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

14.8%

768 strike

EXPECTED MOVE

$15.00

ATM straddle

MAX PAIN

$770.00

+0.3%

PUT/CALL VOLUME

8.56

1,481 / 173

NOV 5, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
18.40	18.81	25.54		2	17.5%	0.765	0.0138	-0.341	753	-0.343	0.0138	-0.235	17.4%	13	9	2.69	3.16	3.08
17.58	17.98	24.14		15	17.3%	0.753	0.0143	-0.347	754	-0.349	0.0144	-0.247	17.2%	15	4	3.19	3.34	3.26
16.79	17.16	17.12	1	1	17.0%	0.740	0.0149	-0.354	755	-0.355	0.0149	-0.260	17.1%	48	12	3.06	3.53	3.44
15.99	16.43	21.06			17.0%	0.727	0.0154	-0.360	756	-0.361	0.0154	-0.273	16.9%	12		5.39	3.73	3.64
15.22	15.57	22.99		1	16.8%	0.713	0.0160	-0.365	757	-0.367	0.0160	-0.287	16.7%	17	5	3.81	3.95	3.86
14.45	14.79	0.00			16.6%	0.698	0.0165	-0.370	758	-0.372	0.0165	-0.302	16.6%	29		6.65	4.17	4.08
13.74	14.02	0.00			16.4%	0.683	0.0171	-0.375	759	-0.376	0.0171	-0.317	16.3%	10	1	5.64	4.41	4.32
12.96	13.26	13.27	1	2	16.2%	0.667	0.0176	-0.379	760	-0.380	0.0176	-0.333	16.2%	192	2	4.20	4.64	4.58
12.24	12.60	10.74		1	16.1%	0.651	0.0181	-0.382	761	-0.383	0.0181	-0.349	16.0%	8	2	4.81	4.91	4.85
11.55	11.89	0.00			15.9%	0.634	0.0186	-0.385	762	-0.386	0.0186	-0.366	15.8%	181		8.00	5.21	5.12
10.84	11.17	17.12		2	15.7%	0.616	0.0191	-0.387	763	-0.387	0.0191	-0.384	15.6%	6	11	5.32	5.52	5.41
10.20	10.44	10.39	3	1	15.5%	0.598	0.0196	-0.388	764	-0.388	0.0196	-0.402	15.5%	23	1	5.06	5.83	5.73
9.56	9.79	9.18		14	15.3%	0.579	0.0200	-0.388	765	-0.388	0.0200	-0.421	15.3%	44	7	5.41	6.18	6.07
8.92	9.04	9.44		224	15.1%	0.559	0.0204	-0.387	766	-0.387	0.0204	-0.441	15.1%	5	14	6.26	6.53	6.41
8.29	8.42	9.82	4	1	15.0%	0.539	0.0208	-0.385	767	-0.385	0.0208	-0.461	14.9%	25	21	6.63	6.91	6.80
7.70	7.81	7.86	5	2	14.8%	0.518	0.0211	-0.382	768	-0.382	0.0211	-0.482	14.8%	10	6	7.25	7.30	7.18
7.12	7.23	9.68		4	14.6%	0.497	0.0214	-0.378	769	-0.378	0.0214	-0.503	14.6%	6	1	7.31	7.72	7.60
6.55	6.69	6.70	3	9	14.4%	0.475	0.0216	-0.373	770	-0.373	0.0216	-0.524	14.4%	38	11	7.87	8.21	8.04
6.03	6.14	5.35	1	5	14.3%	0.454	0.0218	-0.367	771	-0.367	0.0218	-0.547	14.3%	2	11	8.39	8.69	8.37
5.52	5.63	4.62		6	14.1%	0.431	0.0218	-0.360	772	-0.359	0.0218	-0.569	14.0%	93	74	8.86	9.19	8.85
5.04	5.13	4.23		6	14.0%	0.408	0.0218	-0.351	773	-0.351	0.0218	-0.592	13.9%	64	38	9.32	9.71	9.42
4.58	4.67	6.88		9	13.8%	0.386	0.0217	-0.342	774	-0.341	0.0217	-0.614	13.7%	9	819	10.13	10.26	9.95
4.15	4.24	4.27	4	14	13.7%	0.363	0.0215	-0.331	775	-0.331	0.0215	-0.637	13.7%	30	64	10.69	10.84	10.51
3.74	3.83	4.56	5	14	13.5%	0.340	0.0213	-0.320	776	-0.319	0.0213	-0.660	13.4%	11	18	11.36	11.44	11.09
3.36	3.45	3.22	1	5	13.4%	0.318	0.0209	-0.308	777	-0.306	0.0209	-0.682	13.3%	15	5	11.28	12.07	11.70
3.01	3.10	3.97	8	4	13.3%	0.296	0.0204	-0.294	778	-0.293	0.0204	-0.705	13.1%	1	6	11.68	12.72	12.33
2.68	2.76	3.07	3	11	13.1%	0.274	0.0199	-0.281	779	-0.279	0.0199	-0.726	13.1%	6		17.29	13.41	12.99
2.38	2.45	2.48	13	26	13.0%	0.253	0.0193	-0.266	780	-0.265	0.0193	-0.748	13.0%	13		18.27	14.10	13.68
2.10	2.17	2.21	15	22	12.9%	0.232	0.0186	-0.251	781	-0.249	0.0186	-0.768	12.8%	4		18.11	14.84	14.39
1.87	1.91	1.87	2	12	12.8%	0.212	0.0178	-0.236	782	-0.234	0.0178	-0.788	12.7%	1		11.04	15.59	15.12
1.64	1.68	1.63	8	20	12.7%	0.193	0.0170	-0.220	783	-0.219	0.0170	-0.807	12.5%	25	2	16.67	16.37	15.89

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 5, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS