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
$28.22
ATM straddle
MAX PAIN
$761.00
+0.6%
PUT/CALL VOLUME
0.97
15,456 / 15,979
DEC 11, 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 | 0.820 | 0.0101 | -0.220 | 0.641 | 16.8% | 6 | 253 | 22.55 | 741 | 9.20 | 235 | 38 | 16.8% | -0.366 | -0.228 | 0.0104 | 0.825 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.827 | 0.0103 | -0.221 | 0.632 | 16.7% | 25 | 446 | 19.84 | 742 | 10.23 | 554 | 31 | 16.7% | -0.376 | -0.229 | 0.0106 | 0.831 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.833 | 0.0104 | -0.221 | 0.622 | 16.6% | 38 | 128 | 18.42 | 743 | 10.26 | 457 | 22 | 16.6% | -0.386 | -0.229 | 0.0107 | 0.836 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.839 | 0.0106 | -0.221 | 0.612 | 16.4% | 12 | 411 | 19.29 | 744 | 10.20 | 543 | 103 | 16.4% | -0.396 | -0.229 | 0.0109 | 0.841 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.845 | 0.0108 | -0.221 | 0.603 | 16.3% | 367 | 1,806 | 19.07 | 745 | 10.53 | 539 | 289 | 16.3% | -0.407 | -0.229 | 0.0111 | 0.846 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.850 | 0.0109 | -0.221 | 0.592 | 16.1% | 85 | 172 | 18.05 | 746 | 11.52 | 349 | 206 | 16.2% | -0.417 | -0.229 | 0.0113 | 0.851 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.855 | 0.0111 | -0.220 | 0.582 | 16.0% | 266 | 478 | 17.48 | 747 | 11.86 | 479 | 642 | 16.1% | -0.428 | -0.229 | 0.0115 | 0.855 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.860 | 0.0112 | -0.220 | 0.571 | 15.9% | 199 | 367 | 16.65 | 748 | 11.53 | 877 | 887 | 15.9% | -0.439 | -0.228 | 0.0116 | 0.860 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.863 | 0.0114 | -0.219 | 0.560 | 15.8% | 221 | 541 | 16.26 | 749 | 11.84 | 479 | 999 | 15.8% | -0.451 | -0.227 | 0.0118 | 0.863 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.867 | 0.0115 | -0.218 | 0.549 | 15.7% | 625 | 1,049 | 15.49 | 750 | 12.20 | 885 | 414 | 15.7% | -0.462 | -0.227 | 0.0119 | 0.865 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.869 | 0.0116 | -0.217 | 0.538 | 15.5% | 1,014 | 682 | 14.76 | 751 | 12.64 | 899 | 1,220 | 15.5% | -0.474 | -0.226 | 0.0121 | 0.867 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.871 | 0.0118 | -0.216 | 0.526 | 15.4% | 803 | 905 | 14.42 | 752 | 13.18 | 617 | 310 | 15.4% | -0.486 | -0.225 | 0.0122 | 0.868 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.872 | 0.0119 | -0.214 | 0.514 | 15.3% | 306 | 504 | 13.50 | 753 | 17.00 | 267 | 146 | 15.3% | -0.499 | -0.224 | 0.0124 | 0.868 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.873 | 0.0120 | -0.213 | 0.502 | 15.1% | 94 | 372 | 12.41 | 754 | 14.54 | 262 | 247 | 15.2% | -0.511 | -0.222 | 0.0125 | 0.867 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.873 | 0.0121 | -0.211 | 0.490 | 15.0% | 253 | 745 | 12.35 | 755 | 14.24 | 1,168 | 1,241 | 15.0% | -0.524 | -0.220 | 0.0126 | 0.866 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.872 | 0.0122 | -0.209 | 0.478 | 14.9% | 243 | 601 | 11.46 | 756 | 16.76 | 301 | 45 | 14.9% | -0.537 | -0.219 | 0.0128 | 0.862 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.870 | 0.0122 | -0.207 | 0.465 | 14.8% | 95 | 281 | 10.94 | 757 | 16.77 | 227 | 129 | 14.8% | -0.551 | -0.217 | 0.0129 | 0.860 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.867 | 0.0123 | -0.205 | 0.453 | 14.7% | 306 | 354 | 10.52 | 758 | 16.20 | 486 | 293 | 14.5% | -0.564 | -0.214 | 0.0130 | 0.856 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.864 | 0.0124 | -0.202 | 0.440 | 14.5% | 54 | 668 | 9.47 | 759 | 17.04 | 245 | 149 | 14.5% | -0.578 | -0.212 | 0.0130 | 0.851 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.859 | 0.0124 | -0.199 | 0.427 | 14.4% | 552 | 760 | 9.37 | 760 | 17.42 | 297 | 99 | 14.4% | -0.592 | -0.210 | 0.0131 | 0.842 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.854 | 0.0124 | -0.197 | 0.414 | 14.3% | 149 | 339 | 8.51 | 761 | 20.20 | 304 | 1 | 14.3% | -0.606 | -0.207 | 0.0132 | 0.834 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.848 | 0.0124 | -0.193 | 0.401 | 14.2% | 132 | 318 | 8.53 | 762 | 17.53 | 696 | 9 | 14.2% | -0.619 | -0.204 | 0.0132 | 0.827 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.840 | 0.0124 | -0.190 | 0.388 | 14.1% | 131 | 456 | 8.22 | 763 | 19.23 | 692 | 3 | 14.1% | -0.634 | -0.201 | 0.0132 | 0.819 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.832 | 0.0124 | -0.187 | 0.375 | 14.0% | 433 | 388 | 7.53 | 764 | 16.76 | 306 | 13.9% | -0.648 | -0.198 | 0.0132 | 0.808 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.823 | 0.0123 | -0.183 | 0.361 | 13.9% | 565 | 707 | 7.30 | 765 | 19.32 | 5,458 | 84 | 13.9% | -0.662 | -0.195 | 0.0132 | 0.794 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.813 | 0.0122 | -0.179 | 0.348 | 13.8% | 63 | 214 | 6.70 | 766 | 19.86 | 873 | 3 | 13.7% | -0.677 | -0.191 | 0.0132 | 0.777 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.802 | 0.0122 | -0.175 | 0.335 | 13.7% | 73 | 323 | 6.49 | 767 | 20.24 | 519 | 13.6% | -0.691 | -0.187 | 0.0131 | 0.764 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.790 | 0.0120 | -0.171 | 0.322 | 13.6% | 178 | 236 | 6.13 | 768 | 34.92 | 191 | 14.2% | -0.706 | -0.184 | 0.0130 | 0.751 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.777 | 0.0119 | -0.167 | 0.309 | 13.5% | 164 | 211 | 5.68 | 769 | 22.99 | 374 | 1 | 13.5% | -0.720 | -0.180 | 0.0130 | 0.735 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.763 | 0.0118 | -0.163 | 0.296 | 13.4% | 933 | 1,011 | 5.37 | 770 | 36.40 | 742 | 14.0% | -0.734 | -0.176 | 0.0129 | 0.713 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.749 | 0.0116 | -0.158 | 0.284 | 13.3% | 208 | 462 | 4.64 | 771 | 25.37 | 933 | 1 | 13.2% | -0.748 | -0.171 | 0.0127 | 0.690 | 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