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

14.2%

768 strike

EXPECTED MOVE

$21.42

ATM straddle

MAX PAIN

$760.00

-1.0%

PUT/CALL VOLUME

0.67

134 / 199

NOV 17, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
21.83	22.12	29.15		2	16.4%	0.708	0.0110	-0.240	753	-0.242	0.0110	-0.292	16.4%	6		7.71	5.86	5.78
21.05	21.34	28.75		3	16.3%	0.699	0.0113	-0.242	754	-0.244	0.0113	-0.301	16.3%	3		7.57	6.07	6.01
20.26	20.55	0.00			16.1%	0.688	0.0116	-0.244	755	-0.245	0.0116	-0.311	16.1%	40	1	5.98	6.29	6.23
19.52	19.75	0.00			16.0%	0.678	0.0119	-0.245	756	-0.246	0.0119	-0.322	16.0%			0.00	6.52	6.45
18.77	18.99	0.00		30	15.8%	0.667	0.0121	-0.246	757	-0.248	0.0121	-0.333	15.8%	3	1	6.88	6.76	6.69
18.01	18.24	0.00			15.7%	0.656	0.0124	-0.247	758	-0.248	0.0124	-0.344	15.7%			0.00	7.01	6.94
17.29	17.50	0.00			15.5%	0.645	0.0127	-0.248	759	-0.249	0.0127	-0.355	15.6%	1		0.00	7.27	7.20
16.56	16.80	14.61		9	15.3%	0.633	0.0129	-0.248	760	-0.249	0.0130	-0.367	15.4%	65	8	6.87	7.55	7.46
15.85	16.05	0.00			15.2%	0.621	0.0132	-0.248	761	-0.250	0.0132	-0.379	15.3%			0.00	7.83	7.74
15.15	15.35	0.00			15.1%	0.609	0.0135	-0.249	762	-0.250	0.0134	-0.392	15.1%			8.50	8.12	8.05
14.46	14.65	0.00			14.9%	0.596	0.0137	-0.248	763	-0.250	0.0137	-0.404	15.0%	2		6.81	8.43	8.34
13.80	13.90	18.46		3	14.8%	0.583	0.0139	-0.248	764	-0.249	0.0139	-0.417	14.8%			0.00	8.75	8.66
13.11	13.34	13.23	5	8	14.6%	0.569	0.0142	-0.248	765	-0.248	0.0142	-0.431	14.7%	11	1	9.00	9.08	9.00
12.49	12.63	0.00			14.4%	0.555	0.0144	-0.246	766	-0.247	0.0144	-0.445	14.5%			0.00	9.43	9.35
11.87	11.96	0.00			14.3%	0.541	0.0146	-0.246	767	-0.246	0.0146	-0.459	14.4%	2		12.16	9.80	9.71
11.25	11.33	0.00			14.2%	0.527	0.0148	-0.244	768	-0.244	0.0148	-0.473	14.2%			0.00	10.17	10.09
10.65	10.73	11.00	2		14.1%	0.512	0.0150	-0.242	769	-0.242	0.0150	-0.488	14.1%			0.00	10.57	10.48
10.06	10.14	10.26	1	3	13.9%	0.497	0.0151	-0.240	770	-0.240	0.0151	-0.503	14.0%	13	1	10.81	10.98	10.88
9.49	9.57	11.45		9	13.8%	0.481	0.0152	-0.237	771	-0.237	0.0152	-0.518	13.9%			0.00	11.40	11.31
8.94	9.01	0.00			13.7%	0.466	0.0153	-0.235	772	-0.234	0.0153	-0.534	13.7%			0.00	11.88	11.73
8.40	8.49	8.27	177	5	13.5%	0.450	0.0154	-0.231	773	-0.231	0.0154	-0.550	13.6%		2	12.13	12.37	12.13
7.89	7.96	8.83		70	13.4%	0.434	0.0155	-0.228	774	-0.227	0.0155	-0.566	13.5%	1		16.68	12.85	12.61
7.38	7.46	11.85		5	13.3%	0.418	0.0155	-0.224	775	-0.223	0.0155	-0.582	13.3%	9		9.52	13.33	13.13
6.91	6.98	0.00			13.2%	0.402	0.0155	-0.220	776	-0.219	0.0155	-0.598	13.2%	10		17.78	13.85	13.61
6.45	6.53	6.32	1	1	13.0%	0.386	0.0155	-0.215	777	-0.214	0.0155	-0.614	13.1%			0.00	14.39	14.14
6.01	6.08	6.83		78	12.9%	0.369	0.0154	-0.210	778	-0.209	0.0154	-0.631	13.0%			0.00	14.95	14.69
5.59	5.67	6.03		91	12.8%	0.353	0.0153	-0.205	779	-0.204	0.0153	-0.647	12.9%		1	15.29	15.57	15.28
5.19	5.27	5.39	2	10	12.7%	0.337	0.0151	-0.200	780	-0.199	0.0151	-0.663	12.8%			0.00	16.13	15.89
4.81	4.87	4.04		3	12.6%	0.321	0.0150	-0.195	781	-0.193	0.0150	-0.679	12.7%			0.00	16.75	16.48
4.45	4.51	8.52		32	12.5%	0.305	0.0148	-0.189	782	-0.187	0.0148	-0.695	12.6%			0.00	17.40	17.12
4.11	4.17	4.29	1	1	12.5%	0.289	0.0145	-0.183	783	-0.181	0.0145	-0.711	12.5%			0.00	18.06	17.77

Open XSP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 17, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS