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

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

CALLSPUTS
BidAskLastVolOIIVDeltaGammaThetaStrikeThetaGammaDeltaIVOIVolLastAskBid
17.9918.480.0017.6%0.7750.0142-0.351753-0.3530.0142-0.22517.4%1322.602.832.76
17.1717.5823.70117.4%0.7630.0148-0.359754-0.3600.0148-0.23717.2%181142.923.012.90
16.3816.7714.59817.2%0.7500.0154-0.366755-0.3680.0154-0.25117.0%157213.213.193.11
15.5816.0116.251917.0%0.7360.0160-0.373756-0.3750.0160-0.26416.9%4373.233.393.30
14.8015.2115.533916.7%0.7210.0166-0.380757-0.3820.0166-0.27916.7%933.573.603.51
14.0314.4315.353616.6%0.7060.0172-0.387758-0.3880.0172-0.29416.5%22734.063.823.73
13.2713.6613.193916.5%0.6900.0178-0.392759-0.3930.0178-0.31016.3%1933.844.063.94
12.5412.9212.3031116.4%0.6740.0184-0.397760-0.3980.0184-0.32616.2%695114.164.294.23
11.8112.1012.431115.9%0.6560.0190-0.402761-0.4030.0190-0.34416.0%4453.844.554.49
11.1011.379.82115.8%0.6380.0196-0.405762-0.4060.0196-0.36115.8%509324.784.884.76
10.4110.6610.8052315.6%0.6200.0201-0.408763-0.4080.0201-0.38015.6%35374.965.175.06
9.749.978.793315.4%0.6010.0206-0.409764-0.4100.0206-0.40015.4%219.845.485.37
9.109.277.64915.3%0.5810.0211-0.410765-0.4100.0211-0.41915.3%63385.855.825.71
8.488.678.501215.0%0.5600.0216-0.409766-0.4100.0216-0.44015.1%765.216.206.07
7.868.026.58315.0%0.5390.0220-0.407767-0.4080.0220-0.46114.9%25256.486.546.44
7.267.427.607614.8%0.5170.0223-0.405768-0.4050.0223-0.48314.7%2945.886.976.83
6.696.807.024414.7%0.4940.0226-0.400769-0.4000.0226-0.50614.5%16197.157.407.26
6.136.287.1798014.5%0.4710.0228-0.395770-0.3950.0228-0.52914.4%139177.837.897.71
5.625.735.9341014.3%0.4480.0229-0.388771-0.3870.0229-0.55214.3%1978.048.378.12
5.115.225.358914.1%0.4250.0230-0.380772-0.3790.0230-0.57614.0%1,9044468.828.878.60
4.634.744.4111714.0%0.4010.0229-0.370773-0.3690.0229-0.59913.9%1,1513649.299.419.11
4.204.303.772913.8%0.3770.0227-0.359774-0.3580.0227-0.62313.7%28679.479.989.65
3.783.884.10155213.7%0.3530.0225-0.347775-0.3460.0225-0.64713.5%1314910.3610.5710.15
3.393.483.63522213.5%0.3300.0221-0.334776-0.3330.0221-0.67113.4%191511.0711.1810.76
3.023.112.641013.4%0.3060.0217-0.320777-0.3190.0217-0.69413.2%6111.8611.8311.36
2.682.792.8351013.3%0.2830.0211-0.305778-0.3030.0211-0.71712.9%2116.8712.5012.01
2.372.454.37313.1%0.2610.0204-0.289779-0.2870.0204-0.73912.8%2315.6113.1812.69
2.092.162.17109013.0%0.2390.0197-0.272780-0.2710.0197-0.76112.8%131313.3613.9513.47
1.811.891.9210712.9%0.2180.0189-0.255781-0.2540.0189-0.78212.5%2618.0614.6614.17
1.611.652.35612.8%0.1980.0180-0.238782-0.2360.0180-0.80212.4%3214.5615.4314.93
1.401.431.6143912.7%0.1780.0170-0.221783-0.2190.0170-0.82212.2%0.0016.2615.66

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

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