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

16.4%

7520 strike

EXPECTED MOVE

$167.85

ATM straddle

MAX PAIN

$7,595.00

+1.0%

PUT/CALL VOLUME

1.43

124,832 / 87,145

NOV 20, 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
178.90	174.10	3.849	0.0014	-3.625	0.756	17.7%	97	152	176.50	7445	31.30	310	185	17.7%	-0.244	-3.642	0.0014	3.849	31.10	31.50
173.30	171.80	3.900	0.0015	-3.661	0.749	17.6%	317	866	172.55	7450	32.30	3,411	531	17.6%	-0.251	-3.678	0.0015	3.900	32.10	32.50
170.80	166.00	3.951	0.0015	-3.696	0.743	17.5%	64	153	168.40	7455	33.20	273	338	17.5%	-0.257	-3.712	0.0015	3.951	33.00	33.40
164.90	164.10	4.001	0.0015	-3.731	0.736	17.4%	150	299	164.50	7460	34.20	752	313	17.4%	-0.264	-3.746	0.0015	4.001	34.00	34.40
162.10	160.00	4.051	0.0016	-3.764	0.729	17.5%	16	47	161.05	7465	35.25	195	447	17.3%	-0.271	-3.779	0.0016	4.051	35.00	35.50
158.30	154.10	4.101	0.0016	-3.796	0.722	17.4%	15	60	156.20	7470	36.35	5,388	364	17.3%	-0.278	-3.811	0.0016	4.101	36.10	36.60
153.10	152.30	4.150	0.0016	-3.828	0.715	17.2%	93	91	152.70	7475	37.40	1,010	516	17.2%	-0.285	-3.841	0.0016	4.150	37.20	37.60
149.20	148.40	4.199	0.0016	-3.858	0.708	17.1%	30	67	148.80	7480	38.50	559	266	17.1%	-0.292	-3.871	0.0016	4.199	38.30	38.70
146.10	142.50	4.246	0.0017	-3.886	0.700	17.1%	7	43	144.30	7485	39.65	977	326	17.0%	-0.300	-3.899	0.0017	4.246	39.40	39.90
141.40	140.90	4.292	0.0017	-3.914	0.693	16.9%	66	120	141.15	7490	40.85	918	682	16.9%	-0.307	-3.925	0.0017	4.292	40.60	41.10
137.60	137.10	4.337	0.0017	-3.939	0.685	16.8%	44	67	137.35	7495	42.05	235	125	16.8%	-0.315	-3.951	0.0017	4.337	41.80	42.30
133.80	133.20	4.380	0.0018	-3.964	0.677	16.7%	767	1,558	133.50	7500	43.30	9,142	1,083	16.7%	-0.323	-3.974	0.0018	4.380	43.10	43.50
130.10	129.60	4.423	0.0018	-3.986	0.669	16.6%	133	70	129.85	7505	44.70	86	42	16.7%	-0.331	-3.997	0.0018	4.423	44.50	44.90
126.60	126.00	4.464	0.0018	-4.008	0.660	16.6%	98	201	126.30	7510	46.00	297	230	16.6%	-0.340	-4.017	0.0018	4.464	45.80	46.20
122.90	122.40	4.504	0.0018	-4.027	0.652	16.5%	89	85	122.65	7515	47.30	150	105	16.5%	-0.348	-4.035	0.0018	4.504	47.10	47.50
119.40	118.80	4.543	0.0019	-4.044	0.643	16.4%	92	269	119.10	7520	48.75	248	62	16.4%	-0.357	-4.052	0.0019	4.543	48.50	49.00
115.80	115.30	4.579	0.0019	-4.059	0.634	16.3%	96	473	115.55	7525	50.20	564	186	16.3%	-0.366	-4.067	0.0019	4.579	50.00	50.40
112.30	111.80	4.614	0.0019	-4.072	0.625	16.2%	35	95	112.05	7530	51.70	635	93	16.2%	-0.375	-4.079	0.0019	4.614	51.50	51.90
108.90	108.40	4.646	0.0019	-4.083	0.616	16.1%	60	256	108.65	7535	53.35	274	96	16.1%	-0.384	-4.090	0.0019	4.646	53.10	53.60
105.50	105.00	4.676	0.0020	-4.092	0.607	16.0%	141	262	105.25	7540	54.95	409	170	16.0%	-0.393	-4.098	0.0020	4.676	54.70	55.20
102.10	101.60	4.705	0.0020	-4.098	0.598	15.9%	45	508	101.85	7545	56.45	270	152	16.0%	-0.402	-4.104	0.0020	4.705	56.20	56.70
98.70	98.20	4.731	0.0020	-4.102	0.588	15.9%	435	1,728	98.45	7550	58.25	2,632	350	15.9%	-0.412	-4.107	0.0020	4.731	58.00	58.50
95.60	95.00	4.755	0.0020	-4.104	0.578	15.8%	274	313	95.30	7555	59.85	183	31	15.8%	-0.422	-4.108	0.0020	4.755	59.60	60.10
92.30	91.80	4.777	0.0020	-4.103	0.568	15.7%	77	255	92.05	7560	61.65	414	92	15.7%	-0.432	-4.106	0.0020	4.777	61.40	61.90
89.20	88.70	4.795	0.0021	-4.099	0.558	15.6%	38	126	88.95	7565	63.55	177	6	15.6%	-0.442	-4.102	0.0021	4.795	63.30	63.80
86.10	85.60	4.811	0.0021	-4.092	0.548	15.5%	121	223	85.85	7570	65.50	520	109	15.5%	-0.452	-4.095	0.0021	4.811	65.20	65.80
83.00	82.50	4.824	0.0021	-4.083	0.538	15.4%	128	350	82.75	7575	67.45	448	104	15.4%	-0.462	-4.085	0.0021	4.824	67.20	67.70
80.00	79.50	4.833	0.0021	-4.071	0.527	15.4%	61	273	79.75	7580	69.45	601	565	15.4%	-0.473	-4.072	0.0021	4.833	69.20	69.70
77.10	76.60	4.840	0.0021	-4.056	0.517	15.3%	15	119	76.85	7585	71.35	161	38	15.3%	-0.483	-4.057	0.0021	4.840	71.10	71.60
74.20	73.70	4.844	0.0022	-4.038	0.506	15.2%	45	510	73.95	7590	73.45	644	109	15.2%	-0.494	-4.038	0.0022	4.844	73.20	73.70
71.30	70.80	4.844	0.0022	-4.018	0.495	15.1%	7	102	71.05	7595	75.65	143	12	15.1%	-0.505	-4.017	0.0022	4.844	75.40	75.90

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 20, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS