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

15.0%

7520 strike

EXPECTED MOVE

$131.10

ATM straddle

MAX PAIN

$7,610.00

+1.2%

PUT/CALL VOLUME

1.57

29,421 / 18,695

NOV 17, 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
163.50	156.70	2.751	0.0016	-3.475	0.812	16.7%	4	28	160.10	7445	16.95	65	53	16.4%	-0.188	-3.492	0.0016	2.751	16.80	17.10
159.20	151.90	2.810	0.0017	-3.541	0.805	16.6%	23	101	155.55	7450	17.65	301	207	16.3%	-0.195	-3.558	0.0017	2.810	17.50	17.80
155.00	148.80	2.870	0.0017	-3.607	0.797	16.5%	8	19	151.90	7455	18.40	72	61	16.2%	-0.203	-3.624	0.0017	2.870	18.30	18.50
150.30	143.50	2.929	0.0018	-3.673	0.790	16.3%	8	10	146.90	7460	19.15	76	130	16.1%	-0.210	-3.689	0.0018	2.929	19.00	19.30
146.50	140.40	2.990	0.0018	-3.738	0.782	16.3%	17	24	143.45	7465	20.00	50	45	16.0%	-0.218	-3.753	0.0018	2.990	19.90	20.10
142.40	135.20	3.050	0.0019	-3.802	0.774	16.2%	6	15	138.80	7470	20.85	117	90	15.9%	-0.226	-3.816	0.0019	3.050	20.70	21.00
138.30	132.70	3.111	0.0019	-3.865	0.766	16.1%	28	53	135.50	7475	21.75	91	54	15.8%	-0.234	-3.878	0.0019	3.111	21.60	21.90
134.20	128.60	3.170	0.0020	-3.926	0.757	16.0%	114	88	131.40	7480	22.65	159	183	15.7%	-0.243	-3.939	0.0020	3.170	22.50	22.80
130.20	124.60	3.228	0.0020	-3.986	0.748	15.9%	171	109	127.40	7485	23.60	56	111	15.6%	-0.252	-3.999	0.0020	3.228	23.40	23.80
125.60	120.80	3.285	0.0021	-4.045	0.739	15.7%	96	79	123.20	7490	24.60	166	119	15.5%	-0.261	-4.057	0.0021	3.285	24.40	24.80
121.60	116.80	3.342	0.0021	-4.101	0.730	15.6%	105	51	119.20	7495	25.65	382	143	15.4%	-0.270	-4.112	0.0021	3.342	25.50	25.80
115.40	114.20	3.398	0.0022	-4.155	0.720	15.4%	180	273	114.80	7500	26.75	166	190	15.3%	-0.280	-4.166	0.0022	3.398	26.60	26.90
113.80	109.00	3.454	0.0022	-4.207	0.710	15.4%	66	146	111.40	7505	27.85	150	89	15.2%	-0.290	-4.217	0.0022	3.454	27.70	28.00
110.00	105.20	3.507	0.0023	-4.256	0.700	15.3%	258	106	107.60	7510	29.05	147	251	15.2%	-0.300	-4.266	0.0023	3.507	28.90	29.20
103.50	103.10	3.559	0.0023	-4.303	0.689	15.0%	81	101	103.30	7515	30.30	401	659	15.0%	-0.311	-4.311	0.0023	3.559	30.10	30.50
99.70	99.40	3.608	0.0024	-4.346	0.678	15.0%	191	131	99.55	7520	31.55	268	414	15.0%	-0.322	-4.354	0.0024	3.608	31.40	31.70
96.10	95.80	3.655	0.0024	-4.386	0.667	14.9%	138	74	95.95	7525	32.90	305	125	14.9%	-0.333	-4.393	0.0024	3.655	32.70	33.10
92.50	92.20	3.701	0.0025	-4.422	0.656	14.8%	44	29	92.35	7530	34.30	157	254	14.8%	-0.344	-4.429	0.0025	3.701	34.10	34.50
88.90	88.60	3.744	0.0025	-4.454	0.644	14.7%	57	42	88.75	7535	35.75	123	24	14.7%	-0.356	-4.460	0.0025	3.744	35.60	35.90
85.40	85.10	3.785	0.0026	-4.482	0.632	14.6%	66	74	85.25	7540	37.25	338	62	14.6%	-0.368	-4.488	0.0026	3.785	37.10	37.40
82.00	81.70	3.822	0.0026	-4.506	0.620	14.5%	48	103	81.85	7545	38.80	244	43	14.5%	-0.380	-4.511	0.0026	3.822	38.60	39.00
78.70	78.30	3.857	0.0026	-4.525	0.607	14.4%	127	299	78.50	7550	40.45	576	100	14.4%	-0.393	-4.529	0.0026	3.857	40.30	40.60
75.30	75.00	3.887	0.0027	-4.539	0.594	14.3%	35	116	75.15	7555	42.10	34	8	14.3%	-0.406	-4.543	0.0027	3.887	41.90	42.30
72.10	71.80	3.915	0.0027	-4.548	0.581	14.2%	66	57	71.95	7560	43.90	283	14	14.3%	-0.419	-4.552	0.0027	3.915	43.70	44.10
68.90	68.60	3.939	0.0028	-4.552	0.568	14.2%	64	77	68.75	7565	45.70	81	10	14.2%	-0.432	-4.555	0.0028	3.939	45.50	45.90
65.80	65.50	3.959	0.0028	-4.551	0.554	14.1%	32	98	65.65	7570	47.60	110	18	14.1%	-0.445	-4.553	0.0028	3.959	47.40	47.80
62.80	62.40	3.975	0.0028	-4.543	0.541	14.0%	460	307	62.60	7575	49.50	675	18	14.0%	-0.459	-4.545	0.0028	3.975	49.30	49.70
59.80	59.50	3.986	0.0028	-4.530	0.527	13.9%	82	98	59.65	7580	51.60	550	36	13.9%	-0.473	-4.531	0.0028	3.986	51.40	51.80
56.90	56.60	3.993	0.0029	-4.511	0.513	13.8%	60	66	56.75	7585	53.65	62		13.8%	-0.487	-4.512	0.0029	3.993	53.50	53.80
54.10	53.80	3.995	0.0029	-4.487	0.498	13.7%	93	83	53.95	7590	55.80	72	8	13.8%	-0.502	-4.486	0.0029	3.995	55.60	56.00
51.30	51.00	3.991	0.0029	-4.455	0.484	13.7%	117	104	51.15	7595	58.10	21	6	13.7%	-0.516	-4.455	0.0029	3.991	57.90	58.30

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 17, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS