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
14.1%
756 strike
EXPECTED MOVE
$14.18
ATM straddle
MAX PAIN
$749.00
-1.0%
PUT/CALL VOLUME
0.36
22,178 / 61,835
NOV 17, 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 | 0.351 | 0.0191 | -0.423 | 0.723 | 16.8% | 195 | 168 | 12.83 | 741 | 3.14 | 223 | 305 | 16.7% | -0.278 | -0.427 | 0.0192 | 0.351 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.361 | 0.0199 | -0.432 | 0.705 | 16.7% | 416 | 189 | 12.23 | 742 | 3.24 | 451 | 641 | 16.6% | -0.296 | -0.436 | 0.0200 | 0.361 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.371 | 0.0207 | -0.441 | 0.687 | 16.4% | 1,309 | 363 | 11.48 | 743 | 3.62 | 213 | 162 | 16.4% | -0.314 | -0.444 | 0.0208 | 0.371 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.380 | 0.0215 | -0.448 | 0.667 | 16.3% | 3,001 | 548 | 10.04 | 744 | 3.75 | 240 | 433 | 16.2% | -0.334 | -0.452 | 0.0216 | 0.380 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.388 | 0.0222 | -0.454 | 0.647 | 16.1% | 592 | 367 | 10.34 | 745 | 4.02 | 937 | 1,159 | 16.0% | -0.354 | -0.458 | 0.0223 | 0.388 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.395 | 0.0229 | -0.459 | 0.626 | 15.8% | 532 | 260 | 9.10 | 746 | 4.48 | 336 | 578 | 15.8% | -0.376 | -0.462 | 0.0231 | 0.396 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.402 | 0.0236 | -0.462 | 0.604 | 15.7% | 1,723 | 223 | 8.65 | 747 | 4.88 | 414 | 1,185 | 15.6% | -0.398 | -0.466 | 0.0237 | 0.402 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.407 | 0.0242 | -0.464 | 0.581 | 15.4% | 961 | 399 | 7.73 | 748 | 5.02 | 379 | 1,449 | 15.4% | -0.421 | -0.467 | 0.0244 | 0.407 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.411 | 0.0247 | -0.464 | 0.557 | 15.2% | 1,113 | 526 | 7.50 | 749 | 5.35 | 715 | 1,910 | 15.2% | -0.445 | -0.467 | 0.0249 | 0.411 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.414 | 0.0252 | -0.462 | 0.532 | 15.1% | 911 | 527 | 6.83 | 750 | 5.79 | 1,863 | 1,597 | 15.1% | -0.470 | -0.465 | 0.0254 | 0.414 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.415 | 0.0256 | -0.458 | 0.507 | 14.9% | 540 | 170 | 6.25 | 751 | 6.00 | 227 | 459 | 14.9% | -0.496 | -0.462 | 0.0258 | 0.415 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.415 | 0.0258 | -0.452 | 0.481 | 14.7% | 540 | 166 | 5.75 | 752 | 6.50 | 80 | 49 | 14.7% | -0.522 | -0.456 | 0.0261 | 0.414 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.413 | 0.0260 | -0.444 | 0.455 | 14.5% | 479 | 632 | 5.19 | 753 | 7.75 | 134 | 62 | 14.6% | -0.548 | -0.448 | 0.0263 | 0.412 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.409 | 0.0261 | -0.434 | 0.428 | 14.4% | 165 | 206 | 4.71 | 754 | 8.70 | 183 | 18 | 14.4% | -0.575 | -0.439 | 0.0264 | 0.408 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.403 | 0.0260 | -0.422 | 0.401 | 14.2% | 915 | 619 | 4.19 | 755 | 8.36 | 268 | 63 | 14.2% | -0.603 | -0.427 | 0.0264 | 0.401 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.396 | 0.0258 | -0.408 | 0.374 | 14.1% | 681 | 495 | 3.76 | 756 | 10.42 | 72 | 6 | 14.1% | -0.630 | -0.414 | 0.0262 | 0.394 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.386 | 0.0254 | -0.392 | 0.347 | 13.9% | 285 | 377 | 3.35 | 757 | 12.80 | 118 | 14 | 13.9% | -0.658 | -0.399 | 0.0259 | 0.382 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.375 | 0.0249 | -0.375 | 0.321 | 13.7% | 692 | 338 | 2.79 | 758 | 13.35 | 129 | 41 | 13.8% | -0.685 | -0.382 | 0.0255 | 0.371 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.362 | 0.0242 | -0.355 | 0.294 | 13.6% | 443 | 390 | 2.63 | 759 | 12.99 | 82 | 9 | 13.6% | -0.713 | -0.364 | 0.0249 | 0.357 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.347 | 0.0235 | -0.335 | 0.269 | 13.5% | 1,574 | 869 | 2.25 | 760 | 12.05 | 187 | 13 | 13.5% | -0.739 | -0.344 | 0.0242 | 0.340 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.331 | 0.0225 | -0.314 | 0.243 | 13.3% | 361 | 281 | 1.95 | 761 | 13.67 | 82 | 18 | 13.3% | -0.765 | -0.324 | 0.0234 | 0.324 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.313 | 0.0215 | -0.291 | 0.219 | 13.2% | 248 | 377 | 1.66 | 762 | 13.48 | 54 | 2 | 13.2% | -0.790 | -0.303 | 0.0224 | 0.302 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.295 | 0.0203 | -0.269 | 0.197 | 13.0% | 436 | 356 | 1.43 | 763 | 13.78 | 195 | 9 | 13.0% | -0.815 | -0.282 | 0.0214 | 0.285 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.275 | 0.0191 | -0.246 | 0.175 | 12.9% | 318 | 454 | 1.11 | 764 | 15.40 | 68 | 3 | 12.8% | -0.838 | -0.260 | 0.0202 | 0.260 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.255 | 0.0178 | -0.223 | 0.154 | 12.8% | 956 | 720 | 1.07 | 765 | 17.31 | 167 | 30 | 12.8% | -0.860 | -0.239 | 0.0189 | 0.240 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.235 | 0.0164 | -0.201 | 0.135 | 12.7% | 592 | 784 | 0.91 | 766 | 20.49 | 252 | 2 | 12.7% | -0.880 | -0.217 | 0.0176 | 0.214 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.215 | 0.0150 | -0.179 | 0.118 | 12.6% | 1,039 | 819 | 0.74 | 767 | 21.10 | 577 | 2 | 12.7% | -0.899 | -0.196 | 0.0163 | 0.193 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.195 | 0.0136 | -0.159 | 0.102 | 12.5% | 352 | 685 | 0.62 | 768 | 30.23 | 121 | 12.6% | -0.917 | -0.174 | 0.0153 | 0.167 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.176 | 0.0123 | -0.140 | 0.088 | 12.4% | 808 | 375 | 0.53 | 769 | 36.72 | 76 | 12.6% | -0.933 | -0.153 | 0.0141 | 0.145 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.158 | 0.0110 | -0.122 | 0.075 | 12.3% | 969 | 749 | 0.43 | 770 | 23.23 | 77 | 11 | 0.0% | -0.949 | -0.134 | 0.0129 | 0.120 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.140 | 0.0098 | -0.105 | 0.064 | 12.3% | 352 | 742 | 0.35 | 771 | 35.57 | 5 | 12.6% | -0.962 | -0.114 | 0.0116 | 0.098 | 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