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

13.7%

768 strike

EXPECTED MOVE

$11.70

ATM straddle

MAX PAIN

$772.00

+0.6%

PUT/CALL VOLUME

2.09

2,018 / 965

NOV 2, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
16.80	17.26	15.09		1	16.7%	0.813	0.0152	-0.335	753	-0.337	0.0152	-0.187	16.5%	18	43	1.79	1.84	1.81
15.99	16.40	14.62		3	16.5%	0.800	0.0161	-0.347	754	-0.349	0.0161	-0.200	16.3%	96	257	1.95	1.98	1.95
15.15	15.54	15.19	1	9	16.1%	0.786	0.0170	-0.358	755	-0.360	0.0170	-0.214	16.2%	74	58	2.03	2.14	2.11
14.33	14.72	14.93	1	4	16.1%	0.771	0.0178	-0.370	756	-0.371	0.0178	-0.229	15.9%	19	14	2.63	2.31	2.28
13.52	13.89	11.56		3	15.9%	0.755	0.0187	-0.381	757	-0.382	0.0187	-0.245	15.7%	29	14	2.36	2.49	2.46
12.73	13.16	10.83		1	15.7%	0.738	0.0196	-0.391	758	-0.392	0.0196	-0.262	15.6%	55	8	2.72	2.69	2.66
11.94	12.36	14.03	5	2	15.5%	0.720	0.0205	-0.401	759	-0.402	0.0205	-0.280	15.4%	127	87	2.94	2.91	2.88
11.18	11.45	11.24	4	9	15.1%	0.701	0.0214	-0.409	760	-0.410	0.0214	-0.299	15.2%	332	148	3.20	3.14	3.09
10.48	10.76	10.92		1	15.0%	0.681	0.0223	-0.417	761	-0.418	0.0223	-0.319	15.0%	33	18	3.22	3.39	3.34
9.75	9.99	11.65	12	5	14.8%	0.660	0.0232	-0.424	762	-0.425	0.0232	-0.340	14.8%	21	24	3.62	3.66	3.62
9.05	9.27	9.45	8	6	14.6%	0.638	0.0240	-0.429	763	-0.430	0.0240	-0.362	14.6%	70	14	3.97	3.95	3.91
8.36	8.58	8.74	1	7	14.5%	0.615	0.0248	-0.433	764	-0.434	0.0248	-0.385	14.5%	12	17	4.31	4.26	4.21
7.72	7.89	7.98	19	27	14.2%	0.591	0.0255	-0.435	765	-0.436	0.0255	-0.409	14.3%	185	145	4.64	4.59	4.54
7.10	7.27	7.34	20	7	14.1%	0.566	0.0261	-0.436	766	-0.436	0.0261	-0.434	14.1%	38	20	4.93	4.95	4.90
6.49	6.61	6.69	9	5	13.9%	0.540	0.0267	-0.435	767	-0.435	0.0267	-0.460	13.9%	132	117	5.37	5.33	5.28
5.94	5.99	6.09	45	33	13.8%	0.513	0.0272	-0.431	768	-0.431	0.0272	-0.487	13.7%	71	92	5.67	5.79	5.68
5.37	5.42	5.60	9	46	13.6%	0.486	0.0275	-0.426	769	-0.426	0.0275	-0.514	13.6%	40	49	5.86	6.23	6.11
4.84	4.89	5.03	27	68	13.4%	0.458	0.0277	-0.418	770	-0.418	0.0277	-0.542	13.4%	1,336	67	6.34	6.71	6.57
4.34	4.38	4.42	35	241	13.2%	0.430	0.0278	-0.409	771	-0.408	0.0278	-0.571	13.3%	40	4	7.10	7.24	7.03
3.87	3.91	3.96	7	36	13.1%	0.401	0.0277	-0.397	772	-0.397	0.0277	-0.599	13.1%	141	21	7.32	7.77	7.55
3.43	3.47	3.50	20	22	12.9%	0.372	0.0274	-0.383	773	-0.383	0.0274	-0.628	13.0%	98	9	7.95	8.34	8.08
3.02	3.06	3.68	15	18	12.8%	0.344	0.0270	-0.367	774	-0.367	0.0270	-0.656	12.9%	37	7	8.68	8.95	8.66
2.64	2.68	2.73	45	66	12.6%	0.315	0.0263	-0.350	775	-0.349	0.0263	-0.685	12.7%	86	10	8.94	9.60	9.32
2.31	2.34	2.33	30	35	12.5%	0.288	0.0256	-0.331	776	-0.330	0.0256	-0.712	12.4%	18	5	10.23	10.27	9.89
1.99	2.02	2.10	34	15	12.4%	0.261	0.0246	-0.310	777	-0.309	0.0246	-0.739	12.2%	16	17	10.97	10.97	10.56
1.71	1.74	1.75	20	35	12.2%	0.235	0.0235	-0.289	778	-0.288	0.0235	-0.765	12.2%	31	6	11.36	11.70	11.27
1.46	1.49	1.55	24	9	12.1%	0.210	0.0223	-0.267	779	-0.266	0.0223	-0.790	12.0%			0.00	12.45	12.00
1.24	1.26	1.28	157	39	12.0%	0.186	0.0209	-0.244	780	-0.243	0.0209	-0.814	11.9%	144	10	12.70	13.23	12.78
1.04	1.07	1.11	51	155	11.9%	0.164	0.0195	-0.222	781	-0.220	0.0195	-0.836	11.8%	6	1	12.38	14.04	13.50
0.87	0.90	0.90	33	29	11.7%	0.144	0.0180	-0.200	782	-0.198	0.0180	-0.856	11.7%	8	3	14.48	14.87	14.32
0.72	0.75	0.75	41	180	11.6%	0.125	0.0164	-0.178	783	-0.176	0.0164	-0.875	11.6%	4		9.58	15.73	15.19

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 2, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS