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

25.0%

7520 strike

EXPECTED MOVE

$73.70

ATM straddle

MAX PAIN

$7,550.00

+0.4%

PUT/CALL VOLUME

1.10

190,395 / 173,543

NOV 11, 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
142.00	141.00	0.162	0.0009	-0.800	0.972	31.3%	135	109	141.50	7445	0.80	901	1,717	31.3%	-0.028	-0.800	0.0009	0.162	0.75	0.85
137.00	136.10	0.178	0.0010	-0.900	0.969	30.7%	930	1,176	136.55	7450	0.90	3,904	6,691	31.0%	-0.031	-0.900	0.0010	0.178	0.85	0.95
131.90	131.20	0.193	0.0011	-1.000	0.965	30.3%	238	179	131.55	7455	1.00	791	1,412	30.6%	-0.035	-1.000	0.0010	0.193	0.95	1.05
127.30	126.20	0.206	0.0012	-1.075	0.962	29.6%	561	217	126.75	7460	1.08	759	2,095	30.0%	-0.038	-1.075	0.0012	0.206	1.05	1.10
122.40	115.30	0.224	0.0013	-1.200	0.958	29.2%	200	120	118.85	7465	1.20	840	1,594	29.6%	-0.042	-1.200	0.0013	0.224	1.15	1.25
117.50	116.40	0.242	0.0014	-1.325	0.954	28.9%	926	240	116.95	7470	1.33	1,381	3,144	29.2%	-0.046	-1.325	0.0014	0.242	1.30	1.35
112.60	111.60	0.263	0.0015	-1.475	0.949	28.5%	647	454	112.10	7475	1.48	1,853	3,222	28.8%	-0.051	-1.475	0.0015	0.263	1.45	1.50
107.80	106.80	0.285	0.0017	-1.650	0.943	28.0%	1,043	319	107.30	7480	1.65	1,823	3,578	28.4%	-0.057	-1.650	0.0017	0.285	1.60	1.70
102.90	102.00	0.308	0.0019	-1.825	0.937	27.7%	1,144	283	102.45	7485	1.85	727	1,922	27.9%	-0.063	-1.825	0.0019	0.308	1.80	1.90
98.10	97.20	0.335	0.0021	-2.050	0.929	27.4%	1,795	367	97.65	7490	2.05	1,388	4,056	27.6%	-0.070	-2.050	0.0020	0.334	2.00	2.10
92.90	92.60	0.363	0.0023	-2.300	0.921	27.0%	1,848	322	92.75	7495	2.30	1,144	2,484	27.1%	-0.079	-2.300	0.0023	0.363	2.25	2.35
88.40	88.10	0.392	0.0025	-2.575	0.913	26.7%	4,901	1,328	88.25	7500	2.58	3,432	6,727	26.7%	-0.087	-2.575	0.0025	0.392	2.55	2.60
83.50	83.20	0.421	0.0027	-2.850	0.903	26.3%	1,877	509	83.35	7505	2.88	571	1,892	26.3%	-0.097	-2.850	0.0027	0.421	2.85	2.90
78.80	78.50	0.455	0.0030	-3.203	0.892	26.0%	4,980	1,483	78.65	7510	3.25	6,411	2,776	25.9%	-0.108	-3.203	0.0030	0.455	3.20	3.30
74.20	73.90	0.490	0.0033	-3.598	0.880	25.4%	2,818	1,063	74.05	7515	3.60	964	2,568	25.5%	-0.120	-3.598	0.0033	0.490	3.50	3.70
69.80	69.50	0.525	0.0036	-4.004	0.867	25.1%	3,629	916	69.65	7520	4.05	5,840	2,609	25.0%	-0.133	-4.004	0.0036	0.525	4.00	4.10
65.30	65.00	0.564	0.0039	-4.501	0.852	24.6%	3,355	964	65.15	7525	4.55	1,105	2,621	24.6%	-0.148	-4.501	0.0039	0.564	4.50	4.60
60.90	60.60	0.603	0.0043	-5.050	0.835	24.2%	3,712	897	60.75	7530	5.05	717	1,627	24.1%	-0.165	-5.051	0.0043	0.603	5.00	5.10
56.40	56.20	0.643	0.0047	-5.650	0.817	23.7%	2,377	465	56.30	7535	5.65	396	766	23.7%	-0.183	-5.650	0.0047	0.643	5.60	5.70
52.00	51.70	0.684	0.0051	-6.350	0.797	23.3%	3,356	684	51.85	7540	6.35	416	989	23.3%	-0.203	-6.350	0.0051	0.684	6.30	6.40
47.90	47.60	0.725	0.0055	-7.106	0.775	22.9%	2,437	776	47.75	7545	7.15	277	348	22.8%	-0.225	-7.106	0.0055	0.725	7.10	7.20
43.70	43.40	0.766	0.0059	-8.002	0.750	22.4%	10,413	3,742	43.55	7550	8.05	777	1,000	22.4%	-0.250	-8.002	0.0059	0.766	8.00	8.10
39.80	39.50	0.805	0.0064	-9.008	0.723	22.1%	2,626	960	39.65	7555	9.05	200	422	22.0%	-0.277	-9.008	0.0064	0.805	9.00	9.10
36.00	35.70	0.843	0.0068	-10.150	0.693	21.6%	3,202	1,093	35.85	7560	10.25	847	747	21.6%	-0.307	-10.150	0.0068	0.843	10.20	10.30
32.30	32.00	0.877	0.0072	-11.450	0.661	21.2%	2,664	1,014	32.15	7565	11.55	237	218	21.2%	-0.339	-11.450	0.0072	0.877	11.50	11.60
28.60	28.40	0.906	0.0076	-12.912	0.626	20.9%	4,030	1,500	28.50	7570	13.00	786	462	20.8%	-0.374	-12.912	0.0076	0.906	12.90	13.10
25.40	25.20	0.929	0.0080	-14.603	0.589	20.5%	6,201	3,505	25.30	7575	14.70	548	459	20.5%	-0.411	-14.603	0.0080	0.929	14.60	14.80
22.30	22.10	0.945	0.0082	-16.460	0.549	20.2%	5,843	3,254	22.20	7580	16.60	1,828	693	20.2%	-0.451	-16.460	0.0082	0.945	16.50	16.70
19.40	19.20	0.952	0.0084	-18.562	0.508	20.0%	4,261	2,267	19.30	7585	18.70	259	147	19.9%	-0.492	-18.562	0.0084	0.952	18.60	18.80
16.60	16.50	0.949	0.0085	-16.696	0.466	19.7%	3,887	2,158	16.55	7590	21.00	262	192	19.7%	-0.534	-16.696	0.0085	0.949	20.90	21.10
14.20	14.10	0.935	0.0084	-14.297	0.423	19.5%	2,382	969	14.15	7595	23.70	261	167	19.5%	-0.577	-14.297	0.0084	0.935	23.60	23.80

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 11, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS