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
$30.33
ATM straddle
MAX PAIN
$745.00
-1.5%
PUT/CALL VOLUME
1.46
134,558 / 91,874
DEC 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 | 0.902 | 0.0093 | -0.200 | 0.634 | 16.7% | 117 | 617 | 22.61 | 741 | 11.00 | 1,508 | 626 | 16.7% | -0.383 | -0.203 | 0.0094 | 0.923 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.905 | 0.0095 | -0.200 | 0.626 | 16.6% | 31 | 296 | 21.10 | 742 | 11.45 | 1,905 | 437 | 16.6% | -0.392 | -0.203 | 0.0096 | 0.929 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.918 | 0.0096 | -0.200 | 0.617 | 16.4% | 6 | 1,575 | 19.76 | 743 | 11.71 | 2,475 | 322 | 16.4% | -0.401 | -0.202 | 0.0097 | 0.935 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.934 | 0.0098 | -0.200 | 0.608 | 16.3% | 70 | 2,139 | 19.90 | 744 | 11.88 | 1,904 | 208 | 16.3% | -0.410 | -0.202 | 0.0098 | 0.940 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.937 | 0.0099 | -0.200 | 0.599 | 16.3% | 489 | 10,624 | 20.30 | 745 | 12.35 | 8,916 | 2,182 | 16.2% | -0.419 | -0.201 | 0.0099 | 0.945 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.940 | 0.0100 | -0.199 | 0.589 | 16.1% | 471 | 840 | 19.45 | 746 | 12.64 | 1,633 | 399 | 16.1% | -0.429 | -0.201 | 0.0101 | 0.949 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.943 | 0.0102 | -0.199 | 0.580 | 15.9% | 398 | 748 | 18.65 | 747 | 13.31 | 2,799 | 1,175 | 15.9% | -0.439 | -0.200 | 0.0102 | 0.953 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.945 | 0.0103 | -0.198 | 0.570 | 15.8% | 291 | 969 | 17.74 | 748 | 13.62 | 2,157 | 389 | 15.8% | -0.449 | -0.199 | 0.0103 | 0.956 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.947 | 0.0104 | -0.198 | 0.560 | 15.7% | 291 | 2,854 | 17.43 | 749 | 13.72 | 2,025 | 433 | 15.7% | -0.459 | -0.198 | 0.0104 | 0.959 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.948 | 0.0105 | -0.197 | 0.550 | 15.6% | 2,354 | 33,065 | 16.84 | 750 | 14.05 | 37,193 | 3,195 | 15.6% | -0.469 | -0.197 | 0.0105 | 0.961 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.960 | 0.0107 | -0.196 | 0.539 | 15.5% | 369 | 958 | 16.11 | 751 | 14.56 | 3,186 | 328 | 15.5% | -0.480 | -0.196 | 0.0106 | 0.962 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.961 | 0.0108 | -0.195 | 0.529 | 15.3% | 194 | 617 | 15.42 | 752 | 15.00 | 1,177 | 396 | 15.3% | -0.490 | -0.195 | 0.0107 | 0.963 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.961 | 0.0109 | -0.194 | 0.518 | 15.2% | 165 | 442 | 15.26 | 753 | 15.97 | 1,293 | 274 | 15.2% | -0.501 | -0.193 | 0.0108 | 0.964 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.961 | 0.0110 | -0.193 | 0.507 | 15.1% | 278 | 1,517 | 14.45 | 754 | 16.30 | 1,775 | 416 | 15.1% | -0.512 | -0.191 | 0.0109 | 0.963 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.961 | 0.0110 | -0.191 | 0.496 | 15.0% | 685 | 17,000 | 13.52 | 755 | 16.18 | 8,800 | 968 | 15.0% | -0.524 | -0.190 | 0.0110 | 0.962 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.960 | 0.0111 | -0.190 | 0.485 | 14.9% | 241 | 1,684 | 12.95 | 756 | 17.38 | 1,199 | 118 | 14.9% | -0.535 | -0.188 | 0.0110 | 0.960 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.959 | 0.0112 | -0.188 | 0.473 | 14.8% | 202 | 1,657 | 12.58 | 757 | 17.73 | 1,592 | 25 | 14.8% | -0.546 | -0.186 | 0.0111 | 0.957 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.955 | 0.0113 | -0.186 | 0.462 | 14.6% | 180 | 694 | 11.58 | 758 | 17.84 | 1,213 | 177 | 14.7% | -0.558 | -0.183 | 0.0112 | 0.954 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.952 | 0.0113 | -0.184 | 0.450 | 14.5% | 194 | 1,053 | 11.69 | 759 | 18.35 | 1,692 | 447 | 14.6% | -0.569 | -0.181 | 0.0112 | 0.950 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.949 | 0.0114 | -0.182 | 0.439 | 14.4% | 1,468 | 21,305 | 10.95 | 760 | 18.24 | 25,777 | 1,255 | 14.4% | -0.581 | -0.179 | 0.0112 | 0.944 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.946 | 0.0114 | -0.179 | 0.427 | 14.3% | 105 | 1,431 | 9.95 | 761 | 18.80 | 2,131 | 709 | 14.4% | -0.593 | -0.176 | 0.0112 | 0.939 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.942 | 0.0114 | -0.177 | 0.415 | 14.2% | 153 | 2,297 | 8.97 | 762 | 20.17 | 1,549 | 31 | 14.2% | -0.605 | -0.174 | 0.0113 | 0.932 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.940 | 0.0114 | -0.175 | 0.403 | 14.1% | 294 | 4,569 | 9.22 | 763 | 20.29 | 3,604 | 415 | 14.2% | -0.617 | -0.171 | 0.0113 | 0.924 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.920 | 0.0114 | -0.172 | 0.391 | 14.0% | 103 | 971 | 8.62 | 764 | 20.98 | 1,384 | 31 | 14.1% | -0.629 | -0.169 | 0.0113 | 0.915 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.913 | 0.0114 | -0.169 | 0.379 | 13.9% | 1,696 | 17,160 | 8.55 | 765 | 21.53 | 10,308 | 181 | 13.9% | -0.641 | -0.166 | 0.0112 | 0.906 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.907 | 0.0113 | -0.166 | 0.367 | 13.8% | 361 | 2,925 | 7.90 | 766 | 22.11 | 1,875 | 58 | 13.9% | -0.653 | -0.163 | 0.0112 | 0.895 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.900 | 0.0113 | -0.163 | 0.355 | 13.7% | 90 | 3,822 | 7.20 | 767 | 22.70 | 2,086 | 10 | 14.3% | -0.665 | -0.160 | 0.0112 | 0.883 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.894 | 0.0112 | -0.160 | 0.343 | 13.6% | 489 | 5,390 | 7.20 | 768 | 22.66 | 2,103 | 224 | 13.7% | -0.677 | -0.157 | 0.0111 | 0.871 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.889 | 0.0111 | -0.157 | 0.330 | 13.6% | 49 | 1,631 | 6.87 | 769 | 23.28 | 2,041 | 224 | 13.5% | -0.690 | -0.153 | 0.0111 | 0.858 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.857 | 0.0110 | -0.153 | 0.318 | 13.5% | 7,387 | 36,312 | 6.51 | 770 | 23.91 | 15,272 | 203 | 13.5% | -0.702 | -0.150 | 0.0110 | 0.844 | 0.00 | 0.00 |
| 0.00 | 0.00 | 0.845 | 0.0109 | -0.150 | 0.307 | 13.4% | 84 | 2,427 | 6.20 | 771 | 22.65 | 1,636 | 14.0% | -0.713 | -0.147 | 0.0109 | 0.829 | 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