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

14.6%

768 strike

EXPECTED MOVE

$6.60

ATM straddle

MAX PAIN

$772.00

+0.6%

PUT/CALL VOLUME

1.56

4,861 / 3,121

OCT 28, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
14.88	15.45	0.00			20.2%	0.928	0.0132	-0.274	753	-0.275	0.0132	-0.072	18.3%	43	36	0.42	0.35	0.32
13.95	14.47	11.85	30		19.8%	0.917	0.0150	-0.315	754	-0.316	0.0150	-0.083	18.0%	188	59	0.40	0.40	0.38
13.15	13.44	13.54	2	71	18.9%	0.904	0.0170	-0.361	755	-0.362	0.0170	-0.096	17.8%	493	139	0.50	0.47	0.45
12.23	12.53	12.80	17	12	18.0%	0.889	0.0192	-0.412	756	-0.414	0.0192	-0.111	17.5%	96	90	0.57	0.55	0.53
11.33	11.62	9.04		6	17.6%	0.871	0.0216	-0.468	757	-0.470	0.0216	-0.129	17.3%	67	67	0.65	0.65	0.63
10.44	10.74	10.82	5	11	17.4%	0.852	0.0241	-0.529	758	-0.530	0.0241	-0.148	17.0%	582	535	0.80	0.76	0.74
9.57	9.87	9.46	2	2	17.1%	0.829	0.0268	-0.593	759	-0.594	0.0268	-0.171	16.8%	262	34	0.92	0.89	0.87
8.72	8.98	11.00	3	52	16.8%	0.804	0.0296	-0.659	760	-0.660	0.0296	-0.196	16.5%	631	625	1.07	1.05	1.02
7.90	8.14	9.30	37	26	16.5%	0.776	0.0325	-0.726	761	-0.726	0.0325	-0.224	16.3%	111	44	1.24	1.23	1.19
7.10	7.34	8.02	4	19	16.2%	0.746	0.0354	-0.790	762	-0.791	0.0354	-0.255	16.0%	273	82	1.45	1.42	1.38
6.34	6.57	6.50	75	44	15.9%	0.711	0.0383	-0.851	763	-0.852	0.0383	-0.289	15.8%	86	151	1.68	1.66	1.63
5.59	5.83	5.79	93	96	15.6%	0.674	0.0410	-0.905	764	-0.905	0.0410	-0.326	15.6%	113	94	1.94	1.92	1.89
4.91	5.12	5.15	69	130	15.4%	0.634	0.0435	-0.948	765	-0.948	0.0435	-0.366	15.3%	260	247	2.26	2.22	2.20
4.31	4.48	4.53	113	103	15.2%	0.591	0.0456	-0.978	766	-0.978	0.0456	-0.409	15.0%	89	130	2.61	2.57	2.53
3.73	3.83	3.81	98	22	14.9%	0.545	0.0473	-0.991	767	-0.991	0.0473	-0.455	14.7%	86	200	2.94	2.96	2.93
3.19	3.23	3.21	132	89	14.7%	0.498	0.0483	-0.986	768	-0.986	0.0483	-0.502	14.5%	43	121	3.41	3.43	3.34
2.67	2.71	2.81	201	89	14.4%	0.449	0.0486	-0.960	769	-0.960	0.0486	-0.551	14.3%	81	128	3.67	3.94	3.77
2.20	2.25	2.18	218	317	14.2%	0.400	0.0480	-0.915	770	-0.915	0.0481	-0.600	14.1%	126	90	4.35	4.51	4.30
1.79	1.84	1.85	72	236	13.9%	0.351	0.0468	-0.851	771	-0.851	0.0468	-0.649	13.8%	72	12	5.03	5.12	4.90
1.43	1.46	1.44	64	100	13.7%	0.303	0.0447	-0.771	772	-0.770	0.0447	-0.697	13.6%	871	41	5.37	5.77	5.51
1.12	1.15	1.21	46	51	13.5%	0.258	0.0418	-0.678	773	-0.678	0.0418	-0.742	13.3%	695	57	6.17	6.47	6.15
0.86	0.90	0.90	109	173	13.3%	0.215	0.0384	-0.580	774	-0.579	0.0384	-0.785	13.2%	66	5	6.76	7.20	6.89
0.65	0.69	0.65	99	73	13.2%	0.175	0.0344	-0.480	775	-0.479	0.0344	-0.825	12.9%	63	11	7.35	7.99	7.68
0.48	0.51	0.49	42	130	13.0%	0.140	0.0301	-0.384	776	-0.383	0.0301	-0.860	12.6%	95	8	7.46	8.81	8.52
0.35	0.38	0.39	58	62	12.8%	0.109	0.0256	-0.297	777	-0.296	0.0256	-0.891	12.5%	37	19	9.21	9.79	9.29
0.25	0.28	0.26	37	61	12.8%	0.083	0.0212	-0.224	778	-0.222	0.0212	-0.917	11.5%	117	8	10.23	10.72	10.16
0.17	0.20	0.20	31	33	12.7%	0.062	0.0172	-0.164	779	-0.163	0.0172	-0.938	11.0%	104		15.80	11.64	11.11
0.12	0.15	0.13	64	169	12.6%	0.046	0.0136	-0.118	780	-0.117	0.0136	-0.954	11.5%	27	4	12.13	12.60	12.00
0.08	0.11	0.10	16	31	12.5%	0.034	0.0106	-0.085	781	-0.083	0.0106	-0.966	0.0%	43	3	11.65	13.56	12.95
0.05	0.08	0.08	43	59	12.6%	0.025	0.0082	-0.062	782	-0.060	0.0083	-0.975	0.0%	15	4	13.48	14.54	13.94
0.04	0.05	0.05	35	115	12.6%	0.019	0.0064	-0.046	783	-0.044	0.0065	-0.981	0.0%	7	151	15.24	15.53	14.93

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 28, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS