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

15.2%

7520 strike

EXPECTED MOVE

$177.50

ATM straddle

MAX PAIN

$7,650.00

+1.7%

PUT/CALL VOLUME

2.46

6,837 / 2,779

NOV 23, 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
185.70	178.90	4.528	0.0014	-2.976	0.745	16.5%		5	182.30	7445	35.40	47	6	16.4%	-0.255	-2.994	0.0014	4.528	35.20	35.60
181.60	175.10	4.582	0.0014	-3.000	0.738	16.4%	10	428	178.35	7450	36.40	492	33	16.3%	-0.262	-3.018	0.0014	4.582	36.20	36.60
177.60	171.10	4.635	0.0014	-3.024	0.732	16.4%		14	174.35	7455	37.40	261	14	16.2%	-0.268	-3.041	0.0014	4.635	37.20	37.60
173.70	167.20	4.688	0.0015	-3.047	0.726	16.3%	3	12	170.45	7460	38.45	576	36	16.1%	-0.274	-3.063	0.0015	4.688	38.20	38.70
169.70	163.20	4.740	0.0015	-3.069	0.719	16.2%	1	11	166.45	7465	39.45	246	3	16.1%	-0.281	-3.085	0.0015	4.740	39.20	39.70
165.80	159.30	4.793	0.0015	-3.091	0.712	16.1%	9	5	162.55	7470	40.50	187	9	16.0%	-0.288	-3.106	0.0015	4.793	40.20	40.80
162.00	155.40	4.844	0.0016	-3.111	0.706	16.1%		42	158.70	7475	41.65	202	106	15.9%	-0.294	-3.126	0.0016	4.844	41.40	41.90
158.10	151.60	4.894	0.0016	-3.131	0.699	16.0%	9	28	154.85	7480	42.80	199	27	15.8%	-0.301	-3.145	0.0016	4.894	42.50	43.10
150.40	149.90	4.943	0.0016	-3.150	0.691	15.7%	9	11	150.15	7485	43.95	31	52	15.7%	-0.309	-3.163	0.0016	4.943	43.70	44.20
146.60	146.10	4.990	0.0016	-3.167	0.684	15.6%		25	146.35	7490	45.20	356	274	15.7%	-0.316	-3.180	0.0016	4.990	44.90	45.50
142.90	142.20	5.036	0.0016	-3.184	0.677	15.6%	14	17	142.55	7495	46.40	54	3	15.6%	-0.323	-3.196	0.0016	5.036	46.10	46.70
139.10	138.60	5.081	0.0017	-3.199	0.669	15.5%	218	415	138.85	7500	47.65	903	636	15.5%	-0.331	-3.211	0.0017	5.081	47.40	47.90
135.50	134.80	5.125	0.0017	-3.213	0.661	15.4%	1	18	135.15	7505	49.00	26	51	15.4%	-0.339	-3.224	0.0017	5.125	48.70	49.30
131.80	131.30	5.168	0.0017	-3.226	0.653	15.3%	30	137	131.55	7510	50.35	89	11	15.3%	-0.346	-3.236	0.0017	5.168	50.10	50.60
128.20	127.70	5.210	0.0017	-3.238	0.645	15.2%	11	18	127.95	7515	51.70	70	19	15.2%	-0.354	-3.248	0.0017	5.210	51.40	52.00
124.60	124.10	5.250	0.0018	-3.248	0.637	15.2%	6	100	124.35	7520	53.15	67	54	15.2%	-0.363	-3.257	0.0018	5.250	52.90	53.40
121.10	120.60	5.288	0.0018	-3.257	0.629	15.1%	6	24	120.85	7525	54.60	130	10	15.1%	-0.371	-3.265	0.0018	5.288	54.30	54.90
117.60	117.10	5.323	0.0018	-3.264	0.621	15.0%	2	97	117.35	7530	56.10	143	115	15.0%	-0.379	-3.272	0.0018	5.323	55.80	56.40
114.20	113.50	5.357	0.0018	-3.270	0.612	14.9%	5	8	113.85	7535	57.65	115	50	14.9%	-0.388	-3.277	0.0018	5.357	57.40	57.90
110.80	110.10	5.388	0.0018	-3.275	0.603	14.8%	18	29	110.45	7540	59.25	115	114	14.8%	-0.397	-3.281	0.0018	5.388	59.00	59.50
107.40	106.90	5.418	0.0019	-3.277	0.594	14.8%	7	13	107.15	7545	60.85	60	35	14.8%	-0.406	-3.283	0.0019	5.418	60.60	61.10
104.10	103.50	5.445	0.0019	-3.278	0.585	14.7%	48	157	103.80	7550	62.55	975	121	14.7%	-0.415	-3.283	0.0019	5.445	62.30	62.80
100.80	100.30	5.470	0.0019	-3.277	0.576	14.6%	4	38	100.55	7555	64.25	54		14.6%	-0.424	-3.282	0.0019	5.470	64.00	64.50
97.60	97.00	5.493	0.0019	-3.275	0.567	14.5%	2	53	97.30	7560	66.05	63	8	14.5%	-0.433	-3.279	0.0019	5.493	65.80	66.30
94.50	93.80	5.512	0.0020	-3.270	0.557	14.4%		36	94.15	7565	67.85	56	5	14.5%	-0.443	-3.274	0.0020	5.512	67.60	68.10
91.30	90.60	5.529	0.0020	-3.264	0.548	14.4%	18	105	90.95	7570	69.75	222	88	14.4%	-0.452	-3.267	0.0020	5.529	69.40	70.10
88.20	87.70	5.543	0.0020	-3.256	0.538	14.3%	18	116	87.95	7575	71.65	342	39	14.3%	-0.462	-3.258	0.0020	5.543	71.40	71.90
85.10	84.60	5.553	0.0020	-3.246	0.528	14.2%	3	64	84.85	7580	73.55	237	14	14.2%	-0.472	-3.247	0.0020	5.553	73.30	73.80
82.20	81.60	5.561	0.0020	-3.233	0.518	14.1%		15	81.90	7585	75.60	36	13	14.1%	-0.482	-3.234	0.0020	5.561	75.30	75.90
79.20	78.70	5.566	0.0020	-3.219	0.508	14.1%	50	86	78.95	7590	77.65	82	34	14.1%	-0.492	-3.219	0.0020	5.566	77.40	77.90
76.40	75.70	5.567	0.0020	-3.203	0.498	14.0%		24	76.05	7595	79.75	22		14.0%	-0.502	-3.203	0.0020	5.567	79.50	80.00

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 23, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS