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

14.7%

768 strike

EXPECTED MOVE

$20.05

ATM straddle

MAX PAIN

$772.00

+0.6%

PUT/CALL VOLUME

4.19

2,200 / 525

NOV 13, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
21.16	21.38	29.14		10	17.1%	0.720	0.0116	-0.270	753	-0.273	0.0116	-0.281	17.1%	350	4	5.18	5.22	5.15
20.37	20.64	20.33	1	1	16.9%	0.709	0.0119	-0.273	754	-0.275	0.0119	-0.291	16.9%	391	6	4.69	5.43	5.35
19.59	19.85	17.82		47	16.7%	0.699	0.0122	-0.275	755	-0.277	0.0122	-0.301	16.7%	167	33	5.61	5.64	5.57
18.83	19.08	18.30		30	16.6%	0.688	0.0125	-0.277	756	-0.279	0.0125	-0.313	16.6%	516	4	6.36	5.87	5.79
18.07	18.32	26.69		1	16.4%	0.676	0.0128	-0.279	757	-0.280	0.0128	-0.324	16.4%	405	7	5.70	6.10	6.03
17.33	17.56	0.00			16.3%	0.665	0.0131	-0.280	758	-0.282	0.0131	-0.335	16.3%	434	28	6.17	6.37	6.27
16.59	16.81	14.83		2	16.1%	0.653	0.0134	-0.281	759	-0.283	0.0134	-0.347	16.1%	1,037	64	6.61	6.60	6.53
15.86	16.05	15.54	17	58	15.9%	0.640	0.0137	-0.282	760	-0.284	0.0137	-0.360	15.9%	196	913	6.63	6.87	6.78
15.15	15.30	13.64		1	15.8%	0.628	0.0140	-0.283	761	-0.285	0.0140	-0.373	15.8%	28	16	7.08	7.15	7.07
14.45	14.59	12.56		6	15.6%	0.614	0.0143	-0.283	762	-0.285	0.0143	-0.386	15.6%	95	2	6.61	7.44	7.36
13.76	13.89	14.48	1	43	15.5%	0.601	0.0146	-0.284	763	-0.285	0.0146	-0.400	15.5%	27	8	7.49	7.75	7.67
13.11	13.20	12.69	1	65	15.3%	0.587	0.0149	-0.283	764	-0.284	0.0149	-0.413	15.3%	41	2	7.29	8.07	7.99
12.42	12.56	12.40	16	110	15.1%	0.572	0.0151	-0.283	765	-0.284	0.0151	-0.428	15.2%	312	98	8.17	8.41	8.32
11.79	11.92	11.87	4	16	15.0%	0.557	0.0154	-0.282	766	-0.282	0.0154	-0.442	15.0%	36	17	9.06	8.75	8.67
11.16	11.27	10.03		6	14.8%	0.543	0.0156	-0.280	767	-0.281	0.0156	-0.458	14.9%	114	30	8.80	9.12	9.02
10.55	10.65	10.52	1	12	14.6%	0.527	0.0158	-0.279	768	-0.279	0.0158	-0.473	14.8%	104	65	9.79	9.50	9.40
9.95	10.03	10.70	1	4	14.5%	0.511	0.0160	-0.276	769	-0.276	0.0160	-0.489	14.6%	85	21	9.71	9.89	9.79
9.36	9.44	9.51	26	124	14.4%	0.495	0.0162	-0.274	770	-0.274	0.0162	-0.505	14.5%	334	18	9.33	10.31	10.22
8.80	8.88	8.07	10	63	14.2%	0.478	0.0163	-0.271	771	-0.271	0.0163	-0.521	14.3%	72	4	10.70	10.75	10.62
8.23	8.33	8.05	44	12	14.1%	0.462	0.0164	-0.267	772	-0.267	0.0164	-0.538	14.2%	347		14.98	11.21	11.08
7.70	7.80	7.84	3	71	13.9%	0.445	0.0165	-0.263	773	-0.263	0.0165	-0.555	14.1%	42	27	12.25	11.69	11.50
7.19	7.29	8.04	6	81	13.8%	0.428	0.0166	-0.259	774	-0.258	0.0166	-0.572	13.9%	55	28	10.90	12.18	11.98
6.70	6.79	6.19	1	78	13.7%	0.411	0.0166	-0.254	775	-0.253	0.0166	-0.589	13.8%	58		16.62	12.70	12.48
6.25	6.34	6.99	8	16	13.6%	0.393	0.0165	-0.249	776	-0.248	0.0165	-0.606	13.6%	155	27	11.95	13.23	13.01
5.80	5.88	5.61	1	68	13.5%	0.376	0.0165	-0.243	777	-0.242	0.0165	-0.624	13.5%	78		13.06	13.78	13.54
5.37	5.45	5.36	20	92	13.3%	0.359	0.0164	-0.237	778	-0.236	0.0164	-0.641	13.4%	79		17.11	14.37	14.12
4.97	5.04	4.88		13	13.2%	0.341	0.0162	-0.231	779	-0.230	0.0162	-0.659	13.3%	12		18.81	14.97	14.71
4.58	4.65	4.59	2	189	13.1%	0.324	0.0160	-0.224	780	-0.223	0.0160	-0.676	13.2%	59		18.86	15.58	15.33
4.21	4.29	4.20	1	115	13.0%	0.307	0.0158	-0.217	781	-0.216	0.0158	-0.693	13.2%	14		15.44	16.22	15.94
3.87	3.95	3.31		26	12.9%	0.290	0.0155	-0.210	782	-0.208	0.0155	-0.710	13.0%	9	1	16.92	16.88	16.57
3.55	3.62	2.97		100	12.8%	0.274	0.0152	-0.203	783	-0.201	0.0152	-0.726	12.9%	5		21.82	17.56	17.22

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 13, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS