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

14.0%

768 strike

EXPECTED MOVE

$12.72

ATM straddle

MAX PAIN

$773.00

+0.7%

PUT/CALL VOLUME

3.45

639 / 185

NOV 3, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
17.31	17.82	0.00			16.9%	0.796	0.0148	-0.337	753	-0.339	0.0148	-0.204	16.8%	16	1	1.99	2.24	2.20
16.49	16.91	0.00		1	16.7%	0.783	0.0156	-0.346	754	-0.348	0.0156	-0.217	16.5%	10	10	2.32	2.39	2.35
15.65	16.13	14.32	1	56	16.6%	0.769	0.0163	-0.356	755	-0.357	0.0163	-0.231	16.4%	51	3	2.64	2.56	2.52
14.85	15.24	0.00			16.1%	0.755	0.0170	-0.365	756	-0.366	0.0170	-0.245	16.2%	54	3	2.44	2.76	2.69
14.05	14.44	0.00			16.1%	0.739	0.0178	-0.373	757	-0.375	0.0178	-0.261	16.0%	34	7	3.06	2.96	2.88
13.27	13.63	26.75		4	15.9%	0.723	0.0186	-0.382	758	-0.383	0.0186	-0.277	15.8%	16	6	3.34	3.17	3.08
12.50	12.85	25.91		4	15.5%	0.706	0.0193	-0.389	759	-0.390	0.0193	-0.294	15.6%	504	27	3.72	3.40	3.30
11.75	12.15	12.22		66	15.6%	0.689	0.0201	-0.396	760	-0.397	0.0201	-0.312	15.4%	66	41	3.59	3.62	3.56
11.03	11.32	11.00	1	3	15.2%	0.670	0.0208	-0.402	761	-0.402	0.0208	-0.330	15.3%	664	179	3.97	3.87	3.81
10.32	10.59	15.52		20	15.0%	0.650	0.0215	-0.406	762	-0.407	0.0215	-0.350	15.1%	86	63	4.24	4.15	4.09
9.61	9.87	10.65	10	22	14.8%	0.630	0.0222	-0.410	763	-0.411	0.0222	-0.370	14.9%	19	10	4.83	4.47	4.37
8.93	9.17	9.00	1	10	14.6%	0.608	0.0229	-0.413	764	-0.413	0.0229	-0.392	14.7%	68	51	4.69	4.78	4.68
8.29	8.46	7.50	1	10	14.6%	0.586	0.0235	-0.414	765	-0.414	0.0235	-0.414	14.5%	56	10	5.05	5.10	4.99
7.66	7.86	7.12	1	8	14.3%	0.563	0.0240	-0.414	766	-0.414	0.0240	-0.437	14.3%	10	1	6.39	5.48	5.35
7.05	7.17	11.45		8	14.2%	0.539	0.0245	-0.412	767	-0.413	0.0245	-0.460	14.2%	45	9	5.82	5.86	5.74
6.46	6.58	5.99		16	14.0%	0.515	0.0249	-0.409	768	-0.409	0.0249	-0.485	14.0%	39		10.00	6.26	6.14
5.89	6.01	6.08	1	13	13.8%	0.490	0.0253	-0.404	769	-0.404	0.0253	-0.510	13.8%	24	13	6.41	6.70	6.57
5.35	5.48	5.65	3	34	13.7%	0.465	0.0255	-0.398	770	-0.398	0.0255	-0.536	13.7%	167	3	6.14	7.18	6.98
4.83	4.94	5.00	3	233	13.5%	0.438	0.0256	-0.390	771	-0.389	0.0256	-0.562	13.4%	19		11.37	7.69	7.43
4.35	4.45	4.52	7	7	13.3%	0.412	0.0256	-0.380	772	-0.379	0.0256	-0.588	13.3%	1,222	23	7.87	8.21	7.93
3.88	3.99	4.59	10	8	13.2%	0.386	0.0254	-0.368	773	-0.368	0.0254	-0.615	13.1%	775	51	8.45	8.77	8.46
3.49	3.55	3.70	5	41	13.0%	0.359	0.0251	-0.355	774	-0.354	0.0251	-0.641	12.9%	8	6	8.71	9.35	9.02
3.10	3.16	3.23	9	16	12.9%	0.333	0.0247	-0.341	775	-0.340	0.0247	-0.667	12.8%	75	4	9.18	9.94	9.53
2.72	2.79	2.49	3	10	12.7%	0.306	0.0241	-0.325	776	-0.324	0.0241	-0.693	12.4%	7		15.53	10.61	10.22
2.38	2.45	2.65		58	12.6%	0.281	0.0234	-0.307	777	-0.306	0.0234	-0.719	12.3%	3	7	9.79	11.29	10.81
2.07	2.14	2.18	3	12	12.4%	0.256	0.0226	-0.289	778	-0.288	0.0226	-0.744	12.1%	11	1	10.47	11.98	11.48
1.81	1.85	1.92	1	22	12.3%	0.232	0.0216	-0.270	779	-0.269	0.0216	-0.768	12.3%	2	1	13.13	12.71	12.20
1.56	1.60	1.65	5	51	12.2%	0.209	0.0206	-0.251	780	-0.249	0.0206	-0.791	11.9%	19	4	13.09	13.49	12.99
1.33	1.37	1.39	17	62	12.0%	0.187	0.0194	-0.231	781	-0.230	0.0194	-0.813	11.6%	4	1	13.67	14.26	13.75
1.14	1.17	1.00		6	11.9%	0.166	0.0182	-0.211	782	-0.210	0.0182	-0.834	11.5%	3	1	14.79	15.10	14.50
0.96	1.00	1.20	8	18	11.9%	0.147	0.0169	-0.192	783	-0.190	0.0169	-0.853	11.8%	6		10.00	15.93	15.34

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 3, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS