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

14.6%

7520 strike

EXPECTED MOVE

$119.80

ATM straddle

MAX PAIN

$7,625.00

+1.4%

PUT/CALL VOLUME

0.90

20,735 / 23,038

NOV 16, 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
158.10	153.10	2.333	0.0017	-3.390	0.835	16.3%	1	33	155.60	7445	12.90	121	60	16.1%	-0.165	-3.408	0.0017	2.333	12.80	13.00
153.80	148.70	2.395	0.0017	-3.474	0.828	16.2%	19	60	151.25	7450	13.50	2,889	1,247	16.0%	-0.172	-3.490	0.0017	2.395	13.40	13.60
149.40	144.40	2.458	0.0018	-3.558	0.820	16.1%	8	31	146.90	7455	14.20	213	29	15.9%	-0.180	-3.573	0.0018	2.458	14.10	14.30
145.10	140.00	2.521	0.0018	-3.641	0.813	16.0%	15	28	142.55	7460	14.85	278	94	15.8%	-0.187	-3.656	0.0018	2.521	14.70	15.00
140.80	135.80	2.583	0.0019	-3.724	0.805	15.9%	5	84	138.30	7465	15.60	483	111	15.7%	-0.195	-3.739	0.0019	2.583	15.50	15.70
136.60	131.50	2.645	0.0020	-3.807	0.796	15.8%	3	176	134.05	7470	16.35	320	40	15.6%	-0.204	-3.821	0.0020	2.645	16.20	16.50
132.40	127.30	2.707	0.0020	-3.888	0.788	15.7%	45	187	129.85	7475	17.15	442	81	15.5%	-0.212	-3.902	0.0020	2.707	17.00	17.30
128.20	123.20	2.770	0.0021	-3.969	0.779	15.6%	225	308	125.70	7480	18.00	250	153	15.4%	-0.221	-3.982	0.0021	2.770	17.90	18.10
124.10	119.00	2.833	0.0022	-4.048	0.769	15.5%	80	140	121.55	7485	18.85	109	88	15.3%	-0.231	-4.061	0.0022	2.833	18.70	19.00
120.00	115.00	2.896	0.0022	-4.126	0.760	15.4%	86	106	117.50	7490	19.85	139	88	15.2%	-0.240	-4.138	0.0022	2.896	19.70	20.00
116.00	110.90	2.957	0.0023	-4.202	0.750	15.3%	145	118	113.45	7495	20.75	200	241	15.1%	-0.250	-4.213	0.0023	2.957	20.60	20.90
109.50	108.40	3.016	0.0023	-4.275	0.739	15.0%	474	499	108.95	7500	21.75	1,494	816	15.0%	-0.261	-4.285	0.0023	3.016	21.60	21.90
106.90	104.70	3.075	0.0024	-4.346	0.729	15.2%	75	140	105.80	7505	22.75	86	90	14.9%	-0.271	-4.356	0.0024	3.075	22.60	22.90
102.90	100.70	3.133	0.0025	-4.414	0.718	15.0%	204	197	101.80	7510	23.95	435	146	14.8%	-0.282	-4.423	0.0025	3.133	23.80	24.10
97.60	97.00	3.190	0.0025	-4.479	0.706	14.7%	75	94	97.30	7515	25.05	146	69	14.7%	-0.294	-4.487	0.0025	3.190	24.90	25.20
93.70	93.40	3.244	0.0026	-4.539	0.695	14.6%	82	262	93.55	7520	26.25	183	88	14.6%	-0.305	-4.547	0.0026	3.244	26.10	26.40
90.00	89.60	3.296	0.0027	-4.596	0.682	14.5%	41	173	89.80	7525	27.55	232	84	14.5%	-0.318	-4.604	0.0027	3.296	27.40	27.70
86.30	86.00	3.346	0.0027	-4.648	0.670	14.4%	136	57	86.15	7530	28.85	188	163	14.4%	-0.330	-4.655	0.0027	3.346	28.70	29.00
82.80	82.40	3.393	0.0028	-4.696	0.657	14.3%	122	121	82.60	7535	30.25	206	67	14.3%	-0.343	-4.702	0.0028	3.393	30.10	30.40
79.20	78.90	3.439	0.0028	-4.738	0.644	14.2%	117	241	79.05	7540	31.75	457	278	14.2%	-0.356	-4.744	0.0028	3.439	31.60	31.90
75.70	75.40	3.481	0.0029	-4.775	0.630	14.1%	79	254	75.55	7545	33.25	211	399	14.1%	-0.370	-4.780	0.0029	3.481	33.10	33.40
72.30	72.00	3.518	0.0029	-4.805	0.616	14.0%	260	435	72.15	7550	34.95	826	111	14.0%	-0.384	-4.810	0.0029	3.518	34.80	35.10
69.00	68.60	3.552	0.0030	-4.829	0.602	14.0%	60	124	68.80	7555	36.55	279	19	14.0%	-0.398	-4.833	0.0030	3.552	36.40	36.70
65.70	65.40	3.583	0.0030	-4.847	0.588	13.9%	93	151	65.55	7560	38.25	493	32	13.9%	-0.412	-4.850	0.0030	3.583	38.10	38.40
62.60	62.20	3.609	0.0031	-4.857	0.573	13.8%	342	277	62.40	7565	40.05	149	33	13.8%	-0.427	-4.860	0.0031	3.609	39.90	40.20
59.40	59.10	3.631	0.0031	-4.860	0.558	13.7%	87	176	59.25	7570	41.95	242	16	13.7%	-0.442	-4.862	0.0031	3.631	41.80	42.10
56.40	56.00	3.648	0.0032	-4.855	0.542	13.6%	139	396	56.20	7575	43.95	578	345	13.6%	-0.458	-4.857	0.0032	3.648	43.80	44.10
53.40	53.10	3.659	0.0032	-4.843	0.527	13.5%	128	117	53.25	7580	45.95	335	114	13.5%	-0.473	-4.843	0.0032	3.659	45.80	46.10
50.60	50.20	3.666	0.0032	-4.822	0.511	13.4%	82	139	50.40	7585	48.10	138	30	13.4%	-0.489	-4.822	0.0032	3.666	47.90	48.30
47.80	47.40	3.667	0.0032	-4.793	0.495	13.3%	140	351	47.60	7590	50.30	178	109	13.4%	-0.505	-4.793	0.0032	3.667	50.10	50.50
45.10	44.70	3.662	0.0033	-4.756	0.478	13.3%	119	146	44.90	7595	52.60	155	90	13.3%	-0.522	-4.755	0.0033	3.662	52.40	52.80

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

EXPIRATION

NOV 16, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS