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 25.0%. The at-the-money straddle prices a move of about $73.70 (1.0%) by expiration.

EXPIRATION

ATM IV

19.4%

7520 strike

EXPECTED MOVE

$90.05

ATM straddle

MAX PAIN

$7,600.00

+1.1%

PUT/CALL VOLUME

1.24

52,434 / 42,317

NOV 12, 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
145.20	144.20	0.731	0.0015	-3.763	0.917	22.0%	55	169	144.70	7445	3.85	261	276	22.2%	-0.083	-3.780	0.0015	0.731	3.80	3.90
140.50	139.50	0.769	0.0016	-4.053	0.911	21.8%	61	312	140.00	7450	4.15	1,006	1,167	22.0%	-0.089	-4.070	0.0016	0.769	4.10	4.20
137.90	132.50	0.808	0.0017	-4.364	0.904	22.4%	61	49	135.20	7455	4.50	265	453	21.8%	-0.096	-4.380	0.0017	0.808	4.40	4.60
131.20	130.20	0.850	0.0018	-4.697	0.897	21.5%	86	111	130.70	7460	4.85	233	368	21.6%	-0.102	-4.712	0.0018	0.850	4.80	4.90
126.70	125.50	0.893	0.0019	-5.052	0.890	21.3%	105	159	126.10	7465	5.20	518	491	21.4%	-0.110	-5.067	0.0019	0.893	5.10	5.30
122.10	120.90	0.936	0.0020	-5.432	0.882	21.2%	126	155	121.50	7470	5.65	356	455	21.3%	-0.118	-5.446	0.0020	0.936	5.60	5.70
117.50	116.30	0.981	0.0021	-5.835	0.874	21.0%	398	290	116.90	7475	6.10	404	417	21.1%	-0.126	-5.849	0.0021	0.981	6.00	6.20
113.00	111.80	1.028	0.0022	-6.262	0.865	20.9%	212	96	112.40	7480	6.60	269	433	20.9%	-0.135	-6.275	0.0022	1.028	6.50	6.70
108.50	107.40	1.076	0.0024	-6.714	0.855	20.7%	277	99	107.95	7485	7.10	338	392	20.7%	-0.145	-6.726	0.0024	1.076	7.00	7.20
103.90	102.90	1.124	0.0025	-7.189	0.845	20.5%	260	141	103.40	7490	7.70	353	505	20.6%	-0.155	-7.201	0.0025	1.124	7.60	7.80
99.70	98.50	1.172	0.0026	-7.688	0.834	20.3%	203	221	99.10	7495	8.30	317	548	20.4%	-0.166	-7.699	0.0026	1.172	8.20	8.40
95.30	94.30	1.223	0.0028	-8.208	0.823	20.1%	1,627	660	94.80	7500	8.90	1,112	1,824	20.2%	-0.177	-8.219	0.0028	1.223	8.80	9.00
90.90	90.00	1.273	0.0029	-8.748	0.811	19.9%	406	147	90.45	7505	9.60	277	325	20.0%	-0.189	-8.758	0.0029	1.273	9.50	9.70
86.60	85.70	1.323	0.0031	-9.306	0.798	19.8%	549	425	86.15	7510	10.40	435	662	19.8%	-0.202	-9.315	0.0031	1.323	10.30	10.50
82.40	81.50	1.373	0.0032	-9.878	0.784	19.6%	349	168	81.95	7515	11.20	264	265	19.6%	-0.216	-9.886	0.0032	1.373	11.10	11.30
78.50	77.40	1.423	0.0034	-10.458	0.769	19.4%	477	818	77.95	7520	12.10	264	484	19.5%	-0.231	-10.466	0.0034	1.423	12.00	12.20
74.20	73.30	1.472	0.0035	-11.044	0.754	19.2%	790	392	73.75	7525	13.00	265	182	19.3%	-0.246	-11.051	0.0035	1.472	12.90	13.10
70.40	69.30	1.520	0.0037	-11.627	0.738	19.1%	631	410	69.85	7530	14.00	370	502	19.1%	-0.262	-11.634	0.0037	1.520	13.90	14.10
66.30	65.40	1.566	0.0038	-12.203	0.721	18.8%	264	128	65.85	7535	15.10	110	98	18.9%	-0.279	-12.209	0.0038	1.566	15.00	15.20
62.40	61.90	1.612	0.0040	-12.760	0.704	18.6%	610	535	62.15	7540	16.25	269	226	18.7%	-0.296	-12.766	0.0040	1.612	16.10	16.40
58.60	58.20	1.654	0.0041	-13.292	0.685	18.5%	272	224	58.40	7545	17.50	356	364	18.5%	-0.315	-13.297	0.0041	1.654	17.40	17.60
54.90	54.60	1.693	0.0043	-13.788	0.665	18.3%	1,162	924	54.75	7550	18.85	689	414	18.3%	-0.335	-13.793	0.0043	1.693	18.70	19.00
51.30	51.00	1.730	0.0044	-14.238	0.645	18.1%	651	540	51.15	7555	20.25	126	54	18.2%	-0.355	-14.241	0.0044	1.730	20.10	20.40
47.90	47.50	1.762	0.0045	-14.628	0.624	18.0%	821	481	47.70	7560	21.80	186	92	18.0%	-0.376	-14.631	0.0045	1.762	21.70	21.90
44.50	44.20	1.790	0.0047	-14.950	0.602	17.8%	524	189	44.35	7565	23.45	289	242	17.8%	-0.398	-14.953	0.0047	1.790	23.30	23.60
41.30	41.00	1.813	0.0048	-15.193	0.579	17.6%	670	427	41.15	7570	25.25	204	116	17.7%	-0.421	-15.195	0.0048	1.813	25.10	25.40
38.20	37.80	1.831	0.0049	-15.344	0.556	17.4%	658	325	38.00	7575	27.05	312	168	17.5%	-0.444	-15.345	0.0049	1.831	26.90	27.20
35.20	34.80	1.843	0.0049	-15.396	0.531	17.3%	998	669	35.00	7580	29.15	247	147	17.3%	-0.469	-15.396	0.0049	1.843	29.00	29.30
32.30	32.00	1.848	0.0050	-15.342	0.507	17.1%	508	115	32.15	7585	31.25	110	22	17.2%	-0.493	-15.343	0.0050	1.848	31.10	31.40
29.50	29.30	1.847	0.0050	-15.177	0.482	17.0%	528	200	29.40	7590	33.55	256	30	17.0%	-0.518	-15.177	0.0050	1.847	33.40	33.70
26.90	26.60	1.838	0.0051	-14.901	0.456	16.9%	423	248	26.75	7595	35.95	216	56	16.9%	-0.544	-14.900	0.0051	1.838	35.80	36.10

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

EXPIRATION

NOV 12, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS