SPY option chain State Street SPDR S&P 500 ETF

Expiration Cboe delayed options data · as of 18:05 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±2.2% (750.22–783.94) · ATM IV 13.8% · P/C open interest —

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
62.39	65.71			26.6%	0.95	0.0024	-0.122	705	0.7500	0.7600	9		26.3%	-0.05	0.0024	-0.131
57.38	60.81			25.0%	0.95	0.0028	-0.131	710	0.8400	0.8500			25.1%	-0.05	0.0028	-0.139
52.49	55.93			23.8%	0.94	0.0033	-0.142	715	0.9400	0.9600	123		23.9%	-0.06	0.0033	-0.150
47.64	51.08			22.7%	0.93	0.0040	-0.154	720	1.08	1.10	87		22.8%	-0.07	0.0040	-0.162
42.81	46.26			21.6%	0.92	0.0047	-0.169	725	1.24	1.28	282		21.6%	-0.08	0.0047	-0.175
38.03	41.49	1		20.5%	0.90	0.0056	-0.185	730	1.48	1.49	200		20.6%	-0.10	0.0057	-0.191
33.33	36.60			19.1%	0.88	0.0068	-0.203	735	1.74	1.78	277		19.5%	-0.12	0.0068	-0.208
30.29	32.18	6		20.6%	0.85	0.0082	-0.222	740	2.12	2.16	114		18.5%	-0.15	0.0083	-0.228
24.47	27.46			17.5%	0.82	0.0100	-0.242	745	2.61	2.66	162		17.5%	-0.18	0.0100	-0.248
21.46	23.23	2		18.1%	0.77	0.0120	-0.263	750	3.26	3.31	331		16.5%	-0.23	0.0121	-0.268
17.32	17.66	2		15.6%	0.72	0.0142	-0.280	755	4.11	4.17	680		15.6%	-0.28	0.0144	-0.286
13.44	13.78	7		14.7%	0.65	0.0166	-0.291	760	5.25	5.30	172		14.7%	-0.35	0.0169	-0.298
10.03	10.13	89		13.8%	0.57	0.0188	-0.292	765	6.75	6.81	213		13.8%	-0.44	0.0193	-0.300
6.98	7.05	314		12.9%	0.47	0.0203	-0.278	770	8.70	8.78	225		12.9%	-0.54	0.0210	-0.287
4.48	4.54	149		12.1%	0.36	0.0204	-0.245	775	11.06	11.44	76		12.0%	-0.65	0.0215	-0.257
2.62	2.65	105		11.5%	0.26	0.0186	-0.198	780	12.92	16.28	2		11.6%	-0.77	0.0201	-0.212
1.38	1.41	84		10.9%	0.16	0.0149	-0.142	785	16.76	20.19			10.9%	-0.87	0.0172	-0.160
0.6700	0.6900	259		10.6%	0.09	0.0104	-0.091	790	21.31	24.71			10.5%	-0.96	0.0121	-0.115
0.3100	0.3200	50		10.4%	0.05	0.0065	-0.054	795	25.98	29.96			11.7%	-1.00	0.0023	-0.097
0.1500	0.1600	99		10.5%	0.03	0.0039	-0.032	800	30.88	34.96				-1.00	0.0000	-0.095
0.0800	0.0900	101		10.8%	0.02	0.0024	-0.021	805	35.88	39.96				-1.00	0.0000	-0.095
0.0500	0.0700	2		11.5%	0.01	0.0016	-0.015	810	40.88	44.96				-1.00	0.0000	-0.095
0.0400	0.0500			12.3%	0.01	0.0011	-0.012	815	45.88	49.96				-1.00	0.0000	-0.095
0.0300	0.0400			13.0%	0.01	0.0009	-0.011	820	50.88	54.96				-1.00	0.0000	-0.095
0.0200	0.0400			13.9%	0.00	0.0007	-0.009	825	55.88	59.96				-1.00	0.0000	-0.095
0.0200	0.0300			14.6%	0.00	0.0005	-0.008	830	60.88	64.90				-1.00	0.0000	-0.095
0.0200	0.0300			15.7%	0.00	0.0004	-0.007	835	66.06	69.92			23.7%	-1.00	0.0000	-0.095
0.0100	0.0300			16.3%	0.00	0.0004	-0.007	840	71.26	74.74			25.3%	-1.00	0.0000	-0.095
0.0100	0.0300			17.3%	0.00	0.0003	-0.006	845	76.26	79.72			26.4%	-1.00	0.0000	-0.095
0.0100	0.0300	1		18.2%	0.00	0.0003	-0.006	850	81.26	84.72			27.7%	-1.00	0.0000	-0.095

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Nov 02, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

callsputs

SPY option chain State Street SPDR S&P 500 ETF

Volatility smile — Nov 02, 2026

Consumer Cyclical

ETF

Technology

Financial Services

Industrials

Consumer Defensive