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
- Nov 11, 2026
- Nov 12, 2026
- Nov 13, 2026
- Nov 16, 2026
- Nov 17, 2026
- Nov 18, 2026
- Nov 19, 2026
- Nov 20, 2026
- Nov 23, 2026
- Nov 24, 2026
- Nov 25, 2026
- Nov 27, 2026
- Nov 30, 2026
- Dec 1, 2026
- Dec 2, 2026
- Dec 3, 2026
ATM IV
14.8%
7520 strike
EXPECTED MOVE
$224.50
ATM straddle
MAX PAIN
$7,690.00
+2.2%
PUT/CALL VOLUME
2.86
1,799 / 628
DEC 2, 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 |
| 262.10 | 245.10 | 5.782 | 0.0010 | -2.217 | 0.758 | 17.1% | 1 | 28 | 253.60 | 7390 | 44.15 | 16.7% | -0.241 | -2.242 | 0.0010 | 5.782 | 43.90 | 44.40 | ||
| 254.00 | 237.00 | 5.888 | 0.0010 | -2.242 | 0.750 | 16.9% | 3 | 245.50 | 7400 | 45.85 | 41 | 6 | 16.6% | -0.250 | -2.266 | 0.0010 | 5.888 | 45.60 | 46.10 | |
| 245.80 | 227.70 | 5.992 | 0.0011 | -2.267 | 0.741 | 16.7% | 20 | 236.75 | 7410 | 47.65 | 62 | 16.4% | -0.259 | -2.289 | 0.0011 | 5.992 | 47.40 | 47.90 | ||
| 237.80 | 219.50 | 6.096 | 0.0011 | -2.290 | 0.732 | 16.5% | 2 | 10 | 228.65 | 7420 | 49.60 | 13 | 2 | 16.3% | -0.268 | -2.311 | 0.0011 | 6.096 | 49.30 | 49.90 |
| 233.70 | 214.70 | 6.148 | 0.0011 | -2.301 | 0.727 | 16.4% | 16 | 224.20 | 7425 | 50.50 | 44 | 2 | 16.2% | -0.273 | -2.322 | 0.0011 | 6.148 | 50.20 | 50.80 | |
| 229.80 | 211.00 | 6.200 | 0.0011 | -2.312 | 0.722 | 16.3% | 18 | 220.40 | 7430 | 51.50 | 115 | 20 | 16.1% | -0.278 | -2.332 | 0.0011 | 6.200 | 51.20 | 51.80 | |
| 222.00 | 203.30 | 6.303 | 0.0012 | -2.333 | 0.712 | 16.2% | 212.65 | 7440 | 53.55 | 14 | 16.0% | -0.288 | -2.352 | 0.0012 | 6.303 | 53.20 | 53.90 | |||
| 212.90 | 197.00 | 6.403 | 0.0012 | -2.352 | 0.702 | 16.1% | 40 | 204.95 | 7450 | 55.65 | 61 | 5 | 15.8% | -0.298 | -2.369 | 0.0012 | 6.403 | 55.30 | 56.00 | |
| 195.80 | 195.00 | 6.499 | 0.0012 | -2.369 | 0.691 | 15.7% | 85 | 195.40 | 7460 | 57.90 | 7 | 1 | 15.7% | -0.309 | -2.386 | 0.0012 | 6.499 | 57.60 | 58.20 | |
| 188.10 | 187.50 | 6.592 | 0.0012 | -2.385 | 0.680 | 15.5% | 6 | 31 | 187.80 | 7470 | 60.20 | 5 | 6 | 15.5% | -0.320 | -2.400 | 0.0012 | 6.592 | 59.90 | 60.50 |
| 184.30 | 183.70 | 6.637 | 0.0013 | -2.392 | 0.674 | 15.5% | 7 | 7 | 184.00 | 7475 | 61.45 | 49 | 1 | 15.5% | -0.326 | -2.407 | 0.0013 | 6.637 | 61.10 | 61.80 |
| 180.60 | 179.80 | 6.682 | 0.0013 | -2.399 | 0.668 | 15.4% | 5 | 1 | 180.20 | 7480 | 62.65 | 13 | 7 | 15.4% | -0.332 | -2.413 | 0.0013 | 6.682 | 62.30 | 63.00 |
| 173.10 | 172.50 | 6.769 | 0.0013 | -2.410 | 0.657 | 15.3% | 24 | 31 | 172.80 | 7490 | 65.15 | 13 | 15.2% | -0.343 | -2.423 | 0.0013 | 6.769 | 64.80 | 65.50 | |
| 165.80 | 165.00 | 6.852 | 0.0013 | -2.420 | 0.645 | 15.1% | 32 | 41 | 165.40 | 7500 | 67.80 | 167 | 9 | 15.1% | -0.355 | -2.432 | 0.0013 | 6.853 | 67.50 | 68.10 |
| 158.60 | 157.80 | 6.930 | 0.0014 | -2.427 | 0.632 | 15.0% | 27 | 26 | 158.20 | 7510 | 70.55 | 40 | 37 | 15.0% | -0.368 | -2.438 | 0.0014 | 6.930 | 70.20 | 70.90 |
| 151.40 | 150.80 | 7.002 | 0.0014 | -2.432 | 0.619 | 14.8% | 8 | 10 | 151.10 | 7520 | 73.40 | 34 | 2 | 14.8% | -0.381 | -2.441 | 0.0014 | 7.002 | 73.10 | 73.70 |
| 148.00 | 147.20 | 7.035 | 0.0014 | -2.433 | 0.613 | 14.7% | 4 | 24 | 147.60 | 7525 | 74.90 | 46 | 14.7% | -0.387 | -2.442 | 0.0014 | 7.035 | 74.60 | 75.20 | |
| 144.50 | 143.70 | 7.067 | 0.0014 | -2.434 | 0.606 | 14.7% | 21 | 34 | 144.10 | 7530 | 76.40 | 8 | 4 | 14.7% | -0.394 | -2.442 | 0.0014 | 7.067 | 76.10 | 76.70 |
| 137.70 | 136.90 | 7.127 | 0.0014 | -2.433 | 0.593 | 14.5% | 21 | 137.30 | 7540 | 79.50 | 57 | 5 | 14.5% | -0.407 | -2.440 | 0.0014 | 7.127 | 79.20 | 79.80 | |
| 130.90 | 130.20 | 7.180 | 0.0015 | -2.429 | 0.579 | 14.4% | 2 | 32 | 130.55 | 7550 | 82.80 | 97 | 14 | 14.4% | -0.421 | -2.435 | 0.0015 | 7.180 | 82.50 | 83.10 |
| 124.40 | 123.60 | 7.226 | 0.0015 | -2.422 | 0.564 | 14.2% | 26 | 124.00 | 7560 | 86.20 | 32 | 2 | 14.2% | -0.436 | -2.427 | 0.0015 | 7.226 | 85.90 | 86.50 | |
| 118.00 | 117.20 | 7.262 | 0.0015 | -2.412 | 0.550 | 14.1% | 59 | 66 | 117.60 | 7570 | 89.80 | 7 | 1 | 14.1% | -0.450 | -2.415 | 0.0015 | 7.262 | 89.40 | 90.20 |
| 114.80 | 114.00 | 7.277 | 0.0015 | -2.406 | 0.542 | 14.0% | 1 | 26 | 114.40 | 7575 | 91.60 | 84 | 14.1% | -0.458 | -2.409 | 0.0015 | 7.277 | 91.20 | 92.00 | |
| 111.70 | 110.90 | 7.290 | 0.0015 | -2.399 | 0.535 | 14.0% | 7 | 14 | 111.30 | 7580 | 93.50 | 5 | 14.0% | -0.465 | -2.401 | 0.0015 | 7.290 | 93.10 | 93.90 | |
| 105.50 | 104.90 | 7.308 | 0.0016 | -2.382 | 0.519 | 13.8% | 12 | 105.20 | 7590 | 97.30 | 9 | 13.8% | -0.481 | -2.383 | 0.0016 | 7.308 | 96.90 | 97.70 | ||
| 99.50 | 98.90 | 7.316 | 0.0016 | -2.362 | 0.503 | 13.7% | 59 | 79 | 99.20 | 7600 | 101.35 | 240 | 1 | 13.7% | -0.496 | -2.361 | 0.0016 | 7.316 | 101.00 | 101.70 |
| 93.80 | 93.00 | 7.313 | 0.0016 | -2.338 | 0.488 | 13.6% | 29 | 37 | 93.40 | 7610 | 105.65 | 15 | 13.6% | -0.512 | -2.337 | 0.0016 | 7.313 | 105.30 | 106.00 | |
| 88.20 | 87.40 | 7.299 | 0.0016 | -2.311 | 0.471 | 13.4% | 2 | 48 | 87.80 | 7620 | 109.90 | 70 | 60 | 13.4% | -0.529 | -2.308 | 0.0016 | 7.299 | 109.50 | 110.30 |
| 85.50 | 84.80 | 7.288 | 0.0016 | -2.296 | 0.463 | 13.4% | 43 | 85.15 | 7625 | 112.20 | 48 | 120 | 13.4% | -0.537 | -2.292 | 0.0016 | 7.288 | 111.80 | 112.60 | |
| 82.80 | 82.10 | 7.273 | 0.0016 | -2.280 | 0.455 | 13.3% | 10 | 18 | 82.45 | 7630 | 114.50 | 49 | 80 | 13.3% | -0.545 | -2.276 | 0.0016 | 7.273 | 114.10 | 114.90 |
| 77.50 | 76.80 | 7.235 | 0.0016 | -2.245 | 0.438 | 13.2% | 29 | 93 | 77.15 | 7640 | 119.20 | 41 | 2 | 13.2% | -0.562 | -2.240 | 0.0016 | 7.235 | 118.80 | 119.60 |
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