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

14.5%

768 strike

EXPECTED MOVE

$18.64

ATM straddle

MAX PAIN

$765.00

-0.3%

PUT/CALL VOLUME

4.15

220 / 53

NOV 11, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
20.27	20.70	0.00			16.8%	0.730	0.0121	-0.281	753	-0.283	0.0121	-0.271	16.9%	15		7.26	4.67	4.57
19.48	19.90	0.00			16.7%	0.719	0.0125	-0.284	754	-0.285	0.0125	-0.281	16.8%	36	1	4.75	4.87	4.77
18.71	19.11	0.00			16.5%	0.708	0.0128	-0.286	755	-0.288	0.0128	-0.292	16.6%	361	1	5.55	5.08	4.98
17.93	18.32	23.43		4	16.4%	0.696	0.0132	-0.289	756	-0.291	0.0132	-0.304	16.4%	17	1	5.81	5.29	5.19
17.16	17.55	0.00			16.2%	0.684	0.0136	-0.291	757	-0.293	0.0136	-0.316	16.3%	8	3	4.90	5.52	5.42
16.41	16.79	0.00			16.0%	0.672	0.0139	-0.293	758	-0.295	0.0139	-0.328	16.1%	4	1	5.30	5.78	5.66
15.67	16.04	0.00			15.9%	0.659	0.0143	-0.295	759	-0.296	0.0143	-0.341	15.9%	6		4.15	6.02	5.92
14.96	15.27	20.89		9	15.7%	0.646	0.0146	-0.297	760	-0.298	0.0146	-0.354	15.8%	67	5	6.05	6.29	6.18
14.23	14.57	20.13		8	15.6%	0.632	0.0150	-0.298	761	-0.299	0.0150	-0.368	15.6%	5	1	6.05	6.58	6.46
13.53	13.86	20.82		16	15.4%	0.618	0.0153	-0.298	762	-0.299	0.0153	-0.382	15.5%	26		10.46	6.87	6.73
12.87	13.17	11.53		16	15.3%	0.604	0.0156	-0.299	763	-0.299	0.0156	-0.397	15.3%			0.00	7.17	7.05
12.26	12.45	10.94		7	15.1%	0.589	0.0159	-0.299	764	-0.299	0.0159	-0.412	15.2%	3		5.37	7.50	7.37
11.58	11.78	10.93		22	14.9%	0.573	0.0162	-0.298	765	-0.299	0.0162	-0.427	14.9%	38	11	7.72	7.83	7.70
10.95	11.09	10.33	1	33	14.8%	0.557	0.0165	-0.297	766	-0.297	0.0165	-0.443	14.8%		1	8.96	8.18	8.05
10.31	10.45	0.00			14.6%	0.541	0.0168	-0.296	767	-0.296	0.0168	-0.459	14.7%			0.00	8.55	8.42
9.70	9.85	10.65		1	14.4%	0.524	0.0170	-0.294	768	-0.294	0.0170	-0.476	14.5%	30	30	9.19	8.93	8.80
9.10	9.25	0.00			14.3%	0.507	0.0172	-0.291	769	-0.291	0.0172	-0.493	14.4%	2	2	8.29	9.35	9.21
8.53	8.68	8.22	1	51	14.2%	0.490	0.0174	-0.288	770	-0.288	0.0174	-0.510	14.3%	17	3	9.58	9.76	9.60
7.97	8.10	0.00			14.0%	0.472	0.0175	-0.285	771	-0.284	0.0175	-0.528	14.1%			0.00	10.25	10.06
7.44	7.56	7.25	30	30	13.9%	0.455	0.0176	-0.281	772	-0.280	0.0176	-0.546	14.0%			0.00	10.76	10.43
6.92	7.05	6.17		2	13.7%	0.436	0.0177	-0.276	773	-0.276	0.0177	-0.564	13.8%	1	3	10.47	11.24	10.90
6.44	6.55	8.60		5	13.6%	0.418	0.0177	-0.271	774	-0.270	0.0177	-0.582	13.7%	2		12.40	11.75	11.41
5.95	6.08	6.10	1	80	13.5%	0.400	0.0177	-0.265	775	-0.264	0.0177	-0.601	13.6%	7	12	11.90	12.28	11.96
5.51	5.61	5.19	1	13	13.4%	0.381	0.0176	-0.259	776	-0.258	0.0176	-0.619	13.4%	3		8.69	12.83	12.45
5.07	5.18	5.01	2	5	13.2%	0.362	0.0175	-0.252	777	-0.252	0.0175	-0.638	13.3%	1		15.22	13.42	13.04
4.66	4.77	5.47		8	13.1%	0.344	0.0173	-0.245	778	-0.244	0.0173	-0.656	13.2%			14.57	14.02	13.64
4.27	4.38	5.43		3	13.0%	0.325	0.0171	-0.238	779	-0.237	0.0171	-0.675	13.1%		7	16.21	14.63	14.22
3.92	4.01	4.10	2	9	12.9%	0.307	0.0168	-0.230	780	-0.229	0.0168	-0.693	13.1%	12		17.13	15.26	14.87
3.57	3.67	4.41		71	12.8%	0.289	0.0165	-0.222	781	-0.220	0.0165	-0.711	12.9%	6		0.00	15.93	15.47
3.26	3.36	3.65	1	74	12.7%	0.272	0.0162	-0.213	782	-0.211	0.0162	-0.729	12.8%			0.00	16.62	16.16
2.96	3.05	3.32	1	3	12.6%	0.254	0.0157	-0.204	783	-0.202	0.0157	-0.746	12.7%	8		21.55	17.34	16.85

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 11, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS