NDX Options Chain
NDX $27,740.79 · Updated Nov 10, 4:00 PM ET
NDX is at $27,740.79. The nearest expiration, Nov 11, 2026 (1 day out), lists 542 strikes, with 3,216 calls and 4,075 puts traded in the latest session. At-the-money implied volatility is 28.3%. The at-the-money straddle prices a move of about $326.20 (1.2%) by expiration.
EXPIRATION
- Nov 11, 2026
- Nov 12, 2026
- Nov 13, 2026
- Nov 16, 2026
- Nov 17, 2026
- Nov 18, 2026
- Nov 19, 2026
- Nov 20, 2026
- Nov 23, 2026
- Nov 24, 2026
- Nov 25, 2026
- Nov 27, 2026
- Nov 30, 2026
- Dec 1, 2026
- Dec 2, 2026
- Dec 3, 2026
ATM IV
28.3%
27740 strike
EXPECTED MOVE
$326.20
ATM straddle
MAX PAIN
$27,880.00
+0.5%
PUT/CALL VOLUME
1.27
4,075 / 3,216
NOV 11, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ask | Bid | Vega | Gamma | Theta | Delta | IV | Vol | OI | Mid | Strike | Mid | OI | Vol | IV | Delta | Theta | Gamma | Vega | Bid | Ask |
| 271.30 | 222.00 | 5.505 | 0.0009 | -111.008 | 0.621 | 31.0% | 14 | 9 | 246.65 | 27620 | 106.00 | 4 | 6 | 28.0% | -0.379 | -111.024 | 0.0009 | 5.505 | 97.50 | 114.50 |
| 268.00 | 218.10 | 5.524 | 0.0009 | -112.807 | 0.616 | 30.9% | 10 | 9 | 243.05 | 27625 | 107.95 | 10 | 11 | 28.0% | -0.384 | -112.822 | 0.0009 | 5.524 | 99.90 | 116.00 |
| 264.00 | 214.70 | 5.542 | 0.0009 | -114.627 | 0.612 | 30.9% | 16 | 9 | 239.35 | 27630 | 109.85 | 10 | 13 | 28.0% | -0.388 | -114.641 | 0.0009 | 5.542 | 101.70 | 118.00 |
| 258.00 | 208.20 | 5.576 | 0.0009 | -118.332 | 0.603 | 30.7% | 56 | 27 | 233.10 | 27640 | 113.00 | 11 | 13 | 27.9% | -0.397 | -118.345 | 0.0009 | 5.576 | 104.20 | 121.80 |
| 251.70 | 205.70 | 5.608 | 0.0009 | -122.124 | 0.594 | 30.8% | 31 | 14 | 228.70 | 27650 | 116.65 | 22 | 63 | 27.8% | -0.406 | -122.135 | 0.0009 | 5.608 | 108.00 | 125.30 |
| 250.00 | 200.00 | 5.637 | 0.0009 | -126.004 | 0.585 | 30.6% | 7 | 4 | 225.00 | 27660 | 120.65 | 4 | 5 | 27.8% | -0.416 | -126.015 | 0.0009 | 5.637 | 112.10 | 129.20 |
| 228.00 | 206.60 | 5.664 | 0.0009 | -129.975 | 0.575 | 30.5% | 5 | 3 | 217.30 | 27670 | 123.90 | 6 | 9 | 27.6% | -0.425 | -129.984 | 0.0009 | 5.664 | 115.80 | 132.00 |
| 220.00 | 204.00 | 5.676 | 0.0009 | -131.994 | 0.571 | 30.3% | 7 | 6 | 212.00 | 27675 | 125.40 | 7 | 6 | 27.5% | -0.429 | -132.003 | 0.0009 | 5.676 | 116.80 | 134.00 |
| 216.60 | 201.40 | 5.688 | 0.0010 | -134.036 | 0.566 | 30.3% | 6 | 2 | 209.00 | 27680 | 127.75 | 22 | 31 | 27.5% | -0.434 | -134.044 | 0.0010 | 5.688 | 119.50 | 136.00 |
| 210.70 | 194.90 | 5.708 | 0.0010 | -138.187 | 0.556 | 30.1% | 6 | 4 | 202.80 | 27690 | 131.80 | 9 | 10 | 27.5% | -0.444 | -138.194 | 0.0010 | 5.708 | 123.60 | 140.00 |
| 205.00 | 189.00 | 5.726 | 0.0010 | -142.427 | 0.547 | 30.1% | 63 | 22 | 197.00 | 27700 | 135.65 | 42 | 93 | 27.4% | -0.453 | -142.433 | 0.0010 | 5.726 | 127.30 | 144.00 |
| 198.70 | 183.00 | 5.740 | 0.0010 | -146.756 | 0.537 | 30.0% | 21 | 12 | 190.85 | 27710 | 139.65 | 4 | 8 | 27.2% | -0.463 | -146.760 | 0.0010 | 5.740 | 131.30 | 148.00 |
| 193.20 | 177.10 | 5.751 | 0.0010 | -151.173 | 0.528 | 29.8% | 18 | 11 | 185.15 | 27720 | 143.70 | 11 | 13 | 27.1% | -0.472 | -151.176 | 0.0010 | 5.751 | 135.40 | 152.00 |
| 189.90 | 174.50 | 5.755 | 0.0010 | -153.414 | 0.523 | 29.8% | 9 | 7 | 182.20 | 27725 | 145.75 | 4 | 4 | 27.1% | -0.477 | -153.417 | 0.0010 | 5.755 | 137.50 | 154.00 |
| 187.50 | 171.40 | 5.759 | 0.0010 | -155.678 | 0.518 | 29.7% | 3 | 1 | 179.45 | 27730 | 147.80 | 5 | 7 | 27.0% | -0.482 | -155.679 | 0.0010 | 5.759 | 139.60 | 156.00 |
| 181.60 | 165.50 | 5.763 | 0.0010 | -160.271 | 0.509 | 29.6% | 25 | 20 | 173.55 | 27740 | 152.65 | 20 | 27 | 27.0% | -0.491 | -160.272 | 0.0010 | 5.763 | 144.10 | 161.20 |
| 176.00 | 160.20 | 5.765 | 0.0010 | -160.797 | 0.499 | 29.5% | 40 | 17 | 168.10 | 27750 | 157.40 | 19 | 26 | 26.9% | -0.501 | -160.796 | 0.0010 | 5.765 | 149.10 | 165.70 |
| 171.40 | 154.90 | 5.763 | 0.0010 | -155.570 | 0.489 | 29.5% | 24 | 17 | 163.15 | 27760 | 161.30 | 1 | 1 | 26.7% | -0.511 | -155.568 | 0.0010 | 5.763 | 152.70 | 169.90 |
| 166.00 | 149.30 | 5.757 | 0.0010 | -150.431 | 0.479 | 29.4% | 21 | 25 | 157.65 | 27770 | 166.05 | 5 | 11 | 26.6% | -0.521 | -150.428 | 0.0010 | 5.757 | 158.10 | 174.00 |
| 163.30 | 146.50 | 5.753 | 0.0010 | -147.894 | 0.475 | 29.3% | 24 | 17 | 154.90 | 27775 | 167.55 | 3 | 2 | 26.4% | -0.525 | -147.891 | 0.0010 | 5.753 | 159.10 | 176.00 |
| 160.00 | 144.10 | 5.748 | 0.0010 | -145.379 | 0.470 | 29.2% | 11 | 6 | 152.05 | 27780 | 170.95 | 20 | 18 | 26.6% | -0.530 | -145.375 | 0.0010 | 5.748 | 162.50 | 179.40 |
| 154.60 | 138.60 | 5.736 | 0.0010 | -140.413 | 0.460 | 29.1% | 13 | 9 | 146.60 | 27790 | 175.55 | 1 | 1 | 26.4% | -0.540 | -140.408 | 0.0010 | 5.736 | 167.10 | 184.00 |
| 149.10 | 136.20 | 5.721 | 0.0010 | -135.533 | 0.450 | 29.3% | 115 | 52 | 142.65 | 27800 | 179.70 | 14 | 20 | 26.2% | -0.550 | -135.526 | 0.0010 | 5.721 | 171.40 | 188.00 |
| 144.20 | 130.20 | 5.701 | 0.0010 | -130.739 | 0.440 | 29.1% | 9 | 9 | 137.20 | 27810 | 185.15 | 1 | 1 | 26.2% | -0.560 | -130.732 | 0.0010 | 5.701 | 176.30 | 194.00 |
| 139.10 | 122.50 | 5.678 | 0.0010 | -126.033 | 0.430 | 28.8% | 15 | 8 | 130.80 | 27820 | 189.45 | 3 | 4 | 25.9% | -0.570 | -126.024 | 0.0010 | 5.678 | 180.90 | 198.00 |
| 137.80 | 121.50 | 5.665 | 0.0010 | -123.713 | 0.425 | 28.8% | 8 | 7 | 129.65 | 27825 | 192.80 | 3 | 8 | 26.0% | -0.575 | -123.703 | 0.0010 | 5.665 | 184.00 | 201.60 |
| 134.50 | 118.80 | 5.652 | 0.0010 | -121.414 | 0.420 | 28.6% | 7 | 3 | 126.65 | 27830 | 195.30 | 25.9% | -0.580 | -121.404 | 0.0010 | 5.652 | 186.60 | 204.00 | ||
| 129.60 | 114.00 | 5.622 | 0.0010 | -116.883 | 0.410 | 28.5% | 6 | 5 | 121.80 | 27840 | 200.00 | 2 | 3 | 25.7% | -0.590 | -116.871 | 0.0010 | 5.622 | 192.00 | 208.00 |
| 125.90 | 109.00 | 5.588 | 0.0010 | -112.437 | 0.401 | 28.5% | 27 | 25 | 117.45 | 27850 | 205.50 | 4 | 12 | 25.6% | -0.600 | -112.424 | 0.0010 | 5.588 | 197.00 | 214.00 |
| 121.30 | 105.30 | 5.552 | 0.0010 | -108.076 | 0.391 | 28.4% | 12 | 11 | 113.30 | 27860 | 215.25 | 1 | 3 | 25.5% | -0.610 | -108.062 | 0.0010 | 5.552 | 204.00 | 226.50 |
| 116.00 | 100.30 | 5.512 | 0.0010 | -103.801 | 0.381 | 28.2% | 14 | 10 | 108.15 | 27870 | 225.00 | 2 | 4 | 25.5% | -0.619 | -103.786 | 0.0010 | 5.512 | 200.00 | 250.00 |
amber OI or volume 3x the chain median / blue volume over 2x open interest on a busy strike / darker rows are in the money
How this is calculated: Options Chain methodology