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
27.3%
27750 strike
EXPECTED MOVE
$947.00
ATM straddle
MAX PAIN
$28,925.00
+4.3%
PUT/CALL VOLUME
0.68
19 / 28
NOV 19, 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 |
| 752.40 | 688.10 | 16.448 | 0.0003 | -26.729 | 0.631 | 29.3% | 1 | 720.25 | 27375 | 320.20 | 28.4% | -0.369 | -26.776 | 0.0003 | 16.448 | 305.40 | 335.00 | |||
| 722.90 | 688.90 | 16.548 | 0.0003 | -26.823 | 0.624 | 29.2% | 1 | 705.90 | 27400 | 328.15 | 6 | 5 | 28.3% | -0.377 | -26.867 | 0.0003 | 16.548 | 313.10 | 343.20 | |
| 718.50 | 655.60 | 16.643 | 0.0003 | -26.907 | 0.616 | 29.1% | 687.05 | 27425 | 336.35 | 28.2% | -0.384 | -26.948 | 0.0003 | 16.643 | 321.10 | 351.60 | ||||
| 688.90 | 654.90 | 16.733 | 0.0003 | -26.982 | 0.609 | 29.0% | 1 | 671.90 | 27450 | 344.60 | 1 | 28.1% | -0.391 | -27.020 | 0.0003 | 16.733 | 329.10 | 360.10 | ||
| 687.40 | 622.20 | 16.818 | 0.0003 | -27.048 | 0.601 | 28.9% | 654.80 | 27475 | 353.20 | 1 | 28.0% | -0.399 | -27.083 | 0.0003 | 16.818 | 337.50 | 368.90 | |||
| 656.20 | 622.60 | 16.899 | 0.0003 | -27.104 | 0.593 | 28.8% | 639.40 | 27500 | 361.85 | 6 | 5 | 27.9% | -0.407 | -27.136 | 0.0003 | 16.899 | 345.90 | 377.80 | ||
| 640.20 | 606.60 | 16.974 | 0.0003 | -27.149 | 0.586 | 28.7% | 623.40 | 27525 | 370.80 | 27.8% | -0.414 | -27.178 | 0.0003 | 16.974 | 354.70 | 386.90 | ||||
| 622.60 | 592.20 | 17.043 | 0.0003 | -27.185 | 0.578 | 28.6% | 1 | 1 | 607.40 | 27550 | 380.00 | 27.7% | -0.422 | -27.210 | 0.0003 | 17.044 | 366.90 | 393.10 | ||
| 607.50 | 576.70 | 17.107 | 0.0003 | -27.209 | 0.570 | 28.5% | 592.10 | 27575 | 389.25 | 27.6% | -0.430 | -27.232 | 0.0003 | 17.107 | 376.00 | 402.50 | ||||
| 591.20 | 561.00 | 17.163 | 0.0003 | -27.223 | 0.562 | 28.4% | 576.10 | 27600 | 398.55 | 1 | 27.5% | -0.438 | -27.243 | 0.0003 | 17.163 | 385.40 | 411.70 | |||
| 576.00 | 546.00 | 17.213 | 0.0003 | -27.226 | 0.554 | 28.2% | 1 | 561.00 | 27625 | 408.20 | 27.4% | -0.446 | -27.243 | 0.0003 | 17.213 | 395.00 | 421.40 | |||
| 561.00 | 531.00 | 17.256 | 0.0003 | -27.218 | 0.546 | 28.1% | 546.00 | 27650 | 418.10 | 27.3% | -0.454 | -27.232 | 0.0003 | 17.256 | 404.80 | 431.40 | ||||
| 546.00 | 516.10 | 17.292 | 0.0003 | -27.200 | 0.538 | 28.0% | 531.05 | 27675 | 428.20 | 27.2% | -0.462 | -27.210 | 0.0003 | 17.292 | 414.20 | 442.20 | ||||
| 530.60 | 501.60 | 17.321 | 0.0003 | -27.170 | 0.530 | 27.9% | 516.10 | 27700 | 438.70 | 1 | 27.1% | -0.470 | -27.177 | 0.0003 | 17.321 | 424.00 | 453.40 | |||
| 516.10 | 487.10 | 17.344 | 0.0003 | -27.128 | 0.521 | 27.8% | 501.60 | 27725 | 449.20 | 27.0% | -0.479 | -27.133 | 0.0003 | 17.344 | 435.20 | 463.20 | ||||
| 501.60 | 473.00 | 17.359 | 0.0003 | -27.075 | 0.513 | 27.7% | 1 | 487.30 | 27750 | 459.70 | 26.9% | -0.487 | -27.076 | 0.0003 | 17.359 | 445.00 | 474.40 | |||
| 488.40 | 459.00 | 17.367 | 0.0003 | -27.010 | 0.505 | 27.6% | 473.70 | 27775 | 471.00 | 26.8% | -0.495 | -27.008 | 0.0003 | 17.367 | 456.00 | 486.00 | ||||
| 474.40 | 445.00 | 17.367 | 0.0003 | -26.933 | 0.496 | 27.5% | 1 | 1 | 459.70 | 27800 | 481.65 | 26.6% | -0.504 | -26.928 | 0.0003 | 17.368 | 466.80 | 496.50 | ||
| 460.40 | 432.00 | 17.360 | 0.0003 | -26.843 | 0.488 | 27.4% | 446.20 | 27825 | 493.00 | 26.5% | -0.512 | -26.836 | 0.0003 | 17.360 | 478.60 | 507.40 | ||||
| 447.80 | 418.40 | 17.346 | 0.0003 | -26.742 | 0.479 | 27.3% | 433.10 | 27850 | 504.75 | 26.4% | -0.521 | -26.731 | 0.0003 | 17.346 | 490.50 | 519.00 | ||||
| 433.60 | 405.80 | 17.324 | 0.0003 | -26.629 | 0.471 | 27.2% | 419.70 | 27875 | 516.75 | 26.3% | -0.529 | -26.615 | 0.0003 | 17.324 | 502.50 | 531.00 | ||||
| 420.40 | 393.30 | 17.294 | 0.0003 | -26.503 | 0.462 | 27.1% | 406.85 | 27900 | 528.75 | 1 | 26.2% | -0.538 | -26.487 | 0.0003 | 17.294 | 513.00 | 544.50 | |||
| 407.60 | 380.60 | 17.256 | 0.0003 | -26.366 | 0.454 | 27.0% | 394.10 | 27925 | 541.50 | 26.1% | -0.546 | -26.346 | 0.0003 | 17.256 | 526.50 | 556.50 | ||||
| 394.90 | 368.00 | 17.210 | 0.0003 | -26.216 | 0.445 | 26.9% | 381.45 | 27950 | 553.50 | 26.1% | -0.555 | -26.193 | 0.0003 | 17.210 | 538.50 | 568.50 | ||||
| 383.10 | 356.10 | 17.155 | 0.0003 | -26.054 | 0.437 | 26.8% | 369.60 | 27975 | 566.25 | 5 | 26.0% | -0.563 | -26.028 | 0.0003 | 17.155 | 550.50 | 582.00 | |||
| 370.30 | 344.00 | 17.092 | 0.0003 | -25.879 | 0.428 | 26.7% | 1 | 1 | 357.15 | 28000 | 579.65 | 3 | 25.8% | -0.572 | -25.850 | 0.0003 | 17.092 | 564.00 | 595.30 | |
| 358.30 | 332.50 | 17.022 | 0.0003 | -25.692 | 0.419 | 26.6% | 1 | 345.40 | 28025 | 592.50 | 25.8% | -0.581 | -25.660 | 0.0003 | 17.022 | 576.90 | 608.10 | |||
| 346.50 | 320.70 | 16.944 | 0.0003 | -25.492 | 0.411 | 26.5% | 333.60 | 28050 | 605.00 | 5 | 25.6% | -0.589 | -25.457 | 0.0003 | 16.944 | 589.00 | 621.00 | |||
| 338.60 | 307.20 | 16.859 | 0.0003 | -25.280 | 0.402 | 26.5% | 322.90 | 28075 | 619.40 | 25.5% | -0.598 | -25.242 | 0.0003 | 16.859 | 603.40 | 635.40 | ||||
| 328.20 | 296.20 | 16.767 | 0.0003 | -25.056 | 0.394 | 26.4% | 312.20 | 28100 | 633.00 | 25.4% | -0.606 | -25.015 | 0.0003 | 16.767 | 616.20 | 649.80 | ||||
| 316.00 | 285.60 | 16.665 | 0.0003 | -24.820 | 0.385 | 26.3% | 300.80 | 28125 | 643.20 | 25.1% | -0.615 | -24.776 | 0.0003 | 16.665 | 611.30 | 675.10 | ||||
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