SPY Options Chain
SPY $756.26 · Updated Nov 10, 4:00 PM ET
SPY is at $756.26. The nearest expiration, Nov 11, 2026 (1 day out), lists 165 strikes, with 579,814 calls and 618,617 puts traded in the latest session. At-the-money implied volatility is 13.9%. The at-the-money straddle prices a move of about $6.34 (0.8%) 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 4, 2026
- Dec 11, 2026
- Dec 18, 2026
ATM IV
13.9%
756 strike
EXPECTED MOVE
$6.34
ATM straddle
MAX PAIN
$749.00
-1.0%
PUT/CALL VOLUME
1.07
618,617 / 579,814
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 |
| 0.00 | 0.00 | 0.069 | 0.0230 | -0.324 | 0.905 | 18.7% | 546 | 905 | 9.75 | 741 | 0.33 | 2,709 | 11,081 | 18.7% | -0.095 | -0.324 | 0.0228 | 0.069 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.080 | 0.0270 | -0.409 | 0.883 | 18.4% | 1,146 | 753 | 9.08 | 742 | 0.42 | 2,630 | 18,142 | 18.4% | -0.117 | -0.409 | 0.0268 | 0.080 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.091 | 0.0314 | -0.515 | 0.858 | 18.1% | 1,143 | 517 | 8.24 | 743 | 0.51 | 3,081 | 17,273 | 18.1% | -0.142 | -0.515 | 0.0313 | 0.091 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.103 | 0.0362 | -0.645 | 0.827 | 17.9% | 1,843 | 470 | 7.30 | 744 | 0.64 | 5,029 | 24,438 | 17.8% | -0.173 | -0.646 | 0.0361 | 0.103 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.115 | 0.0412 | -0.806 | 0.792 | 17.6% | 6,641 | 1,627 | 6.43 | 745 | 0.80 | 7,848 | 64,846 | 17.5% | -0.208 | -0.806 | 0.0411 | 0.115 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.126 | 0.0463 | -0.999 | 0.752 | 17.3% | 16,038 | 1,778 | 5.60 | 746 | 0.99 | 3,855 | 35,734 | 17.2% | -0.248 | -0.999 | 0.0462 | 0.126 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.137 | 0.0512 | -1.230 | 0.707 | 17.0% | 24,376 | 2,046 | 4.87 | 747 | 1.23 | 7,922 | 45,256 | 16.9% | -0.293 | -1.230 | 0.0512 | 0.137 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.146 | 0.0558 | -1.503 | 0.656 | 16.6% | 41,582 | 4,747 | 4.10 | 748 | 1.50 | 5,593 | 53,609 | 16.6% | -0.344 | -1.503 | 0.0558 | 0.146 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.153 | 0.0599 | -1.824 | 0.601 | 16.2% | 48,754 | 6,793 | 3.43 | 749 | 1.84 | 4,114 | 34,000 | 16.2% | -0.399 | -1.824 | 0.0599 | 0.153 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.157 | 0.0629 | -2.161 | 0.541 | 15.8% | 68,466 | 10,532 | 2.79 | 750 | 2.20 | 6,189 | 39,163 | 15.8% | -0.459 | -2.161 | 0.0629 | 0.157 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.157 | 0.0647 | -2.177 | 0.477 | 15.4% | 39,885 | 4,705 | 2.24 | 751 | 2.64 | 2,403 | 14,265 | 15.5% | -0.522 | -2.177 | 0.0647 | 0.157 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.154 | 0.0648 | -1.757 | 0.411 | 15.1% | 38,569 | 5,820 | 1.75 | 752 | 3.16 | 2,572 | 8,952 | 15.1% | -0.589 | -1.757 | 0.0648 | 0.154 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.146 | 0.0629 | -1.329 | 0.345 | 14.7% | 26,930 | 4,327 | 1.31 | 753 | 3.73 | 2,822 | 2,246 | 14.7% | -0.655 | -1.329 | 0.0629 | 0.146 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.134 | 0.0588 | -0.974 | 0.280 | 14.4% | 27,523 | 5,429 | 0.97 | 754 | 4.48 | 728 | 1,723 | 14.4% | -0.720 | -0.974 | 0.0588 | 0.134 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.119 | 0.0528 | -0.691 | 0.220 | 14.1% | 38,594 | 11,580 | 0.68 | 755 | 5.10 | 1,581 | 1,068 | 14.1% | -0.780 | -0.690 | 0.0528 | 0.119 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.101 | 0.0454 | -0.475 | 0.166 | 13.9% | 25,729 | 6,881 | 0.47 | 756 | 5.87 | 676 | 742 | 13.9% | -0.834 | -0.475 | 0.0454 | 0.101 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.083 | 0.0373 | -0.319 | 0.122 | 13.6% | 29,899 | 9,213 | 0.32 | 757 | 6.65 | 515 | 355 | 13.8% | -0.878 | -0.318 | 0.0373 | 0.083 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.066 | 0.0295 | -0.211 | 0.087 | 13.6% | 35,289 | 8,392 | 0.21 | 758 | 7.39 | 424 | 209 | 13.5% | -0.912 | -0.210 | 0.0295 | 0.066 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.052 | 0.0226 | -0.139 | 0.062 | 13.5% | 14,447 | 3,546 | 0.13 | 759 | 9.25 | 550 | 126 | 13.4% | -0.938 | -0.138 | 0.0226 | 0.052 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.040 | 0.0170 | -0.093 | 0.044 | 13.8% | 27,248 | 12,114 | 0.10 | 760 | 9.03 | 708 | 568 | 0.0% | -0.956 | -0.092 | 0.0170 | 0.040 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.031 | 0.0128 | -0.065 | 0.032 | 13.9% | 10,395 | 4,856 | 0.06 | 761 | 10.94 | 131 | 122 | 0.0% | -0.968 | -0.064 | 0.0128 | 0.031 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.024 | 0.0097 | -0.047 | 0.023 | 14.2% | 19,038 | 4,762 | 0.05 | 762 | 11.45 | 379 | 273 | 0.0% | -0.977 | -0.046 | 0.0097 | 0.024 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.019 | 0.0075 | -0.036 | 0.018 | 14.7% | 6,695 | 2,925 | 0.04 | 763 | 12.92 | 2,241 | 248 | 0.0% | -0.982 | -0.034 | 0.0075 | 0.020 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.016 | 0.0059 | -0.028 | 0.014 | 14.9% | 5,978 | 3,147 | 0.03 | 764 | 13.46 | 101 | 89 | 0.0% | -0.986 | -0.027 | 0.0059 | 0.016 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.013 | 0.0048 | -0.023 | 0.011 | 15.9% | 5,385 | 6,554 | 0.03 | 765 | 13.94 | 87 | 130 | 0.0% | -0.988 | -0.022 | 0.0048 | 0.014 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.012 | 0.0040 | -0.020 | 0.010 | 15.8% | 2,454 | 3,049 | 0.02 | 766 | 17.17 | 100 | 113 | 0.0% | -0.990 | -0.018 | 0.0040 | 0.012 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.010 | 0.0033 | -0.017 | 0.008 | 16.7% | 996 | 2,608 | 0.02 | 767 | 16.51 | 7 | 35 | 19.1% | -0.992 | -0.015 | 0.0033 | 0.010 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.009 | 0.0028 | -0.016 | 0.007 | 17.6% | 1,645 | 2,383 | 0.02 | 768 | 18.33 | 5 | 34 | 0.0% | -0.993 | -0.013 | 0.0028 | 0.009 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.008 | 0.0025 | -0.014 | 0.006 | 18.5% | 957 | 2,077 | 0.02 | 769 | 21.60 | 13 | 15 | 0.0% | -0.993 | -0.012 | 0.0025 | 0.008 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.007 | 0.0022 | -0.013 | 0.006 | 19.4% | 2,843 | 9,146 | 0.02 | 770 | 22.00 | 13 | 7 | 21.7% | -0.994 | -0.011 | 0.0022 | 0.007 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.007 | 0.0019 | -0.012 | 0.005 | 20.3% | 1,023 | 1,817 | 0.01 | 771 | 35.64 | 24.6% | -0.995 | -0.010 | 0.0019 | 0.007 | 0.00 | 0.00 | ||
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