XSP Options Chain
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
- Oct 27, 2026
- Oct 28, 2026
- Oct 29, 2026
- Oct 30, 2026
- Nov 2, 2026
- Nov 3, 2026
- Nov 4, 2026
- Nov 5, 2026
- Nov 6, 2026
- Nov 9, 2026
- Nov 10, 2026
- Nov 11, 2026
- Nov 12, 2026
- Nov 13, 2026
- Nov 16, 2026
- Nov 17, 2026
ATM IV
14.8%
768 strike
EXPECTED MOVE
$14.24
ATM straddle
MAX PAIN
$773.00
+0.7%
PUT/CALL VOLUME
9.80
1,519 / 155
NOV 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 17.99 | 18.48 | 0.00 | 17.6% | 0.775 | 0.0142 | -0.351 | 753 | -0.353 | 0.0142 | -0.225 | 17.4% | 13 | 2 | 2.60 | 2.83 | 2.76 | ||
| 17.17 | 17.58 | 23.70 | 1 | 17.4% | 0.763 | 0.0148 | -0.359 | 754 | -0.360 | 0.0148 | -0.237 | 17.2% | 181 | 14 | 2.92 | 3.01 | 2.90 | |
| 16.38 | 16.77 | 14.59 | 8 | 17.2% | 0.750 | 0.0154 | -0.366 | 755 | -0.368 | 0.0154 | -0.251 | 17.0% | 157 | 21 | 3.21 | 3.19 | 3.11 | |
| 15.58 | 16.01 | 16.25 | 1 | 9 | 17.0% | 0.736 | 0.0160 | -0.373 | 756 | -0.375 | 0.0160 | -0.264 | 16.9% | 43 | 7 | 3.23 | 3.39 | 3.30 |
| 14.80 | 15.21 | 15.53 | 39 | 16.7% | 0.721 | 0.0166 | -0.380 | 757 | -0.382 | 0.0166 | -0.279 | 16.7% | 9 | 3 | 3.57 | 3.60 | 3.51 | |
| 14.03 | 14.43 | 15.35 | 3 | 6 | 16.6% | 0.706 | 0.0172 | -0.387 | 758 | -0.388 | 0.0172 | -0.294 | 16.5% | 227 | 3 | 4.06 | 3.82 | 3.73 |
| 13.27 | 13.66 | 13.19 | 39 | 16.5% | 0.690 | 0.0178 | -0.392 | 759 | -0.393 | 0.0178 | -0.310 | 16.3% | 19 | 3 | 3.84 | 4.06 | 3.94 | |
| 12.54 | 12.92 | 12.30 | 3 | 11 | 16.4% | 0.674 | 0.0184 | -0.397 | 760 | -0.398 | 0.0184 | -0.326 | 16.2% | 695 | 11 | 4.16 | 4.29 | 4.23 |
| 11.81 | 12.10 | 12.43 | 1 | 1 | 15.9% | 0.656 | 0.0190 | -0.402 | 761 | -0.403 | 0.0190 | -0.344 | 16.0% | 44 | 5 | 3.84 | 4.55 | 4.49 |
| 11.10 | 11.37 | 9.82 | 1 | 15.8% | 0.638 | 0.0196 | -0.405 | 762 | -0.406 | 0.0196 | -0.361 | 15.8% | 509 | 32 | 4.78 | 4.88 | 4.76 | |
| 10.41 | 10.66 | 10.80 | 5 | 23 | 15.6% | 0.620 | 0.0201 | -0.408 | 763 | -0.408 | 0.0201 | -0.380 | 15.6% | 35 | 37 | 4.96 | 5.17 | 5.06 |
| 9.74 | 9.97 | 8.79 | 33 | 15.4% | 0.601 | 0.0206 | -0.409 | 764 | -0.410 | 0.0206 | -0.400 | 15.4% | 21 | 9.84 | 5.48 | 5.37 | ||
| 9.10 | 9.27 | 7.64 | 9 | 15.3% | 0.581 | 0.0211 | -0.410 | 765 | -0.410 | 0.0211 | -0.419 | 15.3% | 63 | 38 | 5.85 | 5.82 | 5.71 | |
| 8.48 | 8.67 | 8.50 | 1 | 2 | 15.0% | 0.560 | 0.0216 | -0.409 | 766 | -0.410 | 0.0216 | -0.440 | 15.1% | 7 | 6 | 5.21 | 6.20 | 6.07 |
| 7.86 | 8.02 | 6.58 | 3 | 15.0% | 0.539 | 0.0220 | -0.407 | 767 | -0.408 | 0.0220 | -0.461 | 14.9% | 25 | 25 | 6.48 | 6.54 | 6.44 | |
| 7.26 | 7.42 | 7.60 | 7 | 6 | 14.8% | 0.517 | 0.0223 | -0.405 | 768 | -0.405 | 0.0223 | -0.483 | 14.7% | 29 | 4 | 5.88 | 6.97 | 6.83 |
| 6.69 | 6.80 | 7.02 | 4 | 4 | 14.7% | 0.494 | 0.0226 | -0.400 | 769 | -0.400 | 0.0226 | -0.506 | 14.5% | 16 | 19 | 7.15 | 7.40 | 7.26 |
| 6.13 | 6.28 | 7.17 | 9 | 80 | 14.5% | 0.471 | 0.0228 | -0.395 | 770 | -0.395 | 0.0228 | -0.529 | 14.4% | 139 | 17 | 7.83 | 7.89 | 7.71 |
| 5.62 | 5.73 | 5.93 | 4 | 10 | 14.3% | 0.448 | 0.0229 | -0.388 | 771 | -0.387 | 0.0229 | -0.552 | 14.3% | 19 | 7 | 8.04 | 8.37 | 8.12 |
| 5.11 | 5.22 | 5.35 | 8 | 9 | 14.1% | 0.425 | 0.0230 | -0.380 | 772 | -0.379 | 0.0230 | -0.576 | 14.0% | 1,904 | 446 | 8.82 | 8.87 | 8.60 |
| 4.63 | 4.74 | 4.41 | 1 | 17 | 14.0% | 0.401 | 0.0229 | -0.370 | 773 | -0.369 | 0.0229 | -0.599 | 13.9% | 1,151 | 364 | 9.29 | 9.41 | 9.11 |
| 4.20 | 4.30 | 3.77 | 2 | 9 | 13.8% | 0.377 | 0.0227 | -0.359 | 774 | -0.358 | 0.0227 | -0.623 | 13.7% | 28 | 67 | 9.47 | 9.98 | 9.65 |
| 3.78 | 3.88 | 4.10 | 15 | 52 | 13.7% | 0.353 | 0.0225 | -0.347 | 775 | -0.346 | 0.0225 | -0.647 | 13.5% | 131 | 49 | 10.36 | 10.57 | 10.15 |
| 3.39 | 3.48 | 3.63 | 5 | 222 | 13.5% | 0.330 | 0.0221 | -0.334 | 776 | -0.333 | 0.0221 | -0.671 | 13.4% | 19 | 15 | 11.07 | 11.18 | 10.76 |
| 3.02 | 3.11 | 2.64 | 10 | 13.4% | 0.306 | 0.0217 | -0.320 | 777 | -0.319 | 0.0217 | -0.694 | 13.2% | 6 | 1 | 11.86 | 11.83 | 11.36 | |
| 2.68 | 2.79 | 2.83 | 5 | 10 | 13.3% | 0.283 | 0.0211 | -0.305 | 778 | -0.303 | 0.0211 | -0.717 | 12.9% | 21 | 16.87 | 12.50 | 12.01 | |
| 2.37 | 2.45 | 4.37 | 3 | 13.1% | 0.261 | 0.0204 | -0.289 | 779 | -0.287 | 0.0204 | -0.739 | 12.8% | 23 | 15.61 | 13.18 | 12.69 | ||
| 2.09 | 2.16 | 2.17 | 10 | 90 | 13.0% | 0.239 | 0.0197 | -0.272 | 780 | -0.271 | 0.0197 | -0.761 | 12.8% | 13 | 13 | 13.36 | 13.95 | 13.47 |
| 1.81 | 1.89 | 1.92 | 10 | 7 | 12.9% | 0.218 | 0.0189 | -0.255 | 781 | -0.254 | 0.0189 | -0.782 | 12.5% | 26 | 18.06 | 14.66 | 14.17 | |
| 1.61 | 1.65 | 2.35 | 6 | 12.8% | 0.198 | 0.0180 | -0.238 | 782 | -0.236 | 0.0180 | -0.802 | 12.4% | 3 | 2 | 14.56 | 15.43 | 14.93 | |
| 1.40 | 1.43 | 1.61 | 4 | 39 | 12.7% | 0.178 | 0.0170 | -0.221 | 783 | -0.219 | 0.0170 | -0.822 | 12.2% | 0.00 | 16.26 | 15.66 | ||
How this is calculated: Options Chain methodology
