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

14.9%

765 strike

EXPECTED MOVE

$35.41

ATM straddle

MAX PAIN

$740.00

-3.3%

PUT/CALL VOLUME

1.48

46,660 / 31,461

DEC 18, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
30.25	30.64	30.58	135	29,955	16.5%	0.673	0.0075	-0.160	750	-0.165	0.0077	-0.342	16.5%	25,596	4,382	11.28	11.28	11.23
29.00	30.10	28.86		142	16.3%	0.666	0.0076	-0.160	751	-0.166	0.0078	-0.349	16.4%	864	58	11.31	11.52	11.47
28.25	29.32	32.48		96	16.1%	0.659	0.0078	-0.160	752	-0.166	0.0079	-0.356	16.3%	1,203	290	11.71	11.77	11.72
27.50	28.38	28.23	28	111	16.1%	0.652	0.0079	-0.161	753	-0.166	0.0080	-0.363	16.2%	778	116	11.88	12.03	11.98
26.76	27.87	28.10	2	34	15.9%	0.645	0.0080	-0.161	754	-0.166	0.0081	-0.371	16.0%	1,130	59	12.23	12.30	12.25
26.51	26.69	26.98	126	10,639	15.9%	0.638	0.0081	-0.161	755	-0.166	0.0082	-0.378	15.9%	8,844	493	12.47	12.57	12.52
25.52	26.36	25.95	7	52	15.7%	0.630	0.0082	-0.161	756	-0.166	0.0083	-0.386	15.8%	935	49	12.78	12.85	12.80
24.59	25.63	22.95		154	15.7%	0.623	0.0083	-0.161	757	-0.166	0.0084	-0.394	15.7%	867	51	13.07	13.14	13.09
23.89	24.98	24.46	2	181	15.5%	0.615	0.0084	-0.161	758	-0.165	0.0086	-0.402	15.6%	910	57	13.26	13.44	13.38
23.41	23.98	21.42		61	15.5%	0.607	0.0085	-0.161	759	-0.165	0.0087	-0.410	15.5%	832	43	13.68	13.74	13.69
22.95	23.09	23.03	192	16,654	15.4%	0.599	0.0086	-0.161	760	-0.165	0.0088	-0.418	15.4%	24,040	1,289	14.04	14.05	14.00
22.00	22.81	22.59	33	97	15.2%	0.591	0.0087	-0.161	761	-0.165	0.0089	-0.427	15.3%	996	798	14.18	14.38	14.32
21.34	22.13	21.82	26	4,799	15.2%	0.582	0.0088	-0.161	762	-0.164	0.0090	-0.436	15.2%	1,173	114	14.53	14.71	14.65
20.68	21.25	21.34	3,077	711	15.1%	0.574	0.0090	-0.160	763	-0.164	0.0091	-0.444	15.1%	1,856	93	14.86	15.05	14.99
20.01	20.79	20.40	684	190	14.9%	0.565	0.0090	-0.160	764	-0.163	0.0092	-0.453	15.0%	1,142	675	15.40	15.40	15.34
19.64	19.71	19.82	806	13,483	14.9%	0.556	0.0091	-0.159	765	-0.163	0.0093	-0.463	14.9%	10,049	1,712	15.80	15.76	15.71
19.00	19.07	19.13	133	1,906	14.8%	0.547	0.0092	-0.159	766	-0.162	0.0094	-0.471	14.8%	1,863	178	16.15	16.13	16.07
18.36	18.44	18.50	3,133	1,166	14.6%	0.538	0.0093	-0.158	767	-0.161	0.0095	-0.481	14.7%	1,921	157	16.42	16.51	16.45
17.74	17.82	17.80	139	1,587	14.5%	0.529	0.0094	-0.157	768	-0.161	0.0096	-0.490	14.6%	911	185	16.90	16.91	16.84
17.13	17.20	17.31	85	581	14.5%	0.520	0.0095	-0.157	769	-0.160	0.0097	-0.500	14.5%	1,528	171	17.36	17.31	17.25
16.53	16.60	16.50	495	34,013	14.4%	0.510	0.0095	-0.156	770	-0.159	0.0098	-0.510	14.4%	16,642	476	17.75	17.72	17.66
15.94	16.01	16.08	166	1,616	14.3%	0.500	0.0096	-0.155	771	-0.158	0.0098	-0.520	14.3%	1,297	44	17.97	18.15	18.08
15.36	15.43	15.47	153	1,070	14.2%	0.491	0.0097	-0.154	772	-0.157	0.0099	-0.530	14.2%	1,409	232	18.40	18.58	18.52
14.79	14.86	14.98	285	1,144	14.1%	0.481	0.0097	-0.153	773	-0.156	0.0100	-0.540	14.1%	1,576	16	18.85	19.03	18.97
14.23	14.30	14.21	140	2,247	14.0%	0.471	0.0098	-0.152	774	-0.155	0.0100	-0.550	14.0%	2,216	5	19.31	19.49	19.43
13.69	13.75	13.71	593	14,955	13.9%	0.461	0.0098	-0.150	775	-0.154	0.0101	-0.561	13.9%	5,733	166	19.98	20.01	19.87
13.16	13.23	13.19	77	1,770	13.8%	0.451	0.0098	-0.149	776	-0.153	0.0102	-0.572	13.9%	1,579	8	20.27	20.70	19.63
12.64	12.70	12.64	1,565	2,378	13.7%	0.441	0.0099	-0.148	777	-0.152	0.0102	-0.582	13.8%	1,883	6	20.80	21.21	20.64
12.13	12.19	12.31	1,593	1,829	13.7%	0.430	0.0099	-0.146	778	-0.150	0.0103	-0.593	13.7%	1,675	30	20.97	22.43	21.15
11.64	11.70	11.69	60	2,095	13.6%	0.420	0.0099	-0.145	779	-0.149	0.0103	-0.604	13.7%	1,929	11	20.64	22.25	21.12
11.16	11.22	11.20	388	33,997	13.5%	0.410	0.0099	-0.143	780	-0.147	0.0103	-0.615	13.5%	13,155	117	22.40	22.59	22.43

Open SPY in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

DEC 18, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS