S&P 500 Index (SPX · index)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 18:05 UTC · Figures derived from the full chain (29.5K contracts, 56 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Oct 30, 2026 (10 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 ±1.8% (range 7,581.37–7,861.27) by Oct 30, 2026. ATM straddle: 139.95 @ strike 7,720 · ATM IV: 13.6%.
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) |
|---|---|---|---|
| 6,949.19 | -10% | 100.0% | 0.0% |
| 7,335.25 | -5% | 98.8% | 1.2% |
| 7,721.32 | +0% | 49.5% | 50.5% |
| 8,107.39 | +5% | 1.5% | 98.5% |
| 8,493.45 | +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 20, 2026 | 0 | ±0.2% | 12.2% | 386.2K |
| Oct 21, 2026 | 1 | ±0.6% | 12.7% | 227.3K |
| Oct 22, 2026 | 2 | ±0.8% | 13.1% | 143.3K |
| Oct 23, 2026 | 3 | ±1.0% | 13.2% | 621.0K |
| Oct 26, 2026 | 6 | ±1.2% | 11.2% | 108.7K |
| Oct 27, 2026 | 7 | ±1.3% | 11.5% | 88.5K |
| Oct 28, 2026 | 8 | ±1.5% | 12.6% | 59.5K |
| Oct 29, 2026 | 9 | ±1.7% | 13.3% | 84.9K |
| Oct 30, 2026 | 10 | ±1.8% | 13.6% | 964.3K |
| Nov 02, 2026 | 13 | ±1.9% | 12.7% | 79.6K |
| Nov 03, 2026 | 14 | ±2.0% | 12.8% | 53.3K |
| Nov 04, 2026 | 15 | ±2.2% | 13.3% | 66.3K |
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 · 298.0K6,500 P · 180.3K6,300 P · 163.9K8,000 C · 72.9K7,000 P · 69.6K
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 529 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 80.3% of the time.