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

16.5%

768 strike

EXPECTED MOVE

$10.49

ATM straddle

MAX PAIN

$770.00

+0.3%

PUT/CALL VOLUME

2.02

6,954 / 3,444

OCT 30, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
16.39	16.64	13.81		29	19.8%	0.837	0.0155	-0.484	753	-0.485	0.0155	-0.163	19.8%	429	40	1.33	1.39	1.36
15.54	15.84	13.06		16	19.5%	0.824	0.0166	-0.508	754	-0.510	0.0166	-0.176	19.5%	373	155	1.54	1.52	1.49
14.69	14.97	15.48	4	85	19.2%	0.809	0.0176	-0.532	755	-0.534	0.0176	-0.191	19.3%	656	342	1.60	1.66	1.63
13.85	14.05	14.51	9	27	19.1%	0.793	0.0187	-0.556	756	-0.558	0.0187	-0.207	19.0%	395	75	1.85	1.82	1.79
13.01	13.22	13.10	4	31	18.8%	0.776	0.0198	-0.580	757	-0.581	0.0198	-0.224	18.9%	1,923	200	2.01	1.99	1.96
12.22	12.39	12.48	4	33	18.6%	0.758	0.0209	-0.603	758	-0.604	0.0209	-0.242	18.6%	495	160	2.19	2.17	2.14
11.43	11.59	11.58	4	26	18.4%	0.739	0.0220	-0.624	759	-0.625	0.0220	-0.261	18.4%	217	70	2.40	2.37	2.34
10.64	10.83	10.73	14	127	18.1%	0.719	0.0231	-0.645	760	-0.646	0.0231	-0.281	18.2%	2,572	769	2.59	2.60	2.55
9.90	10.03	9.20	1	50	17.9%	0.697	0.0242	-0.663	761	-0.664	0.0242	-0.303	18.0%	270	55	2.85	2.84	2.80
9.16	9.32	9.27	9	87	17.7%	0.674	0.0253	-0.679	762	-0.680	0.0253	-0.326	17.8%	296	67	2.99	3.10	3.06
8.46	8.61	8.79	17	88	17.5%	0.650	0.0264	-0.693	763	-0.694	0.0264	-0.350	17.5%	271	132	3.40	3.38	3.34
7.77	7.91	8.10	105	163	17.3%	0.625	0.0273	-0.704	764	-0.704	0.0273	-0.375	17.3%	527	84	3.73	3.70	3.65
7.12	7.23	7.18	101	254	17.1%	0.598	0.0282	-0.711	765	-0.712	0.0282	-0.402	17.1%	754	658	4.00	4.03	3.98
6.47	6.57	6.58	51	317	16.9%	0.571	0.0290	-0.715	766	-0.715	0.0290	-0.430	16.9%	617	123	4.42	4.38	4.33
5.87	5.94	5.93	83	517	16.6%	0.542	0.0297	-0.714	767	-0.714	0.0297	-0.458	16.7%	1,160	305	4.76	4.77	4.72
5.30	5.34	5.29	78	106	16.4%	0.512	0.0302	-0.709	768	-0.709	0.0302	-0.488	16.5%	578	172	5.25	5.20	5.14
4.74	4.79	4.84	96	79	16.2%	0.482	0.0306	-0.699	769	-0.699	0.0306	-0.518	16.2%	185	224	5.37	5.65	5.57
4.22	4.27	4.36	180	540	16.0%	0.451	0.0308	-0.685	770	-0.685	0.0308	-0.549	16.0%	1,236	174	6.18	6.14	6.02
3.73	3.78	3.88	28	74	15.8%	0.419	0.0308	-0.666	771	-0.666	0.0308	-0.581	15.8%	110	52	6.28	6.67	6.52
3.28	3.32	3.40	62	152	15.6%	0.387	0.0306	-0.642	772	-0.642	0.0306	-0.613	15.6%	266	4	7.03	7.22	7.06
2.86	2.90	2.96	45	161	15.4%	0.355	0.0301	-0.614	773	-0.614	0.0301	-0.644	15.4%	184	7	7.37	7.81	7.63
2.47	2.52	2.57	88	295	15.2%	0.324	0.0294	-0.582	774	-0.582	0.0294	-0.676	15.3%	318	5	10.04	8.42	8.24
2.13	2.18	2.17	111	336	15.0%	0.293	0.0285	-0.546	775	-0.546	0.0285	-0.707	15.2%	248	97	8.80	9.06	8.84
1.82	1.85	1.81	94	325	14.8%	0.263	0.0274	-0.508	776	-0.507	0.0274	-0.737	15.1%	266	5	8.87	9.79	9.57
1.54	1.57	1.54	81	122	14.6%	0.234	0.0260	-0.467	777	-0.466	0.0260	-0.765	14.9%	87	18	10.26	10.51	10.28
1.29	1.31	1.40	72	118	14.5%	0.207	0.0245	-0.424	778	-0.423	0.0245	-0.793	14.7%	216	1	10.37	11.27	11.02
1.07	1.09	1.06	146	168	14.3%	0.181	0.0228	-0.381	779	-0.380	0.0228	-0.819	14.7%	127	1	11.89	12.04	11.79
0.88	0.90	0.90	309	393	14.2%	0.157	0.0210	-0.339	780	-0.337	0.0210	-0.843	14.4%	334	2	12.51	12.86	12.50
0.71	0.74	0.78	66	164	14.0%	0.134	0.0192	-0.297	781	-0.296	0.0192	-0.866	14.5%	113	1	13.55	13.69	13.42
0.57	0.60	0.60	87	466	13.9%	0.114	0.0173	-0.258	782	-0.256	0.0173	-0.886	14.4%	204		17.67	14.59	14.28
0.46	0.48	0.49	191	286	13.7%	0.096	0.0154	-0.221	783	-0.219	0.0154	-0.904	14.4%	67	3	15.91	15.48	15.07

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 30, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS