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

15.4%

7520 strike

EXPECTED MOVE

$193.40

ATM straddle

MAX PAIN

$7,625.00

+1.4%

PUT/CALL VOLUME

1.27

3,452 / 2,728

NOV 25, 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
201.50	184.20	5.014	0.0013	-2.879	0.730	17.1%	1	7	192.85	7445	41.80	11	1	16.6%	-0.270	-2.899	0.0013	5.014	41.50	42.10
197.50	180.10	5.066	0.0013	-2.897	0.724	17.0%		237	188.80	7450	42.75	580	37	16.5%	-0.276	-2.917	0.0013	5.066	42.50	43.00
192.50	173.90	5.117	0.0014	-2.915	0.718	16.6%			183.20	7455	43.85	7	7	16.5%	-0.282	-2.933	0.0014	5.117	43.60	44.10
188.20	171.50	5.167	0.0014	-2.932	0.712	16.7%		26	179.85	7460	44.90	153	3	16.4%	-0.288	-2.950	0.0014	5.167	44.60	45.20
186.10	167.50	5.217	0.0014	-2.948	0.706	16.8%			176.80	7465	46.00	6	6	16.3%	-0.294	-2.965	0.0014	5.217	45.70	46.30
180.20	163.00	5.265	0.0014	-2.964	0.700	16.4%	1	17	171.60	7470	47.10	39	3	16.2%	-0.300	-2.980	0.0014	5.265	46.80	47.40
167.00	166.30	5.313	0.0014	-2.978	0.693	16.2%		14	166.65	7475	48.25	665	340	16.1%	-0.307	-2.994	0.0014	5.313	48.00	48.50
163.20	162.50	5.359	0.0015	-2.992	0.687	16.1%	5	27	162.85	7480	49.40	57	28	16.1%	-0.313	-3.007	0.0015	5.359	49.10	49.70
159.40	158.70	5.404	0.0015	-3.006	0.680	16.0%	21	18	159.05	7485	50.60	4	9	16.0%	-0.320	-3.020	0.0015	5.404	50.30	50.90
155.60	155.00	5.448	0.0015	-3.018	0.673	15.9%	31	30	155.30	7490	51.85	108	5	15.9%	-0.327	-3.032	0.0015	5.448	51.60	52.10
151.90	151.20	5.492	0.0015	-3.029	0.666	15.8%	11	8	151.55	7495	53.10	13	14	15.8%	-0.334	-3.042	0.0015	5.492	52.80	53.40
148.20	147.50	5.535	0.0015	-3.040	0.659	15.7%	18	179	147.85	7500	54.40	415	394	15.7%	-0.341	-3.052	0.0015	5.535	54.10	54.70
144.50	143.90	5.576	0.0016	-3.049	0.652	15.7%	21	18	144.20	7505	55.75	1	6	15.7%	-0.348	-3.061	0.0016	5.576	55.50	56.00
140.90	140.20	5.617	0.0016	-3.058	0.645	15.6%	3	14	140.55	7510	57.10	189	134	15.6%	-0.355	-3.069	0.0016	5.617	56.80	57.40
137.30	136.60	5.655	0.0016	-3.065	0.638	15.5%	5	2	136.95	7515	58.45	1	3	15.5%	-0.362	-3.076	0.0016	5.655	58.20	58.70
133.80	133.10	5.693	0.0016	-3.071	0.630	15.4%	15	30	133.45	7520	59.95	45		15.4%	-0.370	-3.081	0.0016	5.693	59.70	60.20
130.20	129.50	5.728	0.0016	-3.076	0.623	15.3%	9	29	129.85	7525	61.35	184	115	15.3%	-0.377	-3.086	0.0016	5.728	61.10	61.60
126.70	126.10	5.761	0.0017	-3.080	0.615	15.3%	8	19	126.40	7530	62.85	81	24	15.3%	-0.385	-3.089	0.0017	5.761	62.60	63.10
123.30	122.60	5.792	0.0017	-3.083	0.607	15.2%			122.95	7535	64.45	7		15.2%	-0.393	-3.091	0.0017	5.792	64.20	64.70
119.90	119.20	5.822	0.0017	-3.085	0.599	15.1%	2	6	119.55	7540	65.95	248	120	15.1%	-0.401	-3.092	0.0017	5.822	65.70	66.20
116.50	115.80	5.850	0.0017	-3.085	0.591	15.0%		2	116.15	7545	67.65	32	17	15.0%	-0.409	-3.092	0.0017	5.850	67.30	68.00
113.20	112.50	5.876	0.0017	-3.084	0.583	14.9%	15	533	112.85	7550	69.25	233	33	14.9%	-0.417	-3.090	0.0017	5.876	69.00	69.50
109.90	109.20	5.900	0.0018	-3.082	0.574	14.9%	8	7	109.55	7555	70.95	7		14.9%	-0.426	-3.087	0.0018	5.900	70.60	71.30
106.60	105.90	5.922	0.0018	-3.078	0.566	14.8%	4	50	106.25	7560	72.75	89	33	14.8%	-0.434	-3.082	0.0018	5.922	72.50	73.00
103.40	102.70	5.941	0.0018	-3.072	0.557	14.7%	5	7	103.05	7565	74.45	2		14.7%	-0.443	-3.076	0.0018	5.941	74.10	74.80
100.20	99.60	5.957	0.0018	-3.066	0.549	14.6%	18	53	99.90	7570	76.35	49	4	14.6%	-0.451	-3.069	0.0018	5.957	76.00	76.70
97.10	96.50	5.971	0.0018	-3.057	0.540	14.5%	3	47	96.80	7575	78.15	641	9	14.5%	-0.460	-3.060	0.0018	5.971	77.80	78.50
94.10	93.40	5.983	0.0018	-3.048	0.531	14.5%	2	45	93.75	7580	80.10	526	39	14.5%	-0.469	-3.050	0.0018	5.983	79.80	80.40
91.00	90.40	5.991	0.0018	-3.037	0.522	14.4%	3	15	90.70	7585	82.05	4	1	14.4%	-0.478	-3.038	0.0018	5.991	81.70	82.40
88.00	87.40	5.997	0.0018	-3.024	0.513	14.3%	2	10	87.70	7590	84.05	66	1	14.3%	-0.487	-3.024	0.0018	5.997	83.70	84.40
85.10	84.40	6.000	0.0018	-3.009	0.503	14.2%		21	84.75	7595	86.15	3	2	14.2%	-0.496	-3.009	0.0018	6.000	85.80	86.50

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 25, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS