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

16.0%

768 strike

EXPECTED MOVE

$8.87

ATM straddle

MAX PAIN

$773.00

+0.7%

PUT/CALL VOLUME

2.62

5,528 / 2,106

OCT 29, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
15.55	16.10	17.77	2	1	20.4%	0.871	0.0156	-0.454	753	-0.456	0.0156	-0.130	19.4%	28	25	0.87	0.89	0.86
14.68	15.20	15.63	2		20.1%	0.857	0.0169	-0.488	754	-0.490	0.0169	-0.143	19.2%	92	53	0.90	1.00	0.97
13.79	14.31	11.36		64	19.6%	0.842	0.0183	-0.523	755	-0.524	0.0183	-0.158	19.0%	139	1,563	1.13	1.11	1.08
12.93	13.43	13.44	18		19.5%	0.826	0.0198	-0.558	756	-0.560	0.0198	-0.174	18.7%	38	48	1.23	1.24	1.21
12.11	12.42	12.56	10	2	19.2%	0.808	0.0213	-0.594	757	-0.596	0.0213	-0.192	18.5%	75	35	1.40	1.39	1.36
11.28	11.57	11.26	1	4	18.4%	0.788	0.0228	-0.630	758	-0.631	0.0228	-0.212	18.2%	557	505	1.58	1.55	1.52
10.45	10.75	9.30		4	18.2%	0.767	0.0244	-0.665	759	-0.666	0.0244	-0.233	18.0%	45	23	1.76	1.73	1.70
9.65	9.95	10.61	2	68	17.9%	0.745	0.0260	-0.698	760	-0.699	0.0260	-0.255	17.8%	1,813	541	1.87	1.94	1.89
8.89	9.16	10.15	1	1	17.6%	0.720	0.0276	-0.730	761	-0.730	0.0276	-0.280	17.5%	103	23	2.19	2.16	2.11
8.13	8.40	9.73	12	32	17.4%	0.694	0.0292	-0.758	762	-0.759	0.0292	-0.306	17.3%	38	59	2.43	2.40	2.35
7.41	7.66	7.93	13	14	17.2%	0.666	0.0306	-0.782	763	-0.783	0.0306	-0.334	17.1%	50	130	2.55	2.67	2.62
6.73	6.95	5.65		24	17.0%	0.637	0.0320	-0.803	764	-0.803	0.0320	-0.363	16.9%	163	20	2.99	2.97	2.93
6.10	6.27	6.37	22	19	16.7%	0.605	0.0333	-0.817	765	-0.818	0.0333	-0.395	16.7%	49	73	3.26	3.30	3.26
5.51	5.63	5.72	12	20	16.6%	0.573	0.0344	-0.826	766	-0.826	0.0344	-0.427	16.4%	76	29	3.52	3.66	3.61
4.90	5.01	5.12	23	104	16.3%	0.538	0.0353	-0.827	767	-0.827	0.0353	-0.462	16.2%	162	34	4.05	4.05	4.00
4.37	4.42	4.45	34	96	16.1%	0.503	0.0359	-0.821	768	-0.821	0.0359	-0.497	16.0%	142	28	4.20	4.53	4.42
3.83	3.88	3.97	28	30	15.9%	0.467	0.0362	-0.807	769	-0.807	0.0362	-0.533	15.8%	100	23	4.76	4.99	4.87
3.33	3.38	3.37	42	83	15.6%	0.430	0.0362	-0.786	770	-0.785	0.0362	-0.570	15.6%	114	73	5.03	5.54	5.33
2.87	2.92	2.92	25	28	15.4%	0.393	0.0359	-0.756	771	-0.756	0.0359	-0.607	15.3%	52	74	5.73	6.10	5.86
2.45	2.50	2.97	13	69	15.2%	0.356	0.0352	-0.719	772	-0.718	0.0352	-0.644	15.1%	886	14	6.51	6.69	6.43
2.07	2.13	2.27	28	99	15.0%	0.320	0.0342	-0.674	773	-0.674	0.0342	-0.680	14.9%	591	26	7.30	7.34	7.08
1.74	1.79	1.74	55	31	14.8%	0.284	0.0328	-0.624	774	-0.624	0.0328	-0.716	14.7%	109	10	7.78	8.02	7.73
1.44	1.48	1.45	57	254	14.6%	0.250	0.0311	-0.569	775	-0.569	0.0311	-0.750	14.5%	114	2	10.70	8.72	8.43
1.18	1.21	1.27	25	101	14.5%	0.218	0.0292	-0.511	776	-0.510	0.0292	-0.782	14.3%	38	6	8.71	9.46	9.07
0.96	0.99	0.96	56	68	14.4%	0.187	0.0270	-0.452	777	-0.451	0.0270	-0.813	14.0%	39	5	9.22	10.28	9.81
0.77	0.80	0.78	47	21	14.2%	0.159	0.0246	-0.393	778	-0.392	0.0246	-0.841	13.3%	16	4	9.92	11.10	10.61
0.61	0.63	0.61	38	59	14.0%	0.133	0.0220	-0.336	779	-0.334	0.0220	-0.867	13.4%	12		16.06	11.95	11.44
0.47	0.50	0.52	51	72	13.9%	0.110	0.0195	-0.282	780	-0.280	0.0195	-0.890	13.2%	40	1	13.82	12.84	12.25
0.37	0.39	0.47	14	73	13.8%	0.090	0.0170	-0.233	781	-0.231	0.0170	-0.910	13.0%	12	5	13.37	13.76	13.13
0.28	0.31	0.29	61	66	13.6%	0.072	0.0146	-0.189	782	-0.188	0.0146	-0.927	12.7%	17		17.63	14.63	14.10
0.22	0.23	0.24	64	23	13.5%	0.058	0.0123	-0.152	783	-0.151	0.0123	-0.942	12.3%	22		19.74	15.62	14.96

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 29, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS