.80	15.54	14.97

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 27, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS