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 149 strikes, with 517,686 calls and 554,539 puts traded in the latest session. At-the-money implied volatility is 12.0%. The at-the-money straddle prices a move of about $3.86 (0.5%) by expiration.

EXPIRATION

ATM IV

16.3%

765 strike

EXPECTED MOVE

$9.08

ATM straddle

MAX PAIN

$766.00

+0.1%

PUT/CALL VOLUME

2.21

81,015 / 36,626

OCT 29, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
16.08	16.39	16.15	26	10	19.4%	0.873	0.0152	-0.448	750	-0.451	0.0152	-0.128	19.7%	2,127	5,212	0.87	0.87	0.86
15.19	15.49	16.90	26	24	19.2%	0.860	0.0164	-0.482	751	-0.485	0.0165	-0.141	19.5%	206	218	0.98	0.97	0.96
14.32	14.58	14.97	75	18	19.0%	0.845	0.0177	-0.516	752	-0.519	0.0178	-0.156	19.2%	371	985	1.12	1.09	1.07
13.46	13.73	14.20	102	50	18.9%	0.829	0.0191	-0.552	753	-0.555	0.0192	-0.172	19.0%	796	587	1.23	1.22	1.20
12.60	12.88	12.85	24	46	18.7%	0.812	0.0206	-0.588	754	-0.591	0.0207	-0.189	18.8%	563	323	1.35	1.36	1.34
11.75	12.04	12.20	66	8	18.4%	0.793	0.0221	-0.624	755	-0.627	0.0222	-0.208	18.6%	766	2,049	1.52	1.52	1.50
10.94	11.21	11.03	103	18	18.2%	0.772	0.0236	-0.659	756	-0.663	0.0237	-0.229	18.4%	223	650	1.73	1.70	1.67
10.16	10.41	10.33	82	90	18.1%	0.750	0.0251	-0.693	757	-0.697	0.0252	-0.251	18.1%	290	395	1.90	1.89	1.87
9.35	9.62	9.49	51	36	17.8%	0.727	0.0266	-0.724	758	-0.729	0.0268	-0.274	17.9%	279	16,361	2.14	2.11	2.08
8.64	8.82	8.66	29	161	17.6%	0.702	0.0281	-0.753	759	-0.758	0.0283	-0.300	17.7%	438	627	2.39	2.34	2.32
7.92	8.07	8.09	447	186	17.4%	0.675	0.0296	-0.779	760	-0.784	0.0297	-0.326	17.4%	1,365	2,160	2.59	2.60	2.58
7.21	7.37	7.30	203	241	17.2%	0.646	0.0309	-0.800	761	-0.806	0.0311	-0.355	17.2%	454	1,691	2.88	2.90	2.87
6.51	6.69	6.75	308	284	17.0%	0.616	0.0322	-0.817	762	-0.822	0.0324	-0.385	17.0%	278	1,857	3.22	3.21	3.19
5.87	6.02	6.15	2,303	1,934	16.8%	0.585	0.0333	-0.827	763	-0.833	0.0336	-0.417	16.8%	523	1,613	3.60	3.56	3.53
5.29	5.37	5.42	3,277	440	16.5%	0.552	0.0342	-0.830	764	-0.837	0.0345	-0.451	16.6%	773	2,290	3.91	3.94	3.91
4.73	4.76	4.74	2,794	672	16.4%	0.518	0.0350	-0.827	765	-0.834	0.0353	-0.485	16.3%	1,123	4,816	4.35	4.35	4.32
4.18	4.21	4.18	3,050	399	16.1%	0.482	0.0354	-0.816	766	-0.824	0.0358	-0.521	16.1%	321	975	4.78	4.80	4.77
3.66	3.69	3.72	1,125	439	15.9%	0.447	0.0356	-0.797	767	-0.805	0.0360	-0.557	16.0%	1,189	2,293	5.33	5.38	5.20
3.19	3.21	3.18	3,404	316	15.7%	0.410	0.0355	-0.770	768	-0.779	0.0360	-0.594	15.8%	385	295	5.85	5.90	5.73
2.74	2.77	2.73	1,385	406	15.5%	0.374	0.0350	-0.736	769	-0.746	0.0355	-0.631	15.6%	469	32	6.34	6.46	6.30
2.34	2.37	2.33	2,154	1,233	15.3%	0.337	0.0342	-0.694	770	-0.706	0.0348	-0.668	15.3%	710	135	7.02	7.07	6.86
1.98	2.00	1.98	1,266	504	15.1%	0.302	0.0331	-0.648	771	-0.660	0.0337	-0.704	15.1%	569	53	7.55	7.75	7.49
1.66	1.68	1.63	757	814	14.9%	0.268	0.0316	-0.596	772	-0.609	0.0322	-0.739	15.0%	258	72	8.26	8.46	8.16
1.38	1.40	1.37	1,168	371	14.8%	0.235	0.0298	-0.541	773	-0.554	0.0305	-0.773	14.8%	375	41	8.48	9.18	8.87
1.13	1.15	1.15	1,013	517	14.6%	0.204	0.0278	-0.484	774	-0.498	0.0286	-0.805	14.6%	213	6	9.50	9.95	9.61
0.92	0.94	0.94	1,058	1,220	14.5%	0.175	0.0255	-0.427	775	-0.440	0.0265	-0.835	14.3%	130	23	10.11	10.74	10.39
0.74	0.76	0.74	712	380	14.3%	0.148	0.0232	-0.370	776	-0.383	0.0243	-0.863	14.2%	84	2	10.59	11.60	11.19
0.59	0.60	0.59	308	435	14.2%	0.124	0.0207	-0.317	777	-0.328	0.0221	-0.888	13.8%	22	62	11.68	12.41	12.04
0.46	0.47	0.47	601	627	14.0%	0.103	0.0183	-0.266	778	-0.277	0.0198	-0.911	12.3%	15	2	11.85	13.77	12.23
0.36	0.37	0.36	434	382	14.0%	0.084	0.0159	-0.220	779	-0.231	0.0174	-0.931	0.0%	5	5	15.00	14.36	12.94
0.28	0.29	0.29	719	1,587	13.9%	0.068	0.0136	-0.180	780	-0.191	0.0149	-0.949	0.0%	59	3	15.20	15.27	13.84

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How this is calculated: Options Chain methodology

EXPIRATION

OCT 29, 2026 CHAIN

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