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
26.9%
27750 strike
EXPECTED MOVE
$880.50
ATM straddle
MAX PAIN
$28,000.00
+0.9%
PUT/CALL VOLUME
1.59
562 / 354
NOV 18, 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 |
| 722.70 | 658.20 | 15.391 | 0.0003 | -27.882 | 0.639 | 29.0% | 690.45 | 27375 | 287.55 | 4 | 28.0% | -0.361 | -27.928 | 0.0003 | 15.391 | 272.10 | 303.00 | |||
| 691.80 | 655.80 | 15.499 | 0.0003 | -28.003 | 0.631 | 28.9% | 2 | 673.80 | 27400 | 295.35 | 5 | 1 | 27.9% | -0.368 | -28.047 | 0.0003 | 15.499 | 279.60 | 311.10 | |
| 687.50 | 624.80 | 15.601 | 0.0003 | -28.114 | 0.624 | 28.9% | 656.15 | 27425 | 303.35 | 27.8% | -0.376 | -28.154 | 0.0003 | 15.601 | 287.40 | 319.30 | ||||
| 657.60 | 621.60 | 15.698 | 0.0003 | -28.213 | 0.616 | 28.6% | 1 | 639.60 | 27450 | 311.50 | 27.7% | -0.384 | -28.250 | 0.0003 | 15.698 | 295.30 | 327.70 | |||
| 656.10 | 591.00 | 15.789 | 0.0003 | -28.300 | 0.608 | 28.6% | 623.55 | 27475 | 319.95 | 27.6% | -0.392 | -28.335 | 0.0003 | 15.789 | 303.50 | 336.40 | ||||
| 624.30 | 590.30 | 15.874 | 0.0003 | -28.376 | 0.600 | 28.4% | 4 | 607.30 | 27500 | 328.50 | 6 | 27.5% | -0.401 | -28.407 | 0.0003 | 15.874 | 311.80 | 345.20 | ||
| 631.80 | 556.10 | 15.955 | 0.0003 | -28.439 | 0.591 | 28.5% | 593.95 | 27525 | 337.25 | 27.4% | -0.409 | -28.468 | 0.0003 | 15.955 | 320.30 | 354.20 | ||||
| 591.00 | 558.00 | 16.029 | 0.0003 | -28.489 | 0.583 | 28.2% | 4 | 574.50 | 27550 | 346.20 | 27.3% | -0.417 | -28.515 | 0.0003 | 16.029 | 332.80 | 359.60 | |||
| 576.20 | 542.60 | 16.097 | 0.0004 | -28.526 | 0.574 | 28.1% | 559.40 | 27575 | 355.40 | 2 | 4 | 27.2% | -0.426 | -28.549 | 0.0004 | 16.097 | 341.80 | 369.00 | ||
| 559.10 | 526.90 | 16.158 | 0.0004 | -28.550 | 0.566 | 28.0% | 1 | 543.00 | 27600 | 364.80 | 3 | 2 | 27.1% | -0.434 | -28.570 | 0.0004 | 16.158 | 351.00 | 378.60 | |
| 544.20 | 512.20 | 16.212 | 0.0004 | -28.561 | 0.557 | 27.9% | 528.20 | 27625 | 374.30 | 27.0% | -0.443 | -28.577 | 0.0004 | 16.212 | 360.40 | 388.20 | ||||
| 528.20 | 496.20 | 16.258 | 0.0004 | -28.558 | 0.549 | 27.8% | 4 | 4 | 512.20 | 27650 | 384.15 | 26.9% | -0.451 | -28.571 | 0.0004 | 16.258 | 370.10 | 398.20 | ||
| 513.00 | 481.50 | 16.297 | 0.0004 | -28.541 | 0.540 | 27.7% | 4 | 497.25 | 27675 | 394.50 | 26.8% | -0.460 | -28.551 | 0.0004 | 16.297 | 379.50 | 409.50 | |||
| 498.20 | 468.00 | 16.328 | 0.0004 | -28.510 | 0.531 | 27.6% | 9 | 4 | 483.10 | 27700 | 404.50 | 4 | 2 | 26.7% | -0.469 | -28.518 | 0.0004 | 16.328 | 390.10 | 418.90 |
| 484.50 | 453.00 | 16.352 | 0.0004 | -28.465 | 0.522 | 27.4% | 468.75 | 27725 | 415.25 | 3 | 26.6% | -0.478 | -28.470 | 0.0004 | 16.352 | 400.50 | 430.00 | |||
| 469.50 | 439.50 | 16.368 | 0.0004 | -28.406 | 0.513 | 27.3% | 4 | 6 | 454.50 | 27750 | 426.00 | 26.5% | -0.487 | -28.407 | 0.0004 | 16.368 | 411.00 | 441.00 | ||
| 456.00 | 424.50 | 16.376 | 0.0004 | -28.331 | 0.504 | 27.2% | 1 | 1 | 440.25 | 27775 | 437.20 | 3 | 26.3% | -0.496 | -28.330 | 0.0004 | 16.376 | 421.70 | 452.70 | |
| 442.50 | 412.50 | 16.375 | 0.0004 | -28.242 | 0.495 | 27.2% | 1 | 427.50 | 27800 | 447.75 | 26.2% | -0.505 | -28.238 | 0.0004 | 16.375 | 432.00 | 463.50 | |||
| 427.90 | 399.00 | 16.367 | 0.0004 | -28.138 | 0.486 | 27.1% | 413.45 | 27825 | 459.75 | 26.1% | -0.514 | -28.130 | 0.0004 | 16.367 | 444.00 | 475.50 | ||||
| 414.40 | 385.50 | 16.350 | 0.0004 | -28.018 | 0.477 | 26.9% | 3 | 399.95 | 27850 | 471.00 | 26.0% | -0.523 | -28.008 | 0.0004 | 16.350 | 456.00 | 486.00 | |||
| 401.20 | 372.00 | 16.325 | 0.0004 | -27.884 | 0.468 | 26.8% | 386.60 | 27875 | 482.25 | 25.9% | -0.532 | -27.871 | 0.0004 | 16.325 | 466.50 | 498.00 | ||||
| 388.50 | 360.00 | 16.292 | 0.0004 | -27.735 | 0.459 | 26.7% | 1 | 374.25 | 27900 | 494.60 | 4 | 25.8% | -0.541 | -27.718 | 0.0004 | 16.292 | 478.60 | 510.60 | ||
| 375.40 | 347.90 | 16.249 | 0.0004 | -27.570 | 0.449 | 26.6% | 361.65 | 27925 | 507.40 | 4 | 2 | 25.7% | -0.551 | -27.551 | 0.0004 | 16.249 | 491.40 | 523.40 | ||
| 362.90 | 334.40 | 16.197 | 0.0004 | -27.390 | 0.440 | 26.5% | 4 | 4 | 348.65 | 27950 | 520.20 | 25.6% | -0.560 | -27.368 | 0.0004 | 16.197 | 504.20 | 536.20 | ||
| 350.60 | 323.20 | 16.136 | 0.0004 | -27.195 | 0.431 | 26.4% | 1 | 336.90 | 27975 | 533.00 | 25.5% | -0.569 | -27.169 | 0.0004 | 16.136 | 517.00 | 549.00 | |||
| 338.50 | 310.70 | 16.067 | 0.0004 | -26.983 | 0.422 | 26.3% | 240 | 241 | 324.60 | 28000 | 546.60 | 5 | 25.4% | -0.579 | -26.955 | 0.0004 | 16.067 | 529.80 | 563.40 | |
| 326.70 | 299.40 | 15.989 | 0.0004 | -26.757 | 0.412 | 26.2% | 1 | 313.05 | 28025 | 559.70 | 25.3% | -0.588 | -26.726 | 0.0004 | 15.989 | 542.70 | 576.70 | |||
| 318.90 | 284.40 | 15.903 | 0.0004 | -26.515 | 0.403 | 26.1% | 301.65 | 28050 | 573.30 | 25.2% | -0.597 | -26.481 | 0.0004 | 15.903 | 556.30 | 590.30 | ||||
| 307.40 | 274.60 | 15.809 | 0.0004 | -26.258 | 0.394 | 26.0% | 291.00 | 28075 | 582.75 | 24.9% | -0.606 | -26.221 | 0.0004 | 15.809 | 550.80 | 614.70 | ||||
| 296.20 | 263.90 | 15.706 | 0.0004 | -25.986 | 0.385 | 25.9% | 280.05 | 28100 | 601.35 | 25.0% | -0.616 | -25.946 | 0.0004 | 15.706 | 583.50 | 619.20 | ||||
| 285.30 | 253.10 | 15.593 | 0.0004 | -25.699 | 0.375 | 25.9% | 269.20 | 28125 | 610.95 | 24.6% | -0.625 | -25.656 | 0.0004 | 15.593 | 579.10 | 642.80 | ||||
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