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

14.8%

765 strike

EXPECTED MOVE

$20.33

ATM straddle

MAX PAIN

$772.00

+0.9%

PUT/CALL VOLUME

2.06

37,319 / 18,147

NOV 13, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
21.69	22.13	21.95	90	172	17.1%	0.727	0.0113	-0.267	750	-0.275	0.0116	-0.278	17.2%	3,697	734	5.04	5.05	5.02
20.91	21.33	22.10	1	34	17.0%	0.717	0.0116	-0.270	751	-0.278	0.0119	-0.288	17.0%	606	135	5.12	5.26	5.22
20.11	21.62	20.26	3	210	16.8%	0.707	0.0120	-0.272	752	-0.280	0.0122	-0.298	16.8%	1,411	231	5.33	5.47	5.43
19.32	19.74	19.75	13	87	16.6%	0.696	0.0123	-0.274	753	-0.282	0.0125	-0.309	16.7%	1,051	4,360	5.69	5.69	5.65
18.56	19.17	18.45	3	164	16.5%	0.685	0.0126	-0.276	754	-0.284	0.0129	-0.321	16.5%	1,229	99	5.90	5.92	5.88
17.97	18.09	17.93	10	365	16.4%	0.673	0.0129	-0.278	755	-0.286	0.0132	-0.333	16.4%	7,961	1,280	6.17	6.16	6.12
17.05	17.44	18.27	11	101	16.2%	0.661	0.0132	-0.280	756	-0.287	0.0135	-0.345	16.2%	870	31	6.22	6.41	6.37
16.49	16.62	17.68	7	116	16.0%	0.649	0.0135	-0.281	757	-0.288	0.0138	-0.357	16.0%	812	239	6.69	6.68	6.63
15.76	15.87	15.95	118	68	15.9%	0.637	0.0138	-0.282	758	-0.290	0.0142	-0.370	15.9%	1,323	185	6.95	6.95	6.91
14.96	15.26	15.61	14	122	15.8%	0.624	0.0141	-0.282	759	-0.290	0.0145	-0.384	15.7%	562	161	7.01	7.24	7.19
14.34	14.45	14.43	264	734	15.6%	0.611	0.0144	-0.282	760	-0.291	0.0148	-0.397	15.6%	5,464	1,789	7.53	7.54	7.50
13.65	13.76	13.86	171	600	15.4%	0.597	0.0147	-0.282	761	-0.291	0.0151	-0.412	15.4%	604	205	7.95	7.86	7.81
12.89	13.22	13.20	783	989	15.3%	0.583	0.0150	-0.282	762	-0.290	0.0154	-0.426	15.3%	2,165	1,197	8.14	8.18	8.14
12.31	12.43	12.44	254	628	15.1%	0.568	0.0152	-0.281	763	-0.290	0.0156	-0.441	15.1%	841	439	8.57	8.53	8.48
11.67	11.77	11.84	500	789	15.0%	0.553	0.0155	-0.280	764	-0.289	0.0159	-0.456	15.0%	694	378	8.61	8.89	8.85
11.06	11.11	11.01	1,341	999	14.8%	0.538	0.0157	-0.279	765	-0.287	0.0162	-0.472	14.8%	1,973	2,695	9.26	9.27	9.22
10.45	10.49	10.58	402	753	14.7%	0.522	0.0159	-0.277	766	-0.286	0.0164	-0.489	14.6%	2,237	498	9.64	9.66	9.61
9.85	9.89	10.13	184	568	14.5%	0.506	0.0161	-0.275	767	-0.284	0.0166	-0.505	14.5%	1,657	883	10.16	10.07	10.02
9.27	9.31	9.28	799	880	14.4%	0.490	0.0162	-0.272	768	-0.281	0.0168	-0.522	14.4%	789	1,233	10.30	10.50	10.45
8.70	8.75	8.72	179	826	14.2%	0.474	0.0164	-0.269	769	-0.278	0.0170	-0.539	14.3%	1,216	120	10.77	10.95	10.89
8.16	8.20	8.13	1,172	2,083	14.1%	0.457	0.0165	-0.265	770	-0.275	0.0171	-0.557	14.1%	2,708	294	11.49	11.41	11.35
7.63	7.67	7.62	95	1,071	14.0%	0.440	0.0166	-0.261	771	-0.271	0.0173	-0.575	14.0%	3,110	12	11.40	12.26	11.68
7.12	7.17	7.13	127	893	13.8%	0.423	0.0166	-0.257	772	-0.267	0.0173	-0.593	13.8%	1,852	18	12.47	12.48	12.27
6.64	6.68	6.54	205	757	13.7%	0.406	0.0166	-0.252	773	-0.262	0.0174	-0.611	13.7%	1,059	10	12.93	13.06	12.72
6.17	6.21	6.26	724	849	13.6%	0.389	0.0165	-0.246	774	-0.258	0.0174	-0.629	13.6%	1,074	3	13.26	13.66	13.27
5.73	5.76	5.84	351	1,759	13.5%	0.371	0.0164	-0.241	775	-0.253	0.0174	-0.648	13.5%	1,873	404	14.17	14.21	13.83
5.30	5.34	5.36	218	565	13.3%	0.354	0.0163	-0.235	776	-0.247	0.0173	-0.667	13.4%	507	2	13.83	14.84	14.51
4.90	4.93	4.72	67	963	13.2%	0.336	0.0162	-0.228	777	-0.241	0.0172	-0.685	13.3%	2,102	5	15.09	15.43	15.03
4.51	4.55	4.54	439	6,774	13.1%	0.319	0.0160	-0.221	778	-0.236	0.0171	-0.704	13.1%	1,046	68	15.15	16.12	15.67
4.15	4.19	4.24	100	1,056	13.0%	0.302	0.0157	-0.214	779	-0.229	0.0169	-0.722	12.9%	410	2	16.50	16.78	16.33
3.81	3.85	3.91	1,099	6,659	12.9%	0.285	0.0154	-0.207	780	-0.223	0.0167	-0.741	12.9%	1,356	23	17.20	18.54	17.01

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 13, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS