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

14.1%

768 strike

EXPECTED MOVE

$16.97

ATM straddle

MAX PAIN

$770.00

+0.3%

PUT/CALL VOLUME

1.08

1,679 / 1,555

NOV 9, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
19.47	19.88	0.00			16.6%	0.745	0.0129	-0.285	753	-0.287	0.0129	-0.255	16.6%	8	500	3.92	3.95	3.86
18.67	19.07	19.00	15	5	16.4%	0.734	0.0133	-0.288	754	-0.291	0.0133	-0.267	16.4%	46	2	4.08	4.14	4.05
17.89	18.24	19.72		2	16.2%	0.722	0.0137	-0.292	755	-0.294	0.0137	-0.278	16.2%	719	493	4.30	4.34	4.25
17.10	17.49	0.00			16.1%	0.710	0.0141	-0.296	756	-0.297	0.0141	-0.291	16.1%	23	13	4.37	4.56	4.46
16.32	16.70	0.00			15.9%	0.697	0.0146	-0.299	757	-0.300	0.0146	-0.303	15.9%	12	12	4.60	4.78	4.69
15.56	15.90	0.00			15.7%	0.684	0.0150	-0.302	758	-0.303	0.0150	-0.317	15.8%	13	9	5.00	5.02	4.92
14.81	15.15	0.00			15.6%	0.670	0.0154	-0.304	759	-0.305	0.0154	-0.330	15.6%	4		6.39	5.27	5.16
14.10	14.40	15.57	10	6	15.4%	0.655	0.0158	-0.306	760	-0.307	0.0158	-0.344	15.4%	45	3	5.19	5.54	5.42
13.36	13.66	15.37			15.3%	0.641	0.0163	-0.308	761	-0.309	0.0163	-0.359	15.3%	7		8.72	5.80	5.70
12.66	12.97	0.00			15.1%	0.625	0.0167	-0.309	762	-0.310	0.0167	-0.375	15.1%	22	3	5.78	6.09	5.98
11.98	12.28	0.00			15.0%	0.610	0.0170	-0.310	763	-0.311	0.0170	-0.390	14.9%	32	3	6.07	6.39	6.28
11.32	11.60	0.00			14.8%	0.593	0.0174	-0.310	764	-0.311	0.0174	-0.407	14.8%	16	11	6.38	6.71	6.60
10.70	10.89	9.90	6	6	14.6%	0.577	0.0178	-0.310	765	-0.310	0.0178	-0.424	14.6%	340	9	7.07	7.04	6.93
10.05	10.19	9.17	2	7	14.4%	0.559	0.0181	-0.309	766	-0.309	0.0181	-0.441	14.5%	5	10	7.29	7.39	7.28
9.42	9.54	9.23	3	3	14.2%	0.541	0.0184	-0.307	767	-0.308	0.0184	-0.459	14.3%	13	2	7.59	7.77	7.65
8.81	8.93	9.02	230		14.1%	0.523	0.0187	-0.305	768	-0.306	0.0187	-0.477	14.1%	30	3	7.86	8.16	8.04
8.22	8.34	8.46	6	2	14.0%	0.504	0.0189	-0.303	769	-0.303	0.0189	-0.496	14.0%	8	7	8.21	8.57	8.45
7.65	7.77	8.69	18	46	13.8%	0.485	0.0191	-0.299	770	-0.299	0.0191	-0.515	13.9%	39	14	8.80	8.99	8.87
7.12	7.23	6.96	1	1	13.7%	0.466	0.0193	-0.295	771	-0.295	0.0193	-0.534	13.8%	10	5	8.76	9.49	9.31
6.59	6.69	6.39	2	9	13.5%	0.446	0.0194	-0.290	772	-0.290	0.0194	-0.554	13.5%	10	13	8.89	9.97	9.69
6.07	6.19	6.31	3	6	13.4%	0.426	0.0194	-0.285	773	-0.284	0.0194	-0.574	13.4%	41	6	10.27	10.51	10.20
5.61	5.71	5.82	2	8	13.3%	0.406	0.0194	-0.279	774	-0.278	0.0194	-0.594	13.2%	1		7.55	11.03	10.71
5.13	5.24	5.91		13	13.1%	0.385	0.0193	-0.272	775	-0.271	0.0193	-0.615	13.2%	8	5	11.46	11.56	11.22
4.71	4.81	4.30		1	13.0%	0.365	0.0192	-0.265	776	-0.264	0.0192	-0.635	13.0%	1		9.73	12.16	11.80
4.29	4.39	7.15		1	12.8%	0.345	0.0190	-0.256	777	-0.255	0.0190	-0.655	12.8%	3	1	12.35	12.76	12.38
3.90	4.01	8.56		9	12.7%	0.325	0.0187	-0.248	778	-0.247	0.0187	-0.675	12.7%	1	2	12.87	13.36	12.94
3.55	3.65	3.30	1	6	12.6%	0.305	0.0184	-0.239	779	-0.237	0.0184	-0.695	12.6%	1		8.64	14.00	13.57
3.21	3.30	3.33	14	35	12.5%	0.285	0.0180	-0.229	780	-0.228	0.0180	-0.715	12.6%	5	1	13.24	14.66	14.26
2.89	2.97	3.04	20	17	12.4%	0.266	0.0175	-0.219	781	-0.218	0.0175	-0.734	12.4%	1		14.70	15.37	14.92
2.60	2.68	2.70	24	11	12.3%	0.247	0.0170	-0.209	782	-0.207	0.0170	-0.753	12.3%	1		15.54	16.08	15.62
2.33	2.42	2.85	9	4	12.2%	0.229	0.0164	-0.199	783	-0.197	0.0164	-0.771	12.2%			0.00	16.82	16.35

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 9, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS