SPY Options Chain

Name: SPY Options Chain
Creator: Obelion

SPY $765.37 · Updated Oct 26, 4:00 PM ET

SPY is at $765.37. The nearest expiration, Oct 27, 2026 (1 day out), lists 133 strikes, with 523,128 calls and 557,051 puts traded in the latest session. At-the-money implied volatility is 12.1%. The at-the-money straddle prices a move of about $3.86 (0.5%) by expiration.

EXPIRATION

ATM IV

12.1%

765 strike

EXPECTED MOVE

$3.86

ATM straddle

MAX PAIN

$767.00

+0.2%

PUT/CALL VOLUME

1.06

557,051 / 523,128

OCT 27, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
14.09	16.52	15.31	94	69	37.4%	0.896	0.0145	-1.708	750	-0.058	0.0022	-0.005	18.0%	4,749	9,589	0.03	0.04	0.03
14.00	15.35	16.84	6	16	33.9%	0.903	0.0152	-1.484	751	-0.059	0.0026	-0.005	17.0%	379	3,224	0.04	0.04	0.03
13.06	14.36	13.46	131	29	32.3%	0.897	0.0167	-1.482	752	-0.075	0.0035	-0.007	16.5%	1,023	5,110	0.04	0.05	0.04
12.09	12.65	12.50	1,610	114	21.5%	0.960	0.0119	-0.530	753	-0.108	0.0051	-0.011	16.3%	24,620	11,346	0.06	0.07	0.06
11.10	12.36	11.88	130	74	29.0%	0.884	0.0202	-1.445	754	-0.140	0.0070	-0.015	15.9%	1,060	6,073	0.09	0.09	0.08
10.25	10.43	10.42	479	93	13.7%	0.989	0.0061	-0.184	755	-0.173	0.0093	-0.020	15.3%	2,949	22,008	0.10	0.11	0.10
9.29	9.46	9.98	149	56	13.5%	0.982	0.0096	-0.233	756	-0.235	0.0132	-0.029	15.0%	727	7,513	0.14	0.15	0.14
8.34	8.51	8.60	491	189	13.5%	0.970	0.0150	-0.311	757	-0.308	0.0181	-0.041	14.7%	909	10,148	0.20	0.20	0.18
7.41	7.55	7.49	2,096	164	13.0%	0.958	0.0207	-0.370	758	-0.405	0.0247	-0.060	14.4%	1,833	9,618	0.26	0.27	0.25
6.56	6.64	6.70	931	396	12.9%	0.933	0.0300	-0.491	759	-0.502	0.0326	-0.082	14.0%	1,314	11,876	0.35	0.35	0.34
5.68	5.76	5.69	3,687	1,099	12.8%	0.899	0.0413	-0.630	760	-0.630	0.0427	-0.116	13.7%	3,744	34,193	0.47	0.47	0.46
4.84	4.91	4.80	6,590	931	12.6%	0.855	0.0541	-0.774	761	-0.771	0.0542	-0.160	13.4%	863	18,282	0.62	0.63	0.62
4.06	4.08	4.05	10,866	1,466	12.2%	0.801	0.0683	-0.894	762	-0.914	0.0665	-0.217	13.2%	6,504	45,348	0.83	0.84	0.82
3.31	3.37	3.28	24,212	1,225	12.3%	0.725	0.0814	-1.055	763	-1.035	0.0784	-0.286	13.0%	834	33,078	1.10	1.10	1.08
2.65	2.68	2.66	28,260	1,617	12.0%	0.641	0.0932	-1.140	764	-1.116	0.0887	-0.366	12.7%	1,417	55,774	1.40	1.42	1.40
2.05	2.06	2.05	69,590	2,551	11.7%	0.545	0.1015	-1.166	765	-1.150	0.0950	-0.457	12.5%	1,042	106,730	1.81	1.82	1.80
1.54	1.56	1.54	77,716	2,106	11.6%	0.443	0.1018	-1.145	766	-1.130	0.0952	-0.553	12.4%	1,093	46,833	2.29	2.32	2.27
1.11	1.12	1.11	64,206	1,675	11.4%	0.341	0.0966	-1.036	767	-1.031	0.0908	-0.648	12.2%	22,028	36,537	2.87	2.88	2.84
0.77	0.78	0.78	47,490	2,326	11.2%	0.248	0.0844	-0.878	768	-0.897	0.0804	-0.734	12.2%	762	9,976	3.52	3.55	3.50
0.51	0.52	0.51	30,998	1,443	11.1%	0.169	0.0681	-0.687	769	-0.741	0.0669	-0.805	12.3%	1,057	3,578	4.28	4.30	4.24
0.33	0.34	0.34	35,968	2,895	11.0%	0.109	0.0506	-0.505	770	-0.587	0.0529	-0.861	12.5%	986	3,494	5.10	5.12	5.05
0.21	0.22	0.21	15,752	1,650	11.1%	0.067	0.0352	-0.354	771	-0.536	0.0418	-0.888	13.6%	586	859	5.91	6.06	5.90
0.13	0.14	0.13	18,711	1,918	11.2%	0.040	0.0232	-0.236	772	-0.458	0.0330	-0.913	14.4%	524	1,369	6.96	6.99	6.81
0.08	0.09	0.08	21,116	1,862	11.3%	0.023	0.0146	-0.153	773	-0.438	0.0270	-0.926	15.6%	532	209	7.82	7.97	7.82
0.04	0.05	0.04	12,528	1,258	11.2%	0.012	0.0081	-0.083	774	-1.452	0.0286	-0.837	25.9%	351	129	8.60	9.82	8.12
0.03	0.04	0.03	14,503	1,776	11.9%	0.008	0.0058	-0.067	775	-0.447	0.0197	-0.939	18.4%	206	315	9.89	9.97	9.80
0.02	0.03	0.03	4,429	3,328	12.4%	0.006	0.0039	-0.049	776	-1.630	0.0232	-0.849	30.3%	80	48	10.84	11.93	10.71
0.01	0.02	0.02	6,597	6,903	12.7%	0.003	0.0024	-0.032	777	-0.585	0.0166	-0.936	22.5%	9	209	11.11	12.06	10.73
0.01	0.02	0.01	1,521	948	13.6%	0.003	0.0020	-0.030	778	-1.858	0.0195	-0.854	35.2%	1	55	12.30	14.09	11.71
0.00	0.01	0.01	1,395	1,245	13.3%	0.001	0.0009	-0.013	779	-0.565	0.0131	-0.946	25.0%		4	13.45	14.04	12.62
0.00	0.01	0.01	2,290	2,810	14.1%	0.001	0.0008	-0.012	780	-1.920	0.0167	-0.866	38.7%	6	6	14.87	16.10	13.62

Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.

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How this is calculated: Options Chain methodology

EXPIRATION

OCT 27, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS