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
15.1%
756 strike
EXPECTED MOVE
$15.78
ATM straddle
MAX PAIN
$759.00
+0.4%
PUT/CALL VOLUME
1.00
168,946 / 169,434
NOV 20, 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 | 0.442 | 0.0160 | -0.394 | 0.689 | 17.8% | 28 | 864 | 13.22 | 741 | 4.32 | 2,559 | 567 | 17.7% | -0.315 | -0.401 | 0.0162 | 0.443 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.450 | 0.0164 | -0.398 | 0.674 | 17.6% | 70 | 1,454 | 14.33 | 742 | 4.99 | 4,235 | 686 | 17.5% | -0.330 | -0.405 | 0.0167 | 0.451 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.458 | 0.0169 | -0.402 | 0.658 | 17.5% | 159 | 1,729 | 13.39 | 743 | 5.14 | 5,791 | 5,258 | 17.4% | -0.346 | -0.409 | 0.0172 | 0.459 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.465 | 0.0174 | -0.405 | 0.643 | 17.3% | 290 | 1,076 | 12.67 | 744 | 5.23 | 3,678 | 832 | 17.2% | -0.362 | -0.412 | 0.0176 | 0.467 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.472 | 0.0178 | -0.407 | 0.626 | 17.0% | 997 | 5,693 | 12.00 | 745 | 5.61 | 25,887 | 6,133 | 17.0% | -0.379 | -0.414 | 0.0181 | 0.473 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.478 | 0.0182 | -0.409 | 0.609 | 16.9% | 1,018 | 863 | 11.61 | 746 | 5.90 | 2,057 | 1,061 | 16.8% | -0.396 | -0.416 | 0.0185 | 0.479 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.483 | 0.0187 | -0.410 | 0.591 | 16.8% | 788 | 929 | 10.63 | 747 | 6.26 | 2,512 | 1,656 | 16.7% | -0.414 | -0.417 | 0.0190 | 0.484 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.488 | 0.0190 | -0.410 | 0.573 | 16.5% | 1,328 | 830 | 10.10 | 748 | 6.55 | 3,125 | 2,282 | 16.5% | -0.432 | -0.417 | 0.0194 | 0.488 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.491 | 0.0194 | -0.409 | 0.555 | 16.3% | 2,634 | 3,103 | 9.42 | 749 | 6.95 | 3,912 | 3,055 | 16.3% | -0.452 | -0.416 | 0.0197 | 0.491 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.494 | 0.0197 | -0.407 | 0.535 | 16.1% | 14,039 | 14,188 | 8.80 | 750 | 7.35 | 50,810 | 8,300 | 16.1% | -0.471 | -0.414 | 0.0200 | 0.494 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.496 | 0.0200 | -0.404 | 0.516 | 16.0% | 1,566 | 1,192 | 8.22 | 751 | 7.65 | 4,224 | 845 | 16.0% | -0.491 | -0.411 | 0.0203 | 0.495 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.496 | 0.0202 | -0.400 | 0.496 | 15.8% | 1,033 | 3,870 | 7.59 | 752 | 8.10 | 5,678 | 1,015 | 15.8% | -0.512 | -0.407 | 0.0206 | 0.494 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.495 | 0.0204 | -0.395 | 0.475 | 15.6% | 894 | 2,359 | 7.08 | 753 | 8.77 | 2,895 | 476 | 15.6% | -0.533 | -0.402 | 0.0208 | 0.493 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.493 | 0.0205 | -0.389 | 0.454 | 15.5% | 674 | 2,089 | 6.39 | 754 | 8.94 | 1,819 | 153 | 15.4% | -0.554 | -0.396 | 0.0209 | 0.491 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.489 | 0.0206 | -0.382 | 0.433 | 15.3% | 3,467 | 15,579 | 6.04 | 755 | 9.54 | 18,815 | 1,828 | 15.2% | -0.576 | -0.388 | 0.0210 | 0.485 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.484 | 0.0206 | -0.373 | 0.412 | 15.1% | 1,021 | 2,827 | 5.54 | 756 | 10.24 | 4,568 | 303 | 15.1% | -0.597 | -0.380 | 0.0210 | 0.480 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.478 | 0.0205 | -0.364 | 0.391 | 15.0% | 541 | 1,297 | 4.91 | 757 | 10.05 | 19,766 | 281 | 14.9% | -0.619 | -0.371 | 0.0210 | 0.474 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.470 | 0.0204 | -0.353 | 0.369 | 14.8% | 674 | 1,059 | 4.48 | 758 | 11.30 | 2,349 | 57 | 14.8% | -0.642 | -0.360 | 0.0209 | 0.464 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.461 | 0.0202 | -0.342 | 0.347 | 14.7% | 6,729 | 6,695 | 4.19 | 759 | 12.30 | 2,321 | 55 | 14.6% | -0.664 | -0.349 | 0.0207 | 0.453 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.451 | 0.0199 | -0.330 | 0.326 | 14.5% | 4,800 | 11,511 | 3.80 | 760 | 12.26 | 19,229 | 4,026 | 14.4% | -0.686 | -0.337 | 0.0204 | 0.443 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.439 | 0.0195 | -0.317 | 0.305 | 14.4% | 668 | 2,350 | 3.42 | 761 | 13.29 | 4,637 | 96 | 14.3% | -0.708 | -0.324 | 0.0201 | 0.428 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.425 | 0.0191 | -0.303 | 0.284 | 14.2% | 1,435 | 5,391 | 3.15 | 762 | 14.62 | 4,202 | 11 | 15.5% | -0.730 | -0.310 | 0.0197 | 0.412 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.410 | 0.0186 | -0.288 | 0.263 | 14.1% | 2,319 | 2,730 | 2.75 | 763 | 16.72 | 4,230 | 30 | 14.0% | -0.751 | -0.296 | 0.0192 | 0.398 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.395 | 0.0180 | -0.273 | 0.243 | 14.0% | 1,482 | 3,560 | 2.45 | 764 | 14.55 | 3,346 | 9 | 13.9% | -0.772 | -0.281 | 0.0187 | 0.379 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.378 | 0.0173 | -0.257 | 0.224 | 13.8% | 5,859 | 13,910 | 2.18 | 765 | 15.77 | 13,141 | 516 | 13.7% | -0.793 | -0.267 | 0.0181 | 0.359 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.360 | 0.0166 | -0.241 | 0.205 | 13.7% | 337 | 3,571 | 1.98 | 766 | 19.75 | 4,147 | 35 | 13.6% | -0.813 | -0.252 | 0.0175 | 0.340 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.342 | 0.0158 | -0.225 | 0.186 | 13.5% | 578 | 4,504 | 1.57 | 767 | 17.49 | 4,814 | 17 | 13.5% | -0.832 | -0.237 | 0.0168 | 0.317 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.322 | 0.0150 | -0.209 | 0.169 | 13.4% | 656 | 3,972 | 1.48 | 768 | 21.53 | 8,409 | 24 | 13.4% | -0.851 | -0.221 | 0.0160 | 0.295 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.303 | 0.0142 | -0.193 | 0.153 | 13.3% | 313 | 4,411 | 1.28 | 769 | 21.23 | 4,674 | 49 | 13.2% | -0.869 | -0.207 | 0.0152 | 0.273 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.283 | 0.0133 | -0.177 | 0.137 | 13.2% | 5,476 | 27,635 | 1.11 | 770 | 19.72 | 21,235 | 123 | 13.1% | -0.886 | -0.192 | 0.0145 | 0.247 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.264 | 0.0124 | -0.163 | 0.123 | 13.1% | 841 | 3,054 | 0.92 | 771 | 24.29 | 4,584 | 9 | 13.2% | -0.902 | -0.177 | 0.0137 | 0.224 | 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