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

14.2%

765 strike

EXPECTED MOVE

$27.17

ATM straddle

MAX PAIN

$760.00

-0.7%

PUT/CALL VOLUME

2.29

41,656 / 18,151

NOV 30, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
25.83	25.99	27.05	122	1,251	16.1%	0.693	0.0092	-0.190	750	-0.197	0.0094	-0.312	16.1%	9,110	275	7.79	7.79	7.74
24.88	26.41	25.37	5	216	16.0%	0.685	0.0093	-0.190	751	-0.197	0.0096	-0.321	16.0%	423	37	8.32	8.01	7.96
24.11	24.82	23.03		196	16.0%	0.676	0.0095	-0.191	752	-0.198	0.0098	-0.330	15.9%	1,373	167	8.28	8.24	8.19
23.33	23.82	24.80	16	334	15.7%	0.668	0.0097	-0.191	753	-0.199	0.0100	-0.338	15.7%	302	74	8.34	8.48	8.42
22.58	23.06	21.13		259	15.6%	0.659	0.0099	-0.192	754	-0.200	0.0102	-0.347	15.6%	668	25	8.62	8.72	8.67
22.02	22.14	22.71	92	485	15.5%	0.650	0.0100	-0.192	755	-0.200	0.0104	-0.357	15.5%	3,283	186	9.01	8.98	8.93
21.27	21.43	19.11		409	15.3%	0.641	0.0102	-0.193	756	-0.200	0.0106	-0.366	15.3%	331	45	9.22	9.24	9.19
20.53	21.01	20.54	202	229	15.2%	0.631	0.0104	-0.193	757	-0.201	0.0108	-0.376	15.2%	452	117	9.54	9.51	9.46
19.65	20.12	20.00	12	1,915	15.1%	0.622	0.0106	-0.193	758	-0.201	0.0110	-0.386	15.1%	400	81	9.63	9.80	9.74
19.08	19.40	19.14	10	193	14.9%	0.612	0.0107	-0.193	759	-0.201	0.0112	-0.397	15.0%	451	147	9.93	10.09	10.06
18.41	18.53	18.54	167	2,343	14.8%	0.601	0.0109	-0.193	760	-0.201	0.0113	-0.407	14.8%	8,500	1,461	10.40	10.40	10.34
17.53	18.15	18.20	87	387	14.6%	0.591	0.0111	-0.193	761	-0.201	0.0115	-0.418	14.7%	1,042	192	10.54	10.71	10.65
17.03	17.16	17.35	32	811	14.6%	0.580	0.0112	-0.192	762	-0.201	0.0117	-0.429	14.6%	696	246	10.88	11.04	10.98
16.37	16.48	16.68	131	1,043	14.4%	0.570	0.0114	-0.192	763	-0.200	0.0119	-0.441	14.5%	421	243	11.19	11.38	11.32
15.68	15.85	15.91	122	686	14.3%	0.558	0.0116	-0.191	764	-0.200	0.0121	-0.453	14.3%	245	309	11.59	11.73	11.66
15.05	15.18	15.20	340	1,612	14.2%	0.547	0.0117	-0.190	765	-0.199	0.0122	-0.465	14.2%	981	537	12.04	12.09	12.03
14.48	14.54	14.52	82	574	14.1%	0.536	0.0118	-0.189	766	-0.199	0.0124	-0.477	14.1%	853	305	12.51	12.47	12.40
13.86	13.91	13.61	248	418	14.0%	0.524	0.0120	-0.188	767	-0.198	0.0126	-0.489	14.0%	918	155	12.66	12.86	12.79
13.25	13.30	13.31	92	729	13.9%	0.512	0.0121	-0.187	768	-0.197	0.0127	-0.502	13.9%	578	171	13.01	13.26	13.19
12.65	12.71	12.42	9	392	13.8%	0.500	0.0122	-0.185	769	-0.195	0.0129	-0.515	13.8%	919	18	12.59	13.68	13.61
12.07	12.12	12.14	268	1,908	13.6%	0.488	0.0123	-0.184	770	-0.194	0.0130	-0.528	13.7%	2,573	88	14.06	14.11	14.04
11.50	11.56	11.30	181	660	13.5%	0.475	0.0124	-0.182	771	-0.193	0.0131	-0.541	13.5%	569	66	14.35	14.56	14.49
10.95	11.00	10.73	69	1,008	13.4%	0.463	0.0124	-0.180	772	-0.191	0.0132	-0.555	13.4%	1,235	2	14.38	15.02	14.95
10.41	10.46	10.47	155	1,253	13.3%	0.450	0.0125	-0.178	773	-0.189	0.0133	-0.569	13.3%	557		19.37	15.74	15.17
9.89	9.94	9.88	249	679	13.2%	0.437	0.0125	-0.176	774	-0.187	0.0134	-0.583	13.3%	886	11	15.87	16.27	15.77
9.38	9.43	9.49	572	1,760	13.1%	0.424	0.0126	-0.173	775	-0.185	0.0135	-0.597	13.1%	1,891	99	16.50	16.83	16.20
8.89	8.94	8.98	285	941	13.0%	0.411	0.0126	-0.171	776	-0.183	0.0136	-0.612	13.1%	479	2	18.45	17.32	16.87
8.41	8.46	8.46	93	976	12.9%	0.398	0.0126	-0.168	777	-0.181	0.0136	-0.626	13.0%	421		21.60	17.87	17.30
7.95	8.00	7.99	172	698	12.8%	0.384	0.0125	-0.165	778	-0.178	0.0136	-0.640	12.8%	387	37	17.92	18.43	17.81
7.51	7.55	7.57	310	1,600	12.7%	0.371	0.0125	-0.162	779	-0.176	0.0136	-0.655	12.6%	1,235		20.29	20.05	18.39
7.08	7.12	7.11	852	4,600	12.6%	0.357	0.0124	-0.159	780	-0.173	0.0136	-0.670	12.7%	1,294	74	19.47	20.50	19.00

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 30, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS