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

$20.79

ATM straddle

MAX PAIN

$760.00

-1.0%

PUT/CALL VOLUME

3.38

493 / 146

NOV 16, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
21.40	21.82	21.88	11		16.3%	0.713	0.0113	-0.243	753	-0.245	0.0113	-0.287	16.4%	1	14	5.42	5.61	5.50
20.62	21.03	21.11	11		16.2%	0.703	0.0116	-0.245	754	-0.247	0.0116	-0.297	16.2%			0.00	5.80	5.72
19.97	20.22	17.44		4	16.0%	0.692	0.0119	-0.246	755	-0.248	0.0119	-0.308	16.1%	350	80	6.07	6.04	5.93
19.15	19.42	16.73		4	15.9%	0.682	0.0122	-0.248	756	-0.250	0.0122	-0.318	15.9%			0.00	6.27	6.16
18.43	18.66	0.00			15.8%	0.671	0.0124	-0.249	757	-0.251	0.0124	-0.329	15.8%		1	6.62	6.51	6.38
17.69	17.92	0.00			15.6%	0.659	0.0127	-0.251	758	-0.252	0.0127	-0.341	15.6%	10	1	6.20	6.75	6.63
16.95	17.17	0.00			15.4%	0.648	0.0130	-0.251	759	-0.253	0.0130	-0.352	15.5%		1	6.67	6.98	6.90
16.15	16.47	19.40		46	15.3%	0.635	0.0133	-0.252	760	-0.253	0.0133	-0.364	15.3%	384	91	7.16	7.29	7.16
15.51	15.72	0.00			15.2%	0.623	0.0136	-0.253	761	-0.254	0.0136	-0.377	15.2%	9	3	7.34	7.54	7.45
14.82	15.02	0.00			15.0%	0.610	0.0138	-0.253	762	-0.254	0.0138	-0.390	15.0%			6.05	7.83	7.75
14.04	14.36	12.88	3	4	14.8%	0.597	0.0141	-0.253	763	-0.254	0.0141	-0.403	14.8%	2	11	8.02	8.16	8.03
13.45	13.63	13.85	2	4	14.7%	0.584	0.0144	-0.252	764	-0.253	0.0144	-0.416	14.7%	1		11.71	8.46	8.38
12.80	12.93	12.09	5	47	14.5%	0.570	0.0146	-0.252	765	-0.252	0.0146	-0.430	14.6%	20	3	8.56	8.82	8.69
12.14	12.28	11.45	5	1	14.4%	0.556	0.0148	-0.251	766	-0.251	0.0148	-0.445	14.4%	1		10.43	9.14	9.06
11.52	11.64	11.70	3	25	14.3%	0.541	0.0150	-0.250	767	-0.250	0.0150	-0.459	14.3%	1	8	9.75	9.53	9.41
10.89	11.02	10.07	5		14.1%	0.526	0.0152	-0.248	768	-0.248	0.0152	-0.474	14.2%		1	11.20	9.88	9.79
10.32	10.41	12.03		1	14.0%	0.511	0.0154	-0.246	769	-0.246	0.0154	-0.489	14.0%	1		9.94	10.28	10.19
9.73	9.82	9.77	1	42	13.8%	0.495	0.0156	-0.244	770	-0.244	0.0156	-0.505	13.9%	24	3	10.33	10.69	10.60
9.17	9.25	12.69		1	13.7%	0.479	0.0157	-0.241	771	-0.241	0.0157	-0.520	13.7%	1		9.88	11.12	11.02
8.61	8.70	9.05		2	13.6%	0.464	0.0158	-0.238	772	-0.238	0.0158	-0.536	13.6%	3		8.42	11.60	11.45
8.08	8.16	8.24	1	2	13.5%	0.447	0.0159	-0.235	773	-0.234	0.0159	-0.553	13.5%			0.00	12.10	11.87
7.55	7.66	7.85	2	16	13.3%	0.431	0.0159	-0.231	774	-0.231	0.0159	-0.569	13.3%			10.42	12.59	12.35
7.05	7.16	6.52		35	13.2%	0.414	0.0160	-0.227	775	-0.226	0.0160	-0.586	13.2%	6		15.34	13.06	12.85
6.60	6.68	0.00			13.1%	0.398	0.0159	-0.223	776	-0.222	0.0159	-0.603	13.1%			0.00	13.59	13.36
6.15	6.22	6.37	2	2	13.0%	0.381	0.0159	-0.218	777	-0.217	0.0159	-0.619	13.0%			0.00	14.13	13.90
5.71	5.80	5.93	1		12.9%	0.364	0.0158	-0.213	778	-0.212	0.0158	-0.636	12.9%	3		18.58	14.71	14.46
5.30	5.37	0.00			12.7%	0.347	0.0157	-0.208	779	-0.206	0.0157	-0.653	12.8%			0.00	15.29	15.03
4.89	4.98	4.55		41	12.7%	0.331	0.0155	-0.202	780	-0.201	0.0155	-0.669	12.7%	16		20.02	15.90	15.63
4.53	4.60	4.66	1	12	12.6%	0.314	0.0153	-0.196	781	-0.195	0.0153	-0.686	12.5%			0.00	16.52	16.25
4.17	4.26	4.29	6	74	12.4%	0.298	0.0150	-0.190	782	-0.189	0.0150	-0.702	12.5%			0.00	17.17	16.89
3.83	3.92	3.99	4	1	12.4%	0.282	0.0148	-0.184	783	-0.182	0.0148	-0.718	12.4%			0.00	17.84	17.53

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 16, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS