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

14.6%

768 strike

EXPECTED MOVE

$19.32

ATM straddle

MAX PAIN

$764.00

-0.5%

PUT/CALL VOLUME

0.96

68 / 71

NOV 12, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
20.62	21.05	0.00			16.9%	0.724	0.0119	-0.276	753	-0.278	0.0119	-0.276	16.9%	4		7.32	4.95	4.84
19.83	20.25	0.00			16.7%	0.713	0.0122	-0.279	754	-0.280	0.0122	-0.287	16.8%	4		7.31	5.16	5.06
19.06	19.43	23.98		40	16.6%	0.702	0.0125	-0.281	755	-0.283	0.0125	-0.298	16.6%	24	1	4.86	5.38	5.27
18.28	18.68	0.00			16.4%	0.691	0.0129	-0.283	756	-0.285	0.0129	-0.309	16.5%	1		6.05	5.60	5.50
17.51	17.88	0.00			16.3%	0.679	0.0132	-0.285	757	-0.287	0.0132	-0.321	16.3%		1	6.06	5.82	5.72
16.78	17.14	17.15	1		16.1%	0.667	0.0135	-0.287	758	-0.288	0.0135	-0.333	16.1%	1	2	6.06	6.08	5.97
16.04	16.38	0.00			16.0%	0.655	0.0139	-0.289	759	-0.290	0.0139	-0.345	16.0%	2		7.19	6.34	6.22
15.33	15.64	20.10		40	15.8%	0.642	0.0142	-0.290	760	-0.291	0.0142	-0.358	15.8%	28	11	6.58	6.59	6.49
14.60	14.93	15.00		1	15.6%	0.629	0.0145	-0.291	761	-0.292	0.0145	-0.371	15.7%	6		9.51	6.88	6.75
13.90	14.22	14.03		1	15.5%	0.615	0.0148	-0.291	762	-0.292	0.0148	-0.385	15.5%	1		9.30	7.16	7.05
13.25	13.50	13.73		1	15.3%	0.601	0.0151	-0.291	763	-0.292	0.0151	-0.399	15.4%	4		10.43	7.47	7.36
12.62	12.81	11.15		37	15.2%	0.587	0.0154	-0.291	764	-0.292	0.0154	-0.413	15.2%	6		8.04	7.81	7.68
11.96	12.16	10.66		9	15.0%	0.572	0.0157	-0.291	765	-0.291	0.0157	-0.428	15.0%	18		11.30	8.14	8.01
11.31	11.46	12.50		1	14.8%	0.556	0.0160	-0.290	766	-0.290	0.0160	-0.444	14.9%	1		9.19	8.49	8.36
10.70	10.83	10.80	5	2	14.7%	0.541	0.0162	-0.288	767	-0.288	0.0162	-0.459	14.8%	1	1	9.00	8.86	8.73
10.08	10.21	10.21	1	41	14.5%	0.525	0.0164	-0.286	768	-0.286	0.0164	-0.475	14.6%	1	1	9.01	9.24	9.11
9.48	9.60	0.00			14.4%	0.508	0.0166	-0.284	769	-0.284	0.0166	-0.492	14.4%			0.00	9.65	9.51
8.90	9.03	7.91		56	14.3%	0.492	0.0168	-0.281	770	-0.281	0.0168	-0.508	14.3%	4		7.08	10.06	9.93
8.35	8.47	0.00		1	14.1%	0.474	0.0169	-0.278	771	-0.278	0.0169	-0.525	14.2%			0.00	10.53	10.36
7.80	7.91	12.01		3	14.0%	0.457	0.0170	-0.274	772	-0.274	0.0170	-0.543	14.1%	3		8.76	11.00	10.77
7.29	7.40	6.61		1	13.9%	0.440	0.0171	-0.270	773	-0.269	0.0171	-0.560	13.9%	1		8.30	11.53	11.19
6.78	6.89	0.00			13.7%	0.422	0.0171	-0.265	774	-0.264	0.0171	-0.578	13.8%	6		15.69	12.03	11.68
6.30	6.41	7.20	7	58	13.6%	0.404	0.0171	-0.260	775	-0.259	0.0171	-0.596	13.7%	7	3	11.29	12.54	12.23
5.84	5.95	6.47		2	13.5%	0.386	0.0171	-0.254	776	-0.253	0.0171	-0.614	13.5%	5		9.26	13.10	12.75
5.39	5.51	5.23	1		13.4%	0.368	0.0170	-0.248	777	-0.247	0.0170	-0.632	13.4%			0.00	13.66	13.28
4.99	5.09	4.97	3	5	13.2%	0.350	0.0168	-0.241	778	-0.240	0.0168	-0.650	13.3%			0.00	14.25	13.84
4.59	4.69	6.36		2	13.1%	0.333	0.0166	-0.234	779	-0.233	0.0166	-0.668	13.2%			0.00	14.86	14.44
4.22	4.32	3.94		9	13.0%	0.315	0.0164	-0.227	780	-0.226	0.0164	-0.685	13.1%	56		10.75	15.48	15.04
3.86	3.97	3.99	2		12.9%	0.297	0.0161	-0.219	781	-0.218	0.0161	-0.703	12.9%			0.00	16.15	15.71
3.54	3.63	6.06		1	12.8%	0.280	0.0158	-0.211	782	-0.210	0.0158	-0.720	12.8%	1		19.25	16.81	16.35
3.22	3.31	3.00		2	12.7%	0.263	0.0154	-0.203	783	-0.202	0.0154	-0.737	12.8%			0.00	17.50	17.01

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 12, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS