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
13.2%
756 strike
EXPECTED MOVE
$11.95
ATM straddle
MAX PAIN
$749.00
-1.0%
PUT/CALL VOLUME
0.82
58,600 / 71,313
NOV 16, 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 | 0.312 | 0.0207 | -0.416 | 0.746 | 16.2% | 22 | 574 | 12.41 | 741 | 2.50 | 627 | 272 | 16.0% | -0.254 | -0.419 | 0.0208 | 0.312 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.323 | 0.0218 | -0.429 | 0.727 | 15.8% | 165 | 332 | 11.00 | 742 | 2.66 | 1,398 | 1,028 | 15.8% | -0.274 | -0.431 | 0.0219 | 0.323 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.334 | 0.0228 | -0.440 | 0.707 | 15.6% | 136 | 216 | 10.48 | 743 | 2.83 | 544 | 455 | 15.6% | -0.294 | -0.443 | 0.0229 | 0.334 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.344 | 0.0238 | -0.450 | 0.685 | 15.4% | 488 | 313 | 8.90 | 744 | 3.03 | 681 | 748 | 15.4% | -0.316 | -0.453 | 0.0239 | 0.344 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.353 | 0.0248 | -0.459 | 0.663 | 15.2% | 852 | 985 | 9.45 | 745 | 3.34 | 1,292 | 4,124 | 15.2% | -0.338 | -0.461 | 0.0249 | 0.354 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.362 | 0.0258 | -0.466 | 0.639 | 15.1% | 1,189 | 366 | 8.67 | 746 | 3.80 | 533 | 1,475 | 15.0% | -0.362 | -0.468 | 0.0259 | 0.362 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.369 | 0.0267 | -0.471 | 0.614 | 14.9% | 1,403 | 811 | 8.21 | 747 | 3.89 | 642 | 1,520 | 14.8% | -0.387 | -0.473 | 0.0268 | 0.369 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.375 | 0.0275 | -0.474 | 0.588 | 14.7% | 1,728 | 667 | 7.26 | 748 | 4.55 | 819 | 2,481 | 14.6% | -0.413 | -0.477 | 0.0276 | 0.375 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.380 | 0.0282 | -0.474 | 0.561 | 14.4% | 1,296 | 496 | 6.65 | 749 | 4.55 | 937 | 1,365 | 14.4% | -0.440 | -0.477 | 0.0284 | 0.380 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.383 | 0.0288 | -0.472 | 0.533 | 14.3% | 3,347 | 1,416 | 6.01 | 750 | 5.00 | 1,327 | 1,647 | 14.2% | -0.469 | -0.476 | 0.0290 | 0.383 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.384 | 0.0293 | -0.468 | 0.504 | 14.1% | 1,471 | 760 | 5.46 | 751 | 5.43 | 293 | 684 | 14.1% | -0.498 | -0.471 | 0.0296 | 0.384 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.384 | 0.0296 | -0.461 | 0.475 | 13.9% | 877 | 714 | 4.90 | 752 | 5.87 | 769 | 688 | 13.9% | -0.528 | -0.465 | 0.0300 | 0.383 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.381 | 0.0298 | -0.451 | 0.445 | 13.7% | 1,003 | 664 | 4.36 | 753 | 6.70 | 449 | 227 | 13.7% | -0.558 | -0.455 | 0.0302 | 0.380 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.376 | 0.0298 | -0.438 | 0.414 | 13.5% | 501 | 379 | 3.92 | 754 | 7.37 | 579 | 452 | 13.6% | -0.589 | -0.443 | 0.0302 | 0.375 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.369 | 0.0296 | -0.423 | 0.383 | 13.4% | 1,780 | 1,459 | 3.44 | 755 | 7.39 | 1,198 | 161 | 13.4% | -0.621 | -0.429 | 0.0301 | 0.367 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.359 | 0.0291 | -0.405 | 0.352 | 13.2% | 745 | 475 | 2.98 | 756 | 8.97 | 256 | 19 | 13.2% | -0.652 | -0.412 | 0.0298 | 0.357 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.348 | 0.0285 | -0.385 | 0.322 | 13.0% | 481 | 424 | 2.60 | 757 | 9.96 | 101 | 55 | 13.1% | -0.684 | -0.393 | 0.0292 | 0.344 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.334 | 0.0276 | -0.362 | 0.292 | 12.9% | 571 | 489 | 2.30 | 758 | 9.04 | 347 | 12 | 12.9% | -0.715 | -0.372 | 0.0284 | 0.330 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.318 | 0.0265 | -0.338 | 0.263 | 12.7% | 678 | 743 | 1.94 | 759 | 10.40 | 142 | 22 | 12.8% | -0.745 | -0.349 | 0.0275 | 0.312 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.301 | 0.0253 | -0.313 | 0.234 | 12.6% | 2,047 | 1,658 | 1.65 | 760 | 10.58 | 613 | 122 | 12.6% | -0.774 | -0.326 | 0.0263 | 0.294 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.282 | 0.0238 | -0.287 | 0.208 | 12.4% | 293 | 304 | 1.40 | 761 | 14.52 | 142 | 2 | 12.4% | -0.802 | -0.300 | 0.0250 | 0.272 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.262 | 0.0223 | -0.260 | 0.182 | 12.3% | 3,370 | 2,628 | 1.15 | 762 | 16.69 | 153 | 3 | 12.3% | -0.829 | -0.275 | 0.0234 | 0.250 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.241 | 0.0206 | -0.233 | 0.158 | 12.2% | 1,346 | 1,238 | 0.95 | 763 | 17.41 | 216 | 4 | 12.1% | -0.855 | -0.248 | 0.0219 | 0.226 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.219 | 0.0188 | -0.206 | 0.136 | 12.0% | 1,340 | 1,384 | 0.70 | 764 | 15.14 | 211 | 72 | 13.9% | -0.878 | -0.222 | 0.0201 | 0.202 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.198 | 0.0170 | -0.180 | 0.116 | 11.9% | 2,049 | 1,546 | 0.63 | 765 | 14.69 | 260 | 48 | 12.2% | -0.901 | -0.196 | 0.0186 | 0.178 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.177 | 0.0152 | -0.156 | 0.098 | 11.8% | 1,391 | 985 | 0.51 | 766 | 15.43 | 116 | 1 | 12.1% | -0.921 | -0.169 | 0.0169 | 0.151 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.156 | 0.0134 | -0.134 | 0.082 | 11.7% | 1,039 | 928 | 0.41 | 767 | 19.49 | 259 | 6 | 12.1% | -0.939 | -0.146 | 0.0155 | 0.127 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.137 | 0.0118 | -0.114 | 0.068 | 11.6% | 3,675 | 2,267 | 0.34 | 768 | 27.17 | 203 | 12.1% | -0.955 | -0.123 | 0.0136 | 0.101 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.120 | 0.0102 | -0.096 | 0.057 | 11.6% | 709 | 865 | 0.27 | 769 | 23.31 | 104 | 2 | 12.1% | -0.969 | -0.105 | 0.0116 | 0.078 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.104 | 0.0088 | -0.081 | 0.047 | 11.5% | 4,530 | 6,528 | 0.21 | 770 | 19.70 | 35 | 59 | 12.1% | -0.979 | -0.093 | 0.0091 | 0.057 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.090 | 0.0076 | -0.069 | 0.039 | 11.4% | 519 | 1,551 | 0.17 | 771 | 17.00 | 1 | 12.4% | -0.987 | -0.084 | 0.0066 | 0.039 | 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