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
15.3%
756 strike
EXPECTED MOVE
$7.60
ATM straddle
MAX PAIN
$748.00
-1.1%
PUT/CALL VOLUME
1.02
108,262 / 106,153
NOV 12, 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 | 0.148 | 0.0244 | -0.688 | 0.820 | 17.6% | 641 | 336 | 10.58 | 741 | 1.05 | 681 | 1,365 | 19.2% | -0.180 | -0.689 | 0.0244 | 0.148 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.159 | 0.0266 | -0.751 | 0.797 | 17.7% | 304 | 508 | 9.56 | 742 | 1.21 | 743 | 1,232 | 18.9% | -0.203 | -0.752 | 0.0266 | 0.159 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.170 | 0.0288 | -0.814 | 0.773 | 19.5% | 830 | 972 | 9.10 | 743 | 1.38 | 582 | 1,688 | 18.7% | -0.227 | -0.815 | 0.0289 | 0.170 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.180 | 0.0311 | -0.875 | 0.745 | 17.6% | 1,261 | 821 | 8.00 | 744 | 1.58 | 13,012 | 11,553 | 18.4% | -0.255 | -0.876 | 0.0312 | 0.180 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.190 | 0.0334 | -0.931 | 0.716 | 18.1% | 2,644 | 1,369 | 7.40 | 745 | 1.77 | 2,493 | 5,534 | 18.1% | -0.284 | -0.932 | 0.0334 | 0.190 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.199 | 0.0356 | -0.982 | 0.684 | 17.8% | 2,780 | 826 | 6.75 | 746 | 2.05 | 872 | 3,104 | 17.9% | -0.316 | -0.983 | 0.0356 | 0.199 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.207 | 0.0377 | -1.023 | 0.650 | 17.5% | 4,253 | 1,029 | 6.08 | 747 | 2.35 | 2,447 | 5,722 | 17.6% | -0.350 | -1.024 | 0.0377 | 0.207 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.214 | 0.0395 | -1.054 | 0.613 | 17.3% | 5,449 | 1,067 | 5.35 | 748 | 2.61 | 4,436 | 8,821 | 17.3% | -0.387 | -1.055 | 0.0396 | 0.214 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.219 | 0.0412 | -1.071 | 0.574 | 17.0% | 4,935 | 752 | 4.74 | 749 | 2.98 | 1,001 | 3,775 | 17.0% | -0.427 | -1.073 | 0.0413 | 0.219 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.222 | 0.0425 | -1.073 | 0.533 | 16.7% | 8,894 | 2,413 | 4.07 | 750 | 3.38 | 1,864 | 4,328 | 16.7% | -0.468 | -1.075 | 0.0426 | 0.222 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.222 | 0.0434 | -1.058 | 0.490 | 16.4% | 5,129 | 1,211 | 3.47 | 751 | 3.80 | 683 | 1,779 | 16.4% | -0.511 | -1.061 | 0.0436 | 0.222 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.220 | 0.0438 | -1.026 | 0.446 | 16.1% | 4,287 | 1,463 | 2.97 | 752 | 4.25 | 807 | 1,298 | 16.1% | -0.555 | -1.029 | 0.0440 | 0.220 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.216 | 0.0436 | -0.977 | 0.401 | 15.8% | 3,646 | 1,361 | 2.49 | 753 | 4.88 | 457 | 887 | 15.8% | -0.600 | -0.980 | 0.0438 | 0.216 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.208 | 0.0428 | -0.911 | 0.356 | 15.5% | 4,547 | 3,346 | 2.07 | 754 | 5.67 | 495 | 662 | 15.6% | -0.645 | -0.914 | 0.0430 | 0.208 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.198 | 0.0413 | -0.831 | 0.311 | 15.2% | 4,910 | 1,837 | 1.67 | 755 | 6.21 | 1,700 | 268 | 15.4% | -0.690 | -0.835 | 0.0415 | 0.198 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.185 | 0.0391 | -0.740 | 0.268 | 15.0% | 2,310 | 849 | 1.35 | 756 | 6.25 | 213 | 9 | 15.5% | -0.733 | -0.746 | 0.0394 | 0.185 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.171 | 0.0364 | -0.644 | 0.227 | 14.8% | 1,934 | 1,287 | 1.08 | 757 | 7.16 | 380 | 27 | 14.3% | -0.774 | -0.650 | 0.0366 | 0.170 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.154 | 0.0331 | -0.547 | 0.190 | 14.6% | 2,472 | 1,273 | 0.84 | 758 | 8.28 | 120 | 46 | 15.3% | -0.812 | -0.552 | 0.0334 | 0.153 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.137 | 0.0296 | -0.454 | 0.156 | 14.4% | 4,629 | 3,545 | 0.64 | 759 | 9.10 | 250 | 36 | 16.3% | -0.846 | -0.458 | 0.0298 | 0.136 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.120 | 0.0258 | -0.369 | 0.126 | 14.3% | 8,604 | 3,834 | 0.50 | 760 | 9.51 | 1,476 | 80 | 16.4% | -0.877 | -0.371 | 0.0262 | 0.118 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.103 | 0.0222 | -0.293 | 0.101 | 14.3% | 3,055 | 1,601 | 0.38 | 761 | 10.85 | 178 | 27 | 14.9% | -0.903 | -0.294 | 0.0226 | 0.100 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.087 | 0.0187 | -0.230 | 0.079 | 14.2% | 3,352 | 2,051 | 0.28 | 762 | 11.50 | 594 | 51 | 14.7% | -0.924 | -0.229 | 0.0192 | 0.084 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.073 | 0.0155 | -0.178 | 0.062 | 14.1% | 1,480 | 1,242 | 0.21 | 763 | 9.95 | 326 | 14.6% | -0.942 | -0.177 | 0.0162 | 0.070 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.061 | 0.0127 | -0.138 | 0.049 | 14.2% | 1,683 | 1,554 | 0.15 | 764 | 13.50 | 674 | 16 | 14.7% | -0.956 | -0.138 | 0.0134 | 0.056 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.050 | 0.0104 | -0.107 | 0.038 | 14.2% | 3,240 | 3,198 | 0.12 | 765 | 14.45 | 484 | 89 | 15.0% | -0.967 | -0.108 | 0.0109 | 0.045 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.042 | 0.0085 | -0.084 | 0.030 | 14.5% | 739 | 748 | 0.09 | 766 | 19.48 | 74 | 2 | 15.6% | -0.975 | -0.088 | 0.0089 | 0.036 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.035 | 0.0070 | -0.067 | 0.024 | 14.7% | 773 | 1,315 | 0.06 | 767 | 13.12 | 3 | 16.0% | -0.982 | -0.074 | 0.0072 | 0.029 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.030 | 0.0057 | -0.054 | 0.020 | 14.7% | 474 | 1,007 | 0.05 | 768 | 20.91 | 2 | 2 | 16.5% | -0.986 | -0.064 | 0.0058 | 0.023 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.026 | 0.0048 | -0.045 | 0.016 | 15.0% | 702 | 1,600 | 0.04 | 769 | 30.12 | 17.1% | -0.989 | -0.058 | 0.0047 | 0.019 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.022 | 0.0041 | -0.039 | 0.014 | 15.7% | 1,319 | 3,115 | 0.05 | 770 | 20.19 | 18 | 3 | 17.5% | -0.991 | -0.053 | 0.0038 | 0.015 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.020 | 0.0035 | -0.034 | 0.012 | 15.8% | 167 | 438 | 0.03 | 771 | 32.73 | 19.4% | -0.993 | -0.050 | 0.0031 | 0.012 | 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