S&P 500 Index (SPX · index)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 06:43 UTC · Figures derived from the full chain (29.6K contracts, 56 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Oct 30, 2026 (11 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±2.3% (range 7,486.84–7,832.04) by Oct 30, 2026. ATM straddle: 172.60 @ strike 7,660 · ATM IV: 14.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 6,893.50 | -10% | 100.0% | 0.0% |
| 7,276.47 | -5% | 97.6% | 2.4% |
| 7,659.44 | +0% | 49.5% | 50.5% |
| 8,042.41 | +5% | 2.9% | 97.1% |
| 8,425.38 | +10% | 0.0% | 100.0% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Oct 30, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | ±0.9% | 20.1% | 469.7K |
| Oct 20, 2026 | 1 | ±1.1% | 17.1% | 191.3K |
| Oct 21, 2026 | 2 | ±1.3% | 16.2% | 187.4K |
| Oct 22, 2026 | 3 | ±1.4% | 15.1% | 142.7K |
| Oct 23, 2026 | 4 | ±1.6% | 15.5% | 557.5K |
| Oct 26, 2026 | 7 | ±1.7% | 13.3% | 78.2K |
| Oct 27, 2026 | 8 | ±1.8% | 13.4% | 79.3K |
| Oct 28, 2026 | 9 | ±2.0% | 14.2% | 52.9K |
| Oct 29, 2026 | 10 | ±2.1% | 14.7% | 78.8K |
| Oct 30, 2026 | 11 | ±2.3% | 14.9% | 936.3K |
| Nov 02, 2026 | 14 | ±2.4% | 13.9% | 40.3K |
| Nov 03, 2026 | 15 | ±2.5% | 14.1% | 35.2K |
Open interest by strike · Oct 30
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 6,400 P · 297.3K6,500 P · 183.8K6,300 P · 164.2K8,000 C · 70.7K7,000 P · 68.8K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 501 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 80.2% of the time.