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

15.1%

768 strike

EXPECTED MOVE

$16.06

ATM straddle

MAX PAIN

$771.00

+0.4%

PUT/CALL VOLUME

3.50

2,877 / 822

NOV 6, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
19.10	19.32	26.30		2	17.7%	0.755	0.0133	-0.338	753	-0.340	0.0133	-0.245	17.7%	253	13	3.52	3.54	3.48
18.29	18.54	16.61		5	17.5%	0.743	0.0137	-0.344	754	-0.346	0.0137	-0.257	17.5%	1,228	5	3.67	3.73	3.67
17.50	17.74	17.82	9	64	17.3%	0.731	0.0142	-0.349	755	-0.351	0.0142	-0.269	17.4%	577	86	3.93	3.93	3.85
16.71	16.94	17.26		1	17.2%	0.718	0.0147	-0.354	756	-0.356	0.0147	-0.282	17.2%	71	2	4.46	4.13	4.07
15.95	16.16	13.92		71	16.9%	0.705	0.0152	-0.359	757	-0.360	0.0152	-0.295	17.0%	381	65	3.96	4.36	4.29
15.18	15.39	16.59		3	16.7%	0.691	0.0156	-0.363	758	-0.364	0.0156	-0.309	16.8%	62	19	4.58	4.58	4.52
14.42	14.63	15.53	1	24	16.6%	0.677	0.0161	-0.367	759	-0.368	0.0161	-0.323	16.7%	153	15	4.84	4.82	4.74
13.68	13.88	14.26	20	94	16.5%	0.662	0.0166	-0.370	760	-0.371	0.0166	-0.338	16.5%	907	1,011	5.13	5.08	5.00
12.98	13.11	13.19	1	42	16.2%	0.646	0.0170	-0.373	761	-0.374	0.0170	-0.354	16.3%	96	3	5.32	5.36	5.27
12.27	12.39	11.01		97	16.0%	0.630	0.0175	-0.375	762	-0.376	0.0175	-0.370	16.1%	352	2	5.39	5.64	5.57
11.57	11.69	12.87	8	240	15.8%	0.614	0.0179	-0.377	763	-0.377	0.0179	-0.386	15.9%	95	46	5.93	5.94	5.85
10.89	11.00	9.40		60	15.7%	0.597	0.0183	-0.377	764	-0.378	0.0183	-0.403	15.8%	42	10	6.21	6.26	6.19
10.25	10.32	11.50	22	46	15.5%	0.579	0.0187	-0.377	765	-0.378	0.0187	-0.421	15.6%	1,707	179	6.45	6.59	6.52
9.60	9.68	8.19		58	15.4%	0.561	0.0191	-0.376	766	-0.377	0.0191	-0.440	15.4%	48	44	6.89	6.94	6.87
8.98	9.05	9.19	12	9	15.2%	0.542	0.0194	-0.375	767	-0.375	0.0194	-0.458	15.2%	46	30	7.30	7.32	7.24
8.37	8.44	8.75	30	117	15.1%	0.522	0.0197	-0.372	768	-0.372	0.0197	-0.477	15.1%	34	219	7.56	7.71	7.61
7.78	7.85	7.95	23	103	14.9%	0.503	0.0200	-0.369	769	-0.369	0.0200	-0.497	14.9%	45	71	7.16	8.12	8.02
7.22	7.29	7.40	14	66	14.7%	0.483	0.0202	-0.364	770	-0.364	0.0202	-0.517	14.8%	278	39	8.26	8.55	8.45
6.66	6.76	6.65	9	16	14.5%	0.462	0.0203	-0.359	771	-0.359	0.0203	-0.538	14.6%	91	2	8.96	9.02	8.89
6.14	6.22	6.37	2	68	14.4%	0.441	0.0204	-0.353	772	-0.352	0.0204	-0.559	14.5%	72	30	8.42	9.51	9.38
5.65	5.73	5.72	3	17	14.2%	0.420	0.0204	-0.345	773	-0.345	0.0204	-0.580	14.3%	29	22	9.57	10.01	9.88
5.18	5.24	5.19	8	43	14.1%	0.399	0.0204	-0.337	774	-0.337	0.0204	-0.601	14.2%	34	17	10.22	10.54	10.39
4.73	4.79	4.84	34	358	14.0%	0.378	0.0203	-0.328	775	-0.328	0.0203	-0.623	14.0%	146	20	11.30	11.10	10.91
4.30	4.38	4.42	32	31	13.8%	0.356	0.0201	-0.318	776	-0.318	0.0201	-0.644	13.8%	53	6	10.40	11.69	11.48
3.91	3.99	4.01	33	71	13.7%	0.335	0.0198	-0.308	777	-0.307	0.0198	-0.665	13.8%	71		16.98	12.30	12.07
3.53	3.59	3.64	10	115	13.6%	0.314	0.0195	-0.296	778	-0.295	0.0195	-0.686	13.6%	86	2	14.67	12.94	12.72
3.18	3.24	3.45	3	23	13.4%	0.293	0.0191	-0.284	779	-0.283	0.0191	-0.707	13.4%	108		16.05	13.59	13.33
2.86	2.91	2.85	30	258	13.3%	0.273	0.0186	-0.271	780	-0.270	0.0186	-0.727	13.3%	246	4	13.81	14.26	14.02
2.56	2.63	2.55	47	49	13.2%	0.253	0.0181	-0.258	781	-0.257	0.0181	-0.747	13.2%	57		14.23	14.97	14.68
2.28	2.33	2.50	10	237	13.1%	0.234	0.0174	-0.245	782	-0.243	0.0174	-0.766	12.6%	67		15.59	15.70	15.44
2.03	2.08	2.04	4	3,346	13.0%	0.215	0.0168	-0.231	783	-0.229	0.0168	-0.785	12.9%	58		18.75	16.46	16.12

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 6, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS