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
14.6%
756 strike
EXPECTED MOVE
$17.45
ATM straddle
MAX PAIN
$750.00
-0.8%
PUT/CALL VOLUME
0.43
14,689 / 33,959
NOV 18, 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 | 0.385 | 0.0178 | -0.420 | 0.707 | 17.3% | 51 | 444 | 10.90 | 741 | 3.52 | 348 | 196 | 17.3% | -0.294 | -0.424 | 0.0180 | 0.386 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.394 | 0.0185 | -0.426 | 0.690 | 17.1% | 53 | 358 | 10.22 | 742 | 3.93 | 489 | 153 | 17.1% | -0.311 | -0.430 | 0.0186 | 0.395 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.403 | 0.0191 | -0.432 | 0.673 | 16.9% | 12 | 370 | 10.35 | 743 | 4.49 | 742 | 232 | 16.9% | -0.329 | -0.437 | 0.0192 | 0.403 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.411 | 0.0197 | -0.438 | 0.655 | 16.8% | 205 | 289 | 11.39 | 744 | 4.33 | 1,073 | 994 | 16.7% | -0.347 | -0.442 | 0.0199 | 0.411 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.419 | 0.0203 | -0.442 | 0.636 | 16.5% | 43 | 368 | 10.74 | 745 | 4.62 | 732 | 1,137 | 16.5% | -0.366 | -0.446 | 0.0205 | 0.419 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.425 | 0.0209 | -0.445 | 0.617 | 16.4% | 154 | 226 | 9.91 | 746 | 4.96 | 251 | 308 | 16.3% | -0.385 | -0.449 | 0.0211 | 0.426 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.431 | 0.0214 | -0.447 | 0.597 | 16.2% | 417 | 450 | 9.39 | 747 | 5.31 | 728 | 1,152 | 16.2% | -0.406 | -0.451 | 0.0216 | 0.431 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.436 | 0.0219 | -0.448 | 0.576 | 16.0% | 292 | 267 | 8.65 | 748 | 5.60 | 553 | 929 | 16.0% | -0.427 | -0.452 | 0.0221 | 0.436 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.440 | 0.0224 | -0.447 | 0.554 | 15.8% | 373 | 450 | 8.10 | 749 | 5.98 | 300 | 305 | 15.8% | -0.448 | -0.451 | 0.0226 | 0.440 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.442 | 0.0228 | -0.445 | 0.532 | 15.6% | 956 | 895 | 7.40 | 750 | 6.45 | 662 | 257 | 15.6% | -0.471 | -0.449 | 0.0230 | 0.442 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.444 | 0.0231 | -0.441 | 0.509 | 15.5% | 288 | 337 | 6.99 | 751 | 6.76 | 317 | 136 | 15.4% | -0.494 | -0.446 | 0.0234 | 0.443 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.443 | 0.0234 | -0.436 | 0.486 | 15.3% | 204 | 257 | 6.35 | 752 | 7.23 | 364 | 77 | 15.3% | -0.517 | -0.441 | 0.0236 | 0.443 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.442 | 0.0235 | -0.429 | 0.462 | 15.1% | 280 | 379 | 5.82 | 753 | 8.70 | 81 | 39 | 15.1% | -0.542 | -0.434 | 0.0238 | 0.441 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.439 | 0.0236 | -0.421 | 0.438 | 14.9% | 146 | 386 | 5.28 | 754 | 8.90 | 34 | 10 | 15.0% | -0.566 | -0.426 | 0.0240 | 0.437 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.434 | 0.0236 | -0.411 | 0.414 | 14.8% | 678 | 859 | 4.86 | 755 | 8.76 | 961 | 61 | 14.8% | -0.591 | -0.416 | 0.0240 | 0.432 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.427 | 0.0235 | -0.399 | 0.389 | 14.6% | 469 | 661 | 4.39 | 756 | 13.06 | 232 | 7 | 14.6% | -0.616 | -0.405 | 0.0239 | 0.425 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.419 | 0.0233 | -0.386 | 0.365 | 14.5% | 289 | 456 | 4.01 | 757 | 12.13 | 188 | 16 | 14.5% | -0.641 | -0.392 | 0.0238 | 0.415 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.409 | 0.0230 | -0.372 | 0.340 | 14.3% | 921 | 737 | 3.41 | 758 | 11.10 | 42 | 3 | 15.6% | -0.666 | -0.378 | 0.0235 | 0.406 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.398 | 0.0225 | -0.356 | 0.316 | 14.2% | 142 | 440 | 3.25 | 759 | 13.58 | 21 | 3 | 14.2% | -0.691 | -0.363 | 0.0231 | 0.394 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.385 | 0.0220 | -0.339 | 0.292 | 14.0% | 326 | 863 | 2.69 | 760 | 12.21 | 757 | 13 | 14.0% | -0.716 | -0.347 | 0.0226 | 0.378 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.371 | 0.0213 | -0.321 | 0.268 | 13.9% | 206 | 480 | 2.27 | 761 | 14.95 | 306 | 5 | 13.8% | -0.740 | -0.330 | 0.0220 | 0.364 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.355 | 0.0206 | -0.302 | 0.245 | 13.7% | 67 | 342 | 2.21 | 762 | 14.06 | 25 | 5 | 13.7% | -0.764 | -0.313 | 0.0214 | 0.345 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.338 | 0.0197 | -0.283 | 0.223 | 13.6% | 151 | 738 | 1.79 | 763 | 14.77 | 107 | 10 | 15.1% | -0.787 | -0.294 | 0.0206 | 0.328 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.320 | 0.0188 | -0.263 | 0.202 | 13.5% | 179 | 2,112 | 1.60 | 764 | 18.60 | 20 | 1 | 13.5% | -0.810 | -0.275 | 0.0198 | 0.307 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.301 | 0.0178 | -0.243 | 0.182 | 13.3% | 213 | 543 | 1.32 | 765 | 15.28 | 1,321 | 8 | 13.3% | -0.831 | -0.257 | 0.0188 | 0.285 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.282 | 0.0167 | -0.223 | 0.163 | 13.2% | 130 | 656 | 1.25 | 766 | 15.71 | 112 | 1 | 13.2% | -0.852 | -0.237 | 0.0178 | 0.265 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.262 | 0.0156 | -0.203 | 0.144 | 13.1% | 363 | 555 | 1.03 | 767 | 28.76 | 1 | 13.0% | -0.872 | -0.219 | 0.0168 | 0.238 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.242 | 0.0144 | -0.184 | 0.128 | 12.9% | 313 | 734 | 0.71 | 768 | 28.20 | 2 | 13.0% | -0.890 | -0.201 | 0.0158 | 0.219 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.222 | 0.0133 | -0.165 | 0.112 | 12.8% | 461 | 421 | 0.75 | 769 | 21.78 | 26 | 12.9% | -0.907 | -0.182 | 0.0148 | 0.192 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.203 | 0.0121 | -0.147 | 0.098 | 12.7% | 699 | 996 | 0.63 | 770 | 22.59 | 278 | 10 | 12.9% | -0.924 | -0.165 | 0.0139 | 0.170 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.184 | 0.0110 | -0.130 | 0.085 | 12.6% | 176 | 282 | 0.54 | 771 | 29.89 | 8 | 12.8% | -0.939 | -0.146 | 0.0128 | 0.145 | 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