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

14.9%

7520 strike

EXPECTED MOVE

$231.10

ATM straddle

MAX PAIN

$7,625.00

+1.4%

PUT/CALL VOLUME

1.93

1,076 / 557

DEC 3, 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
265.10	248.00	5.994	0.0010	-2.214	0.752	17.2%	2	1	256.55	7390	47.10	9	9	16.8%	-0.248	-2.238	0.0010	5.994	46.80	47.40
255.90	239.70	6.097	0.0010	-2.237	0.744	17.0%		4	247.80	7400	48.90	56	2	16.7%	-0.256	-2.260	0.0010	6.097	48.60	49.20
247.20	228.20	6.200	0.0010	-2.260	0.735	16.5%		1	237.70	7410	50.70	1		16.5%	-0.265	-2.281	0.0010	6.200	50.40	51.00
240.60	221.70	6.302	0.0011	-2.281	0.725	16.6%		2	231.15	7420	52.70	104	103	16.4%	-0.275	-2.301	0.0011	6.302	52.40	53.00
236.40	217.50	6.354	0.0011	-2.291	0.721	16.5%		10	226.95	7425	53.70	70	2	16.3%	-0.279	-2.310	0.0011	6.354	53.40	54.00
232.70	213.60	6.404	0.0011	-2.300	0.716	16.4%		4	223.15	7430	54.60	2	1	16.2%	-0.284	-2.320	0.0011	6.404	54.30	54.90
224.10	205.80	6.505	0.0011	-2.319	0.706	16.3%		3	214.95	7440	56.80	16	3	16.1%	-0.294	-2.337	0.0011	6.505	56.50	57.10
206.40	205.60	6.601	0.0012	-2.336	0.696	15.9%		21	206.00	7450	58.90	180	102	16.0%	-0.304	-2.353	0.0012	6.601	58.60	59.20
198.70	197.90	6.694	0.0012	-2.352	0.685	15.8%		7	198.30	7460	61.15	6	1	15.8%	-0.314	-2.367	0.0012	6.694	60.80	61.50
191.00	190.40	6.785	0.0012	-2.365	0.675	15.7%		1	190.70	7470	63.55	15	1	15.7%	-0.325	-2.380	0.0012	6.785	63.20	63.90
187.30	186.50	6.829	0.0012	-2.372	0.669	15.6%	1	9	186.90	7475	64.75	111	1	15.6%	-0.331	-2.385	0.0012	6.829	64.40	65.10
183.50	182.80	6.872	0.0012	-2.377	0.664	15.5%	1	1	183.15	7480	66.00	45	42	15.5%	-0.336	-2.391	0.0012	6.872	65.70	66.30
176.10	175.30	6.957	0.0013	-2.387	0.652	15.4%	5	12	175.70	7490	68.55	13	5	15.4%	-0.348	-2.400	0.0013	6.957	68.20	68.90
168.80	168.00	7.038	0.0013	-2.395	0.640	15.2%	7	14	168.40	7500	71.20	376	8	15.2%	-0.360	-2.406	0.0013	7.038	70.90	71.50
161.60	160.80	7.113	0.0013	-2.401	0.628	15.1%	14	18	161.20	7510	74.00	128	100	15.1%	-0.372	-2.411	0.0013	7.113	73.70	74.30
154.50	153.80	7.182	0.0014	-2.404	0.616	14.9%	14	34	154.15	7520	76.95	184		14.9%	-0.384	-2.413	0.0014	7.182	76.60	77.30
151.00	150.30	7.214	0.0014	-2.405	0.609	14.9%	50	51	150.65	7525	78.40	147	100	14.9%	-0.391	-2.413	0.0014	7.214	78.00	78.80
147.60	146.80	7.245	0.0014	-2.405	0.603	14.8%	17	24	147.20	7530	79.90	26	20	14.8%	-0.397	-2.413	0.0014	7.245	79.60	80.20
140.70	140.00	7.303	0.0014	-2.403	0.590	14.7%	2	3	140.35	7540	83.00	266	100	14.7%	-0.410	-2.410	0.0014	7.303	82.70	83.30
134.00	133.30	7.354	0.0014	-2.399	0.576	14.5%		105	133.65	7550	86.30	54	1	14.5%	-0.424	-2.404	0.0014	7.354	85.90	86.70
127.50	126.70	7.398	0.0014	-2.391	0.562	14.4%	30	26	127.10	7560	89.70	74	60	14.4%	-0.438	-2.396	0.0014	7.398	89.30	90.10
121.10	120.30	7.433	0.0015	-2.381	0.548	14.2%		32	120.70	7570	93.30	37		14.2%	-0.452	-2.384	0.0015	7.433	92.90	93.70
117.90	117.20	7.447	0.0015	-2.375	0.541	14.2%	40	107	117.55	7575	95.10	172	1	14.2%	-0.459	-2.377	0.0015	7.447	94.70	95.50
114.80	114.10	7.459	0.0015	-2.368	0.533	14.1%		34	114.45	7580	97.00	21	2	14.1%	-0.467	-2.369	0.0015	7.459	96.60	97.40
108.70	107.90	7.476	0.0015	-2.351	0.518	14.0%	32	82	108.30	7590	100.90	115	12	14.0%	-0.481	-2.352	0.0015	7.476	100.50	101.30
102.80	102.00	7.484	0.0015	-2.331	0.503	13.8%	3	69	102.40	7600	104.90	150	1	13.9%	-0.497	-2.331	0.0015	7.484	104.50	105.30
97.00	96.20	7.481	0.0015	-2.308	0.488	13.7%		6	96.60	7610	109.10	21	11	13.7%	-0.512	-2.307	0.0015	7.481	108.70	109.50
91.40	90.60	7.468	0.0016	-2.282	0.472	13.6%		11	91.00	7620	113.50	3		13.6%	-0.528	-2.279	0.0016	7.468	113.10	113.90
88.60	87.80	7.457	0.0016	-2.268	0.464	13.5%	51	84	88.20	7625	115.70	36		13.5%	-0.536	-2.265	0.0016	7.457	115.30	116.10
85.90	85.10	7.443	0.0016	-2.252	0.456	13.5%	5	18	85.50	7630	117.95	12	3	13.5%	-0.544	-2.249	0.0016	7.443	117.60	118.30
80.60	79.90	7.406	0.0016	-2.220	0.440	13.3%	1	8	80.25	7640	122.70	4		13.3%	-0.560	-2.215	0.0016	7.406	122.30	123.10

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

DEC 3, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS