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

16.0%

7520 strike

EXPECTED MOVE

$147.30

ATM straddle

MAX PAIN

$7,600.00

+1.1%

PUT/CALL VOLUME

1.64

10,898 / 6,626

NOV 18, 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
170.10	162.80	3.203	0.0016	-3.735	0.783	17.6%	1	12	166.45	7445	23.20	183	48	17.3%	-0.217	-3.753	0.0016	3.203	23.10	23.30
165.90	158.60	3.259	0.0016	-3.788	0.776	17.5%	12	309	162.25	7450	23.95	327	81	17.2%	-0.224	-3.806	0.0016	3.259	23.80	24.10
161.80	154.50	3.315	0.0016	-3.841	0.769	17.4%	2	27	158.15	7455	24.85	51	16	17.1%	-0.231	-3.858	0.0016	3.315	24.70	25.00
157.70	150.80	3.371	0.0017	-3.892	0.762	17.3%	10	624	154.25	7460	25.75	163	29	17.0%	-0.238	-3.909	0.0017	3.371	25.60	25.90
153.60	146.30	3.425	0.0017	-3.942	0.754	17.2%	34	428	149.95	7465	26.75	138	8	17.0%	-0.245	-3.959	0.0017	3.425	26.60	26.90
149.60	142.30	3.479	0.0018	-3.992	0.747	17.1%	8	10	145.95	7470	27.65	246	32	16.9%	-0.253	-4.007	0.0018	3.479	27.50	27.80
145.40	138.60	3.532	0.0018	-4.040	0.739	17.0%	6	19	142.00	7475	28.65	244	42	16.8%	-0.261	-4.055	0.0018	3.532	28.50	28.80
141.50	134.70	3.584	0.0018	-4.087	0.731	16.9%	14	53	138.10	7480	29.75	190	23	16.7%	-0.269	-4.101	0.0018	3.584	29.60	29.90
137.10	130.80	3.637	0.0019	-4.131	0.723	16.7%	5	12	133.95	7485	30.85	62	5	16.6%	-0.277	-4.145	0.0019	3.637	30.70	31.00
133.70	126.90	3.688	0.0019	-4.175	0.714	16.7%	141	171	130.30	7490	31.95	175	30	16.5%	-0.286	-4.188	0.0019	3.688	31.80	32.10
129.80	123.10	3.739	0.0019	-4.216	0.705	16.6%	21	25	126.45	7495	33.10	155	20	16.4%	-0.295	-4.229	0.0019	3.739	32.90	33.30
122.70	122.40	3.788	0.0020	-4.256	0.696	16.3%	88	599	122.55	7500	34.30	971	58	16.3%	-0.304	-4.267	0.0020	3.788	34.10	34.50
118.90	118.60	3.835	0.0020	-4.293	0.687	16.2%	80	65	118.75	7505	35.55	288	14	16.2%	-0.313	-4.304	0.0020	3.835	35.40	35.70
115.20	114.90	3.881	0.0020	-4.328	0.678	16.2%	101	87	115.05	7510	36.80	8,096	33	16.1%	-0.322	-4.338	0.0020	3.881	36.60	37.00
111.60	111.20	3.925	0.0021	-4.360	0.668	16.1%	14	9	111.40	7515	38.15	63	30	16.1%	-0.332	-4.370	0.0021	3.925	38.00	38.30
107.90	107.60	3.968	0.0021	-4.390	0.658	16.0%	61	51	107.75	7520	39.55	8,747	35	16.0%	-0.342	-4.399	0.0021	3.968	39.40	39.70
104.40	104.00	4.009	0.0022	-4.417	0.648	15.9%	15	36	104.20	7525	40.95	198	20	15.9%	-0.351	-4.426	0.0022	4.009	40.80	41.10
100.80	100.50	4.048	0.0022	-4.441	0.638	15.8%	11	16	100.65	7530	42.40	219	60	15.8%	-0.362	-4.449	0.0022	4.048	42.20	42.60
97.40	97.00	4.085	0.0022	-4.462	0.628	15.7%	8	18	97.20	7535	43.95	33	13	15.7%	-0.372	-4.469	0.0022	4.085	43.80	44.10
93.90	93.60	4.119	0.0023	-4.480	0.617	15.6%	81	74	93.75	7540	45.50	158	57	15.6%	-0.383	-4.486	0.0023	4.119	45.30	45.70
90.60	90.20	4.150	0.0023	-4.494	0.606	15.5%	5	9	90.40	7545	47.15	96	77	15.5%	-0.394	-4.500	0.0023	4.150	47.00	47.30
87.20	86.90	4.179	0.0023	-4.505	0.595	15.4%	98	83	87.05	7550	48.85	189	74	15.4%	-0.405	-4.510	0.0023	4.179	48.70	49.00
84.00	83.70	4.205	0.0024	-4.512	0.584	15.3%	106	103	83.85	7555	50.55	37	8	15.4%	-0.416	-4.516	0.0024	4.205	50.40	50.70
80.80	80.50	4.229	0.0024	-4.515	0.573	15.3%	6	73	80.65	7560	52.35	219	8	15.3%	-0.427	-4.519	0.0024	4.229	52.20	52.50
77.60	77.30	4.249	0.0024	-4.514	0.561	15.2%	15	31	77.45	7565	54.15	51	11	15.2%	-0.439	-4.517	0.0024	4.249	54.00	54.30
74.50	74.20	4.266	0.0024	-4.510	0.549	15.1%	45	76	74.35	7570	56.10	177	4	15.1%	-0.451	-4.512	0.0024	4.266	55.90	56.30
71.50	71.20	4.279	0.0024	-4.500	0.537	15.0%	54	151	71.35	7575	58.05	658	9	15.0%	-0.463	-4.502	0.0024	4.279	57.90	58.20
68.60	68.20	4.289	0.0025	-4.487	0.525	14.9%	270	347	68.40	7580	60.10	4,272	129	14.9%	-0.475	-4.489	0.0025	4.289	59.90	60.30
65.70	65.30	4.295	0.0025	-4.470	0.513	14.8%	90	245	65.50	7585	62.20	71	4	14.9%	-0.487	-4.470	0.0025	4.295	62.00	62.40
62.90	62.50	4.297	0.0025	-4.448	0.500	14.8%	21	301	62.70	7590	64.35	542	9	14.8%	-0.499	-4.448	0.0025	4.297	64.20	64.50
60.10	59.70	4.295	0.0025	-4.422	0.488	14.7%	15	53	59.90	7595	66.55	300	2	14.7%	-0.512	-4.421	0.0025	4.295	66.40	66.70

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 18, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS