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

14.4%

768 strike

EXPECTED MOVE

$17.96

ATM straddle

MAX PAIN

$778.00

+1.3%

PUT/CALL VOLUME

1.84

432 / 235

NOV 10, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
19.96	20.39	18.09		1	16.9%	0.735	0.0124	-0.286	753	-0.288	0.0124	-0.265	16.9%	4		6.92	4.35	4.26
19.17	19.58	23.86		1	16.7%	0.724	0.0128	-0.289	754	-0.291	0.0128	-0.276	16.7%	4	3	3.99	4.56	4.47
18.39	18.77	22.31		1	16.5%	0.713	0.0132	-0.292	755	-0.294	0.0132	-0.287	16.5%	27	7	4.61	4.76	4.67
17.60	17.98	0.00			16.4%	0.701	0.0136	-0.295	756	-0.297	0.0136	-0.299	16.4%	3	4	5.01	4.99	4.88
16.84	17.24	0.00			16.2%	0.689	0.0140	-0.298	757	-0.299	0.0140	-0.311	16.2%	54	2	5.11	5.22	5.09
16.08	16.43	0.00			16.1%	0.676	0.0144	-0.300	758	-0.302	0.0144	-0.324	16.0%	5	4	6.32	5.46	5.35
15.38	15.69	15.96	1		15.9%	0.663	0.0147	-0.302	759	-0.304	0.0147	-0.338	15.9%	6		8.15	5.71	5.60
14.63	14.95	15.45	6	1	15.7%	0.649	0.0151	-0.304	760	-0.305	0.0151	-0.351	15.7%	99	45	5.96	5.96	5.86
13.92	14.25	0.00			15.6%	0.635	0.0155	-0.305	761	-0.306	0.0155	-0.365	15.6%	2		6.42	6.24	6.14
13.22	13.54	14.21			15.4%	0.621	0.0158	-0.306	762	-0.307	0.0158	-0.380	15.4%	15	1	6.53	6.54	6.42
12.51	12.83	11.41		1	15.3%	0.606	0.0162	-0.307	763	-0.308	0.0162	-0.395	15.2%	6	4	5.99	6.84	6.73
11.91	12.16	0.00			15.1%	0.590	0.0165	-0.307	764	-0.308	0.0165	-0.410	15.0%	20	10	7.40	7.17	7.05
11.25	11.45	12.26	2	13	15.0%	0.574	0.0168	-0.307	765	-0.307	0.0168	-0.426	14.9%	28	21	7.45	7.50	7.38
10.62	10.76	11.00		8	14.8%	0.557	0.0171	-0.306	766	-0.306	0.0171	-0.443	14.7%	17	1	7.56	7.85	7.73
9.99	10.12	15.10			14.6%	0.541	0.0174	-0.304	767	-0.304	0.0174	-0.460	14.6%		3	8.00	8.22	8.10
9.37	9.51	14.48		4	14.5%	0.523	0.0176	-0.302	768	-0.302	0.0176	-0.477	14.4%	2		5.93	8.60	8.45
8.78	8.92	14.81		5	14.3%	0.506	0.0178	-0.300	769	-0.300	0.0178	-0.494	14.3%	12		6.19	9.01	8.89
8.20	8.34	8.36	1	4	14.2%	0.488	0.0180	-0.296	770	-0.296	0.0180	-0.512	14.1%	43	2	9.02	9.44	9.31
7.65	7.78	7.62	173	4	14.0%	0.469	0.0182	-0.293	771	-0.292	0.0182	-0.531	13.9%	30		8.59	9.92	9.74
7.12	7.24	6.16		2	13.9%	0.451	0.0183	-0.288	772	-0.288	0.0183	-0.549	13.9%			0.00	10.44	10.11
6.61	6.72	6.70	1	2	13.8%	0.432	0.0183	-0.283	773	-0.283	0.0183	-0.568	13.6%	8	3	10.60	10.91	10.62
6.12	6.23	11.76		3	13.6%	0.413	0.0183	-0.278	774	-0.277	0.0183	-0.587	13.6%	3	1	12.29	11.44	11.10
5.65	5.76	5.70	1	2	13.5%	0.394	0.0183	-0.272	775	-0.271	0.0183	-0.606	13.4%	6	3	11.04	11.96	11.62
5.20	5.33	5.45	2	3	13.3%	0.375	0.0182	-0.265	776	-0.264	0.0182	-0.625	13.3%	1		16.85	12.54	12.15
4.78	4.90	4.10		2	13.2%	0.356	0.0180	-0.258	777	-0.257	0.0180	-0.645	13.2%			0.00	13.12	12.73
4.38	4.48	0.00			13.1%	0.337	0.0178	-0.250	778	-0.249	0.0178	-0.663	13.0%	218		9.75	13.72	13.31
4.00	4.10	3.98		5	13.0%	0.318	0.0176	-0.242	779	-0.241	0.0176	-0.682	12.9%			0.00	14.35	13.94
3.65	3.74	4.07	2	24	12.9%	0.299	0.0173	-0.233	780	-0.232	0.0173	-0.701	12.8%	2		11.79	14.96	14.53
3.31	3.42	3.76	7	57	12.8%	0.281	0.0169	-0.225	781	-0.223	0.0169	-0.719	12.7%			0.00	15.66	15.20
3.00	3.09	5.35		1	12.7%	0.263	0.0165	-0.215	782	-0.214	0.0165	-0.738	12.6%			0.00	16.36	15.89
2.71	2.79	2.86	1	17	12.5%	0.245	0.0160	-0.206	783	-0.204	0.0160	-0.755	12.5%			0.00	17.08	16.60

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 10, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS