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
14.9%
756 strike
EXPECTED MOVE
$17.37
ATM straddle
MAX PAIN
$746.00
-1.4%
PUT/CALL VOLUME
0.79
8,770 / 11,097
NOV 19, 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 | 0.415 | 0.0169 | -0.407 | 0.696 | 17.5% | 4 | 6 | 11.89 | 741 | 4.18 | 100 | 82 | 17.5% | -0.306 | -0.411 | 0.0170 | 0.416 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.424 | 0.0174 | -0.412 | 0.680 | 17.4% | 11 | 12 | 12.13 | 742 | 4.04 | 111 | 259 | 17.3% | -0.322 | -0.417 | 0.0176 | 0.425 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.432 | 0.0180 | -0.417 | 0.664 | 17.2% | 12 | 27 | 10.77 | 743 | 4.30 | 62 | 140 | 17.1% | -0.338 | -0.421 | 0.0181 | 0.432 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.440 | 0.0185 | -0.421 | 0.647 | 17.0% | 90 | 68 | 11.96 | 744 | 5.05 | 35 | 23 | 16.9% | -0.355 | -0.425 | 0.0186 | 0.440 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.447 | 0.0190 | -0.424 | 0.629 | 16.8% | 364 | 835 | 11.18 | 745 | 5.06 | 446 | 472 | 16.8% | -0.373 | -0.428 | 0.0192 | 0.447 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.453 | 0.0195 | -0.426 | 0.611 | 16.6% | 203 | 100 | 9.48 | 746 | 5.35 | 169 | 149 | 16.6% | -0.391 | -0.431 | 0.0197 | 0.453 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.458 | 0.0200 | -0.427 | 0.592 | 16.4% | 329 | 81 | 9.82 | 747 | 5.69 | 233 | 247 | 16.4% | -0.410 | -0.432 | 0.0202 | 0.459 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.463 | 0.0204 | -0.427 | 0.573 | 16.2% | 338 | 231 | 8.94 | 748 | 6.14 | 159 | 209 | 16.2% | -0.430 | -0.432 | 0.0206 | 0.463 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.467 | 0.0208 | -0.427 | 0.553 | 16.1% | 219 | 92 | 8.83 | 749 | 6.53 | 210 | 165 | 16.1% | -0.450 | -0.431 | 0.0210 | 0.467 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.469 | 0.0211 | -0.424 | 0.532 | 15.9% | 781 | 1,129 | 8.14 | 750 | 6.88 | 287 | 232 | 15.9% | -0.471 | -0.429 | 0.0214 | 0.469 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.470 | 0.0214 | -0.421 | 0.511 | 15.7% | 214 | 95 | 7.54 | 751 | 7.43 | 255 | 227 | 15.7% | -0.492 | -0.426 | 0.0217 | 0.470 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.470 | 0.0216 | -0.416 | 0.489 | 15.6% | 159 | 195 | 6.82 | 752 | 10.65 | 199 | 99 | 15.5% | -0.514 | -0.422 | 0.0219 | 0.469 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.469 | 0.0218 | -0.411 | 0.468 | 15.4% | 58 | 109 | 6.54 | 753 | 9.40 | 71 | 44 | 15.4% | -0.537 | -0.416 | 0.0221 | 0.468 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.466 | 0.0219 | -0.403 | 0.445 | 15.2% | 47 | 111 | 5.85 | 754 | 9.19 | 33 | 18 | 15.2% | -0.559 | -0.409 | 0.0223 | 0.465 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.462 | 0.0220 | -0.395 | 0.422 | 15.1% | 169 | 695 | 5.08 | 755 | 9.25 | 275 | 2 | 15.1% | -0.583 | -0.400 | 0.0223 | 0.460 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.456 | 0.0219 | -0.385 | 0.400 | 14.9% | 106 | 183 | 4.99 | 756 | 12.38 | 27 | 5 | 14.8% | -0.606 | -0.391 | 0.0223 | 0.453 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.449 | 0.0218 | -0.374 | 0.377 | 14.7% | 30 | 121 | 4.33 | 757 | 9.95 | 21 | 25 | 14.7% | -0.629 | -0.380 | 0.0222 | 0.447 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.440 | 0.0216 | -0.362 | 0.354 | 14.6% | 138 | 95 | 4.06 | 758 | 11.56 | 3 | 8 | 14.5% | -0.653 | -0.368 | 0.0220 | 0.436 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.430 | 0.0212 | -0.349 | 0.331 | 14.4% | 195 | 114 | 3.45 | 759 | 12.57 | 4 | 7 | 14.4% | -0.676 | -0.355 | 0.0217 | 0.424 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.418 | 0.0208 | -0.335 | 0.309 | 14.3% | 581 | 605 | 3.23 | 760 | 11.99 | 120 | 12 | 14.2% | -0.699 | -0.342 | 0.0214 | 0.413 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.405 | 0.0203 | -0.319 | 0.286 | 14.1% | 79 | 149 | 2.90 | 761 | 13.40 | 2 | 2 | 14.1% | -0.722 | -0.327 | 0.0210 | 0.397 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.390 | 0.0198 | -0.303 | 0.265 | 14.0% | 382 | 391 | 2.61 | 762 | 0.00 | 15.3% | -0.745 | -0.312 | 0.0204 | 0.382 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.375 | 0.0191 | -0.286 | 0.243 | 13.9% | 222 | 342 | 2.41 | 763 | 0.00 | 13.8% | -0.767 | -0.296 | 0.0199 | 0.365 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.358 | 0.0184 | -0.269 | 0.223 | 13.7% | 259 | 310 | 1.93 | 764 | 18.49 | 2 | 2 | 13.6% | -0.789 | -0.280 | 0.0192 | 0.344 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.340 | 0.0175 | -0.252 | 0.203 | 13.6% | 476 | 1,173 | 1.78 | 765 | 17.20 | 499 | 14 | 13.5% | -0.810 | -0.263 | 0.0185 | 0.327 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.321 | 0.0167 | -0.234 | 0.184 | 13.5% | 13 | 288 | 1.57 | 766 | 16.34 | 2 | 13.4% | -0.830 | -0.247 | 0.0177 | 0.303 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.302 | 0.0158 | -0.216 | 0.166 | 13.3% | 298 | 587 | 1.38 | 767 | 17.28 | 1 | 15.0% | -0.849 | -0.230 | 0.0168 | 0.282 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.283 | 0.0148 | -0.198 | 0.149 | 13.2% | 219 | 310 | 1.02 | 768 | 0.00 | 13.2% | -0.868 | -0.214 | 0.0159 | 0.260 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.263 | 0.0138 | -0.181 | 0.133 | 13.1% | 155 | 184 | 0.77 | 769 | 0.00 | 13.1% | -0.886 | -0.198 | 0.0150 | 0.235 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.243 | 0.0128 | -0.164 | 0.118 | 13.0% | 357 | 778 | 0.88 | 770 | 19.73 | 147 | 60 | 12.1% | -0.902 | -0.181 | 0.0142 | 0.213 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.224 | 0.0118 | -0.148 | 0.104 | 12.9% | 193 | 580 | 0.68 | 771 | 0.00 | 12.9% | -0.918 | -0.165 | 0.0132 | 0.187 | 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