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
14.2%
756 strike
EXPECTED MOVE
$16.01
ATM straddle
MAX PAIN
$752.00
-0.6%
PUT/CALL VOLUME
0.25
8,568 / 33,919
NOV 23, 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 | 0.509 | 0.0152 | -0.326 | 0.679 | 16.7% | 0.00 | 741 | 4.89 | 111 | 118 | 16.6% | -0.323 | -0.331 | 0.0153 | 0.511 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.518 | 0.0156 | -0.329 | 0.666 | 16.5% | 1 | 1 | 13.51 | 742 | 5.85 | 28 | 41 | 16.4% | -0.337 | -0.334 | 0.0158 | 0.519 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.526 | 0.0160 | -0.331 | 0.651 | 16.3% | 6 | 6 | 12.68 | 743 | 5.41 | 33 | 92 | 16.3% | -0.351 | -0.336 | 0.0162 | 0.527 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.534 | 0.0164 | -0.333 | 0.636 | 16.1% | 2 | 2 | 13.28 | 744 | 6.96 | 103 | 117 | 16.1% | -0.367 | -0.338 | 0.0166 | 0.534 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.541 | 0.0168 | -0.335 | 0.620 | 16.0% | 55 | 49 | 11.74 | 745 | 6.04 | 246 | 221 | 15.9% | -0.383 | -0.340 | 0.0170 | 0.541 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.547 | 0.0172 | -0.335 | 0.604 | 15.8% | 123 | 76 | 12.15 | 746 | 6.69 | 25 | 57 | 15.7% | -0.399 | -0.341 | 0.0174 | 0.547 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.552 | 0.0175 | -0.336 | 0.588 | 15.7% | 135 | 59 | 11.31 | 747 | 6.80 | 123 | 202 | 15.6% | -0.416 | -0.341 | 0.0178 | 0.552 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.557 | 0.0178 | -0.335 | 0.571 | 15.5% | 202 | 73 | 10.46 | 748 | 7.12 | 40 | 100 | 15.4% | -0.433 | -0.341 | 0.0182 | 0.557 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.560 | 0.0182 | -0.334 | 0.553 | 15.3% | 96 | 54 | 10.06 | 749 | 8.01 | 104 | 129 | 15.3% | -0.451 | -0.340 | 0.0185 | 0.560 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.563 | 0.0184 | -0.333 | 0.536 | 15.1% | 379 | 246 | 9.06 | 750 | 7.60 | 762 | 994 | 15.1% | -0.469 | -0.339 | 0.0188 | 0.562 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.565 | 0.0187 | -0.330 | 0.517 | 14.9% | 126 | 70 | 8.84 | 751 | 8.12 | 179 | 202 | 15.0% | -0.488 | -0.337 | 0.0191 | 0.564 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.565 | 0.0189 | -0.327 | 0.498 | 14.8% | 118 | 87 | 7.89 | 752 | 8.44 | 83 | 96 | 14.8% | -0.507 | -0.333 | 0.0193 | 0.564 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.565 | 0.0191 | -0.323 | 0.479 | 14.6% | 44 | 21 | 6.49 | 753 | 10.21 | 149 | 167 | 14.6% | -0.527 | -0.330 | 0.0195 | 0.562 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.563 | 0.0192 | -0.318 | 0.460 | 14.5% | 14 | 12 | 6.72 | 754 | 9.43 | 68 | 70 | 14.5% | -0.547 | -0.325 | 0.0197 | 0.560 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.559 | 0.0193 | -0.313 | 0.439 | 14.3% | 315 | 384 | 6.49 | 755 | 10.27 | 94 | 71 | 14.3% | -0.568 | -0.320 | 0.0198 | 0.556 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.554 | 0.0194 | -0.306 | 0.419 | 14.2% | 84 | 82 | 5.27 | 756 | 10.74 | 2 | 2 | 14.2% | -0.588 | -0.314 | 0.0199 | 0.551 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.548 | 0.0194 | -0.299 | 0.399 | 14.0% | 200 | 158 | 5.54 | 757 | 12.85 | 35 | 35 | 14.0% | -0.609 | -0.307 | 0.0199 | 0.542 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.541 | 0.0193 | -0.291 | 0.379 | 13.9% | 134 | 113 | 4.57 | 758 | 0.00 | 13.9% | -0.630 | -0.299 | 0.0198 | 0.535 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.531 | 0.0191 | -0.283 | 0.358 | 13.7% | 81 | 67 | 4.50 | 759 | 11.93 | 66 | 66 | 13.7% | -0.651 | -0.291 | 0.0198 | 0.525 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.521 | 0.0189 | -0.273 | 0.338 | 13.6% | 659 | 420 | 4.40 | 760 | 16.06 | 8 | 3 | 13.6% | -0.673 | -0.282 | 0.0196 | 0.510 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.509 | 0.0187 | -0.264 | 0.317 | 13.4% | 40 | 33 | 3.71 | 761 | 0.00 | 13.4% | -0.694 | -0.272 | 0.0194 | 0.498 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.495 | 0.0183 | -0.253 | 0.297 | 13.3% | 37 | 34 | 2.87 | 762 | 0.00 | 13.3% | -0.715 | -0.262 | 0.0191 | 0.483 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.480 | 0.0179 | -0.242 | 0.277 | 13.1% | 55 | 48 | 3.08 | 763 | 14.32 | 6 | 6 | 13.1% | -0.736 | -0.251 | 0.0187 | 0.465 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.464 | 0.0174 | -0.230 | 0.258 | 13.0% | 45 | 34 | 2.59 | 764 | 0.00 | 13.0% | -0.756 | -0.240 | 0.0183 | 0.447 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.447 | 0.0169 | -0.218 | 0.239 | 12.9% | 111 | 416 | 2.53 | 765 | 16.27 | 148 | 157 | 14.1% | -0.777 | -0.229 | 0.0179 | 0.428 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.428 | 0.0163 | -0.206 | 0.220 | 12.8% | 34 | 28 | 2.07 | 766 | 16.80 | 1 | 1 | 12.8% | -0.797 | -0.217 | 0.0174 | 0.405 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.409 | 0.0157 | -0.194 | 0.202 | 12.6% | 9 | 4 | 1.54 | 767 | 0.00 | 12.7% | -0.816 | -0.206 | 0.0169 | 0.383 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.389 | 0.0150 | -0.182 | 0.185 | 12.5% | 21 | 20 | 1.80 | 768 | 19.93 | 20 | 20 | 13.9% | -0.835 | -0.195 | 0.0163 | 0.359 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.368 | 0.0142 | -0.169 | 0.169 | 12.4% | 104 | 65 | 1.56 | 769 | 23.81 | 8 | 8 | 13.9% | -0.853 | -0.184 | 0.0156 | 0.333 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.347 | 0.0135 | -0.157 | 0.153 | 12.3% | 195 | 439 | 1.30 | 770 | 20.27 | 93 | 57 | 12.4% | -0.871 | -0.173 | 0.0149 | 0.307 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.326 | 0.0127 | -0.145 | 0.138 | 12.2% | 169 | 137 | 1.13 | 771 | 24.10 | 10 | 10 | 12.3% | -0.887 | -0.161 | 0.0142 | 0.280 | 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