SPX Options Chain

SPX $7,520.93 · Updated Nov 10, 4:00 PM ET

SPX is at $7,520.93. The nearest expiration, Nov 11, 2026 (1 day out), lists 287 strikes, with 173,543 calls and 190,395 puts traded in the latest session. At-the-money implied volatility is 24.9%. The at-the-money straddle prices a move of about $74.20 (1.0%) by expiration.

EXPIRATION

ATM IV

24.9%

7520 strike

EXPECTED MOVE

$74.20

ATM straddle

MAX PAIN

$7,550.00

+0.4%

PUT/CALL VOLUME

1.10

190,395 / 173,543

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
142.30	141.30	0.164	0.0009	-0.800	0.972	31.1%	135	109	141.80	7445	0.80	901	1,717	31.1%	-0.028	-0.800	0.0009	0.164	0.75	0.85
137.30	136.40	0.176	0.0009	-0.875	0.969	30.8%	930	1,176	136.85	7450	0.88	3,904	6,691	30.6%	-0.031	-0.875	0.0009	0.176	0.85	0.90
132.50	131.50	0.192	0.0010	-0.975	0.966	30.1%	238	179	132.00	7455	0.97	791	1,412	30.2%	-0.034	-0.975	0.0010	0.192	0.95	1.00
127.60	126.60	0.208	0.0012	-1.075	0.962	29.7%	561	217	127.10	7460	1.08	759	2,095	29.8%	-0.038	-1.075	0.0012	0.208	1.05	1.10
122.70	121.70	0.226	0.0013	-1.200	0.958	29.2%	200	120	122.20	7465	1.20	840	1,594	29.4%	-0.042	-1.200	0.0013	0.226	1.15	1.25
117.90	116.80	0.244	0.0014	-1.325	0.954	28.9%	926	240	117.35	7470	1.33	1,381	3,144	29.0%	-0.046	-1.325	0.0014	0.244	1.30	1.35
113.00	112.00	0.265	0.0015	-1.475	0.949	28.5%	647	454	112.50	7475	1.48	1,853	3,222	28.5%	-0.051	-1.475	0.0015	0.265	1.45	1.50
108.10	107.20	0.285	0.0017	-1.625	0.944	28.0%	1,043	319	107.65	7480	1.63	1,823	3,578	28.1%	-0.057	-1.625	0.0017	0.286	1.60	1.65
103.30	102.40	0.310	0.0019	-1.825	0.937	27.7%	1,144	283	102.85	7485	1.83	727	1,922	27.7%	-0.063	-1.825	0.0019	0.310	1.80	1.85
98.50	97.60	0.337	0.0020	-2.050	0.930	27.2%	1,795	367	98.05	7490	2.05	1,388	4,056	27.4%	-0.070	-2.050	0.0020	0.337	2.00	2.10
93.50	93.20	0.365	0.0023	-2.299	0.922	26.7%	1,848	322	93.35	7495	2.30	1,144	2,484	27.0%	-0.078	-2.299	0.0023	0.365	2.25	2.35
88.80	88.50	0.395	0.0025	-2.575	0.913	26.4%	4,901	1,328	88.65	7500	2.55	3,432	6,727	26.6%	-0.087	-2.575	0.0025	0.395	2.50	2.60
84.10	83.80	0.428	0.0027	-2.899	0.903	26.0%	1,877	509	83.95	7505	2.88	571	1,892	26.2%	-0.097	-2.899	0.0027	0.428	2.85	2.90
79.50	79.20	0.461	0.0030	-3.249	0.892	25.6%	4,980	1,483	79.35	7510	3.25	6,411	2,776	25.8%	-0.108	-3.249	0.0030	0.461	3.20	3.30
74.90	74.50	0.496	0.0033	-3.647	0.879	25.1%	2,818	1,063	74.70	7515	3.60	964	2,568	25.4%	-0.121	-3.647	0.0033	0.496	3.50	3.70
70.30	70.00	0.531	0.0036	-4.049	0.866	24.9%	3,629	916	70.15	7520	4.05	5,840	2,609	24.9%	-0.134	-4.049	0.0036	0.531	4.00	4.10
65.80	65.50	0.570	0.0039	-4.549	0.851	24.5%	3,355	964	65.65	7525	4.55	1,105	2,621	24.5%	-0.149	-4.549	0.0039	0.570	4.50	4.60
61.30	61.00	0.609	0.0043	-5.093	0.835	24.0%	3,712	897	61.15	7530	5.10	717	1,627	24.1%	-0.165	-5.093	0.0043	0.609	5.00	5.20
57.00	56.70	0.649	0.0047	-5.692	0.817	23.5%	2,377	465	56.85	7535	5.70	396	766	23.7%	-0.183	-5.692	0.0047	0.649	5.60	5.80
52.70	52.40	0.692	0.0050	-6.445	0.796	23.1%	3,356	684	52.55	7540	6.45	416	989	23.3%	-0.204	-6.445	0.0050	0.692	6.40	6.50
48.40	48.10	0.732	0.0055	-7.190	0.774	22.7%	2,437	776	48.25	7545	7.20	277	348	22.8%	-0.226	-7.190	0.0055	0.732	7.10	7.30
44.30	44.00	0.773	0.0059	-8.097	0.750	22.4%	10,413	3,742	44.15	7550	8.05	777	1,000	22.4%	-0.250	-8.097	0.0059	0.773	8.00	8.10
40.30	40.10	0.812	0.0063	-9.087	0.723	21.9%	2,626	960	40.20	7555	9.05	200	422	22.0%	-0.277	-9.087	0.0063	0.812	9.00	9.10
36.40	36.20	0.850	0.0068	-10.247	0.693	21.6%	3,202	1,093	36.30	7560	10.20	847	747	21.6%	-0.307	-10.247	0.0068	0.850	10.10	10.30
32.70	32.40	0.884	0.0072	-11.501	0.662	21.2%	2,664	1,014	32.55	7565	11.50	237	218	21.2%	-0.338	-11.501	0.0072	0.884	11.40	11.60
29.20	28.90	0.914	0.0076	-12.984	0.627	20.8%	4,030	1,500	29.05	7570	12.95	786	462	20.9%	-0.373	-12.984	0.0076	0.914	12.90	13.00
25.80	25.60	0.937	0.0079	-14.633	0.590	20.5%	6,201	3,505	25.70	7575	14.60	548	459	20.5%	-0.410	-14.633	0.0079	0.937	14.50	14.70
22.60	22.50	0.953	0.0082	-16.481	0.551	20.1%	5,843	3,254	22.55	7580	16.50	1,828	693	20.2%	-0.449	-16.481	0.0082	0.953	16.40	16.60
19.70	19.50	0.960	0.0083	-18.579	0.510	19.9%	4,261	2,267	19.60	7585	18.55	259	147	19.9%	-0.490	-18.579	0.0083	0.960	18.50	18.60
17.00	16.90	0.957	0.0084	-16.970	0.468	19.6%	3,887	2,158	16.95	7590	20.90	262	192	19.7%	-0.532	-16.970	0.0084	0.957	20.80	21.00
14.60	14.40	0.944	0.0084	-14.518	0.425	19.4%	2,382	969	14.50	7595	23.40	261	167	19.4%	-0.575	-14.518	0.0084	0.944	23.30	23.50

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

EXPIRATION

NOV 11, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS