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State Street SPDR S&P 500 SPY 765.37 5.4 0.71% Regime: Vol Expansion (70%)

Previous-day view · Mon Oct 26 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.15
Put Call Ratio (OI)
2.19
Put Call Ratio (Vol)
1.56
IV Rank
44.7
IV Percentile
54.1
Max Pain
767

Delta exposure (2026-10-26)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
0.0
816.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-715.1
715.1
View values by strike
SPY · Delta exposure · 2026-10-26. Delta-weighted share equivalents.
StrikeCallsPuts
50.00 4.68 K -658
55.00 199 -65.8
60.00 1.29 K -484
65.00 0 -206
70.00 0 -377
75.00 0 -115
80.00 0 -200
85.00 0 -38.1
90.00 99.7 -162
95.00 0 -173
100.00 1.99 K -2.3 K
105.00 0 -76.5
110.00 99 -363
115.00 0 -23.5
120.00 99.3 -193
125.00 0 -112
130.00 1.09 K -545
135.00 0 -207
140.00 1.58 K -1.3 K
145.00 0 -391
150.00 4.04 K -1.37 K
155.00 2.28 K -266
160.00 1.78 K -1.01 K
165.00 12.4 K -761
170.00 5.86 K -194
175.00 9.92 K -159
180.00 25 K -1.88 K
185.00 4.46 K -132
190.00 5.05 K -423
195.00 24.3 K -139
200.00 160 K -6.64 K
205.00 1.08 K -1.09 K
210.00 50.5 K -444
215.00 587 -635
220.00 12.4 K -1.14 K
225.00 1.16 K -1.25 K
230.00 3.8 K -1.89 K
235.00 489 -1.35 K
240.00 5.49 K -2.1 K
245.00 2.76 K -817
250.00 36.2 K -13.6 K
255.00 51.6 K -665
260.00 6.43 K -3.85 K
265.00 13.5 K -2.9 K
270.00 9.51 K -7.27 K
275.00 14.2 K -1.59 K
280.00 14.1 K -2.27 K
285.00 26 K -1.82 K
290.00 6.01 K -4.75 K
295.00 11 K -1.33 K
300.00 86.5 K -17.7 K
305.00 8.29 K -2.03 K
310.00 16.8 K -3.99 K
315.00 17.7 K -2.75 K
320.00 26.5 K -3.7 K
325.00 9.68 K -5.38 K
330.00 31.3 K -6.73 K
335.00 5.8 K -4.72 K
340.00 15.6 K -18.1 K
345.00 5.24 K -11.7 K
350.00 102 K -49.4 K
355.00 14.5 K -2.62 K
360.00 17.8 K -15.2 K
365.00 44.2 K -5.08 K
370.00 35.7 K -16.6 K
375.00 16.4 K -22.7 K
380.00 19.5 K -23.2 K
385.00 21 K -17.1 K
390.00 23.7 K -13.2 K
395.00 14.2 K -6.16 K
400.00 1.48 M -98.4 K
405.00 41.4 K -6.25 K
410.00 57.2 K -43.4 K
415.00 57 K -11.3 K
420.00 47.1 K -16.4 K
425.00 48.1 K -19.6 K
430.00 51 K -55.3 K
435.00 29.1 K -35.4 K
440.00 51.9 K -25.3 K
445.00 46 K -17.5 K
450.00 222 K -118 K
455.00 41.7 K -55.8 K
460.00 80.5 K -72.4 K
465.00 29.6 K -19.7 K
470.00 54.2 K -26 K
475.00 132 K -44.8 K
480.00 45.1 K -282 K
485.00 129 K -26.1 K
490.00 134 K -37.3 K
495.00 229 K -36 K
500.00 588 K -633 K
505.00 175 K -35.3 K
510.00 409 K -121 K
515.00 231 K -86 K
520.00 348 K -137 K
525.00 194 K -73.5 K
530.00 324 K -148 K
535.00 441 K -188 K
540.00 472 K -145 K
545.00 279 K -130 K
550.00 831 K -435 K
555.00 588 K -115 K
560.00 375 K -159 K
565.00 334 K -99.4 K
570.00 773 K -234 K
575.00 386 K -173 K
576.00 0 -2.67 K
577.00 0 -305
578.00 91.4 -129
579.00 0 -142
580.00 603 K -244 K
581.00 9.13 K -117
582.00 9.22 K -218
583.00 0 -429
584.00 1.15 K -43.4 K
585.00 551 K -174 K
586.00 0 -70.9
587.00 192 -270
588.00 90.9 -742
589.00 0 -630
590.00 644 K -219 K
591.00 384 -624
592.00 283 -729
593.00 90.6 -8.43 K
594.00 90.5 -3.12 K
595.00 560 K -155 K
596.00 90.4 -1.08 K
597.00 366 -1.07 K
598.00 95.8 -1.68 K
599.00 271 -1.77 K
600.00 1.53 M -712 K
601.00 991 -2.44 K
602.00 630 -2.36 K
603.00 89.8 -346
604.00 180 -10.1 K
605.00 844 K -248 K
606.00 185 -554
607.00 179 -976
608.00 364 -8.28 K
609.00 1.61 K -711
610.00 500 K -847 K
611.00 268 -3.74 K
612.00 268 -48.8 K
613.00 0 -745
614.00 89.1 -2.2 K
615.00 386 K -273 K
616.00 267 -4.35 K
617.00 267 -5.26 K
618.00 0 -1.21 K
619.00 88.7 -2.35 K
620.00 548 K -684 K
621.00 1.27 K -2.02 K
622.00 370 -4.33 K
623.00 275 -953
624.00 73.5 K -4.19 K
625.00 691 K -415 K
626.00 2.24 K -3.43 K
627.00 15.4 K -11.9 K
628.00 16.8 K -6.16 K
629.00 106 K -1.75 K
630.00 618 K -755 K
631.00 732 -2.76 K
632.00 732 -5.61 K
633.00 3.4 K -2.02 K
634.00 637 -3.92 K
635.00 544 K -328 K
636.00 3.14 K -3.66 K
637.00 1.29 K -3.7 K
638.00 891 -4.35 K
639.00 3.77 K -6.94 K
640.00 673 K -654 K
641.00 321 K -4.56 K
642.00 10.6 K -4.59 K
643.00 904 -6.61 K
644.00 1.78 K -2.15 K
645.00 544 K -357 K
646.00 2.85 K -1.08 K
647.00 2.25 K -2.98 K
648.00 3.75 K -6.88 K
649.00 6.25 K -7.74 K
650.00 2.21 M -1.53 M
651.00 7.04 K -4.89 K
652.00 1.28 K -6.4 K
653.00 811 -6.81 K
654.00 1.73 K -4.37 K
655.00 1.01 M -1.52 M
656.00 19.6 K -3.15 K
657.00 1.62 K -6.33 K
658.00 3.86 K -6.89 K
659.00 1.93 K -3.27 K
660.00 1.34 M -900 K
661.00 2.52 K -13.4 K
662.00 1.58 K -4.14 K
663.00 2.29 K -13.1 K
664.00 2.11 K -5.29 K
665.00 953 K -606 K
666.00 49.9 K -3.58 K
667.00 4.15 K -12.4 K
668.00 7.28 K -7.2 K
669.00 36.8 K -7.22 K
670.00 1.01 M -907 K
671.00 39.9 K -6.45 K
672.00 18.9 K -135 K
673.00 80.8 K -7.33 K
674.00 38.7 K -13.4 K
675.00 1.04 M -1.13 M
676.00 9.39 K -5.95 K
677.00 3.49 K -8.06 K
678.00 43.4 K -11.6 K
679.00 27.6 K -11.7 K
680.00 1.82 M -1.13 M
681.00 16.7 K -6.3 K
682.00 10.7 K -27.1 K
683.00 9.72 K -9.72 K
684.00 12.1 K -134 K
685.00 1.21 M -1.03 M
686.00 16.4 K -12.3 K
687.00 16.3 K -13.1 K
688.00 365 K -14.6 K
689.00 374 K -16.3 K
690.00 1.65 M -2.41 M
691.00 32 K -11.4 K
692.00 27.5 K -15.6 K
693.00 261 K -21.2 K
694.00 24.2 K -4.13 K
695.00 1.33 M -1.09 M
696.00 90 K -21.2 K
697.00 24.3 K -31.4 K
698.00 195 K -6.52 K
699.00 38.5 K -10.9 K
700.00 3.48 M -6.52 M
701.00 26.1 K -36.4 K
702.00 53.9 K -32.2 K
703.00 29.7 K -21.4 K
704.00 36.4 K -52.1 K
705.00 960 K -876 K
706.00 18.8 K -32.9 K
707.00 20.2 K -75.8 K
708.00 20.7 K -46.1 K
709.00 9.8 K -38.3 K
710.00 1.42 M -1.91 M
711.00 34.2 K -44 K
712.00 35.4 K -69.3 K
713.00 13.9 K -42.5 K
714.00 16.3 K -39.2 K
715.00 1.08 M -1.35 M
716.00 23.3 K -62.1 K
717.00 15 K -109 K
718.00 28.8 K -90.9 K
719.00 21.4 K -63.2 K
720.00 1.88 M -2.62 M
721.00 102 K -61.5 K
722.00 29.8 K -406 K
723.00 17.8 K -583 K
724.00 47.5 K -175 K
725.00 1.35 M -2.19 M
726.00 32.9 K -403 K
727.00 37.8 K -598 K
728.00 56.9 K -311 K
729.00 27.2 K -312 K
730.00 2.09 M -3.81 M
731.00 34.9 K -91.2 K
732.00 72.1 K -321 K
733.00 60.3 K -504 K
734.00 33.5 K -330 K
735.00 1.67 M -4.13 M
736.00 64.2 K -745 K
737.00 64.3 K -205 K
738.00 63.6 K -239 K
739.00 58.1 K -652 K
740.00 2.02 M -4.27 M
741.00 89 K -238 K
742.00 82.6 K -322 K
743.00 156 K -218 K
744.00 176 K -274 K
745.00 2.11 M -3.72 M
746.00 98.8 K -301 K
747.00 112 K -252 K
748.00 80.1 K -370 K
749.00 104 K -259 K
750.00 5.17 M -8.57 M
751.00 107 K -271 K
752.00 104 K -392 K
753.00 112 K -375 K
754.00 90.3 K -358 K
755.00 2.19 M -6.73 M
756.00 145 K -336 K
757.00 187 K -593 K
758.00 284 K -447 K
759.00 272 K -491 K
760.00 4.32 M -6.95 M
761.00 536 K -447 K
762.00 1.25 M -1.14 M
763.00 897 K -728 K
764.00 615 K -720 K
765.00 4.04 M -5.96 M
766.00 1.02 M -1.58 M
767.00 654 K -2.59 M
768.00 729 K -959 K
769.00 542 K -1.16 M
770.00 5.25 M -6.15 M
771.00 568 K -1.21 M
772.00 528 K -939 K
773.00 445 K -803 K
774.00 415 K -878 K
775.00 4.3 M -3.63 M
776.00 1.05 M -532 K
777.00 488 K -979 K
778.00 634 K -751 K
779.00 400 K -732 K
780.00 4.7 M -3.83 M
781.00 331 K -386 K
782.00 275 K -305 K
783.00 366 K -275 K
784.00 185 K -224 K
785.00 2.67 M -2.43 M
786.00 214 K -226 K
787.00 153 K -239 K
788.00 210 K -84.8 K
789.00 218 K -120 K
790.00 2.88 M -1.59 M
791.00 142 K -58.6 K
792.00 164 K -51.7 K
793.00 184 K -62.5 K
794.00 108 K -43.3 K
795.00 1.98 M -832 K
796.00 160 K -14.9 K
797.00 103 K -2.62 K
798.00 159 K -749
799.00 117 K -7.27 K
800.00 5.85 M -1.56 M
801.00 78.3 K -18.9 K
802.00 534 K -3.78 K
803.00 46.4 K -971
804.00 64.2 K -236
805.00 1.52 M -901 K
806.00 257 K -181
807.00 40.8 K -367
808.00 63.8 K -3.73 K
809.00 42.5 K -2.63 K
810.00 2.98 M -383 K
811.00 33.2 K 0
812.00 37.6 K 0
813.00 23.9 K -95.9
814.00 23.4 K -195
815.00 1.23 M -1.09 M
816.00 21.4 K 0
817.00 30.1 K 0
818.00 46.7 K 0
819.00 27.2 K 0
820.00 1.78 M -930 K
821.00 27.4 K 0
822.00 19.1 K 0
823.00 15.6 K 0
824.00 23.4 K 0
825.00 969 K -531 K
826.00 9.63 K 0
827.00 1.76 K 0
828.00 1.25 K 0
829.00 6.71 K 0
830.00 1.15 M -1.08 M
831.00 5.17 K 0
832.00 4.48 K 0
833.00 7.72 K 0
834.00 9.91 K 0
835.00 745 K -714 K
836.00 1.36 K 0
837.00 460 0
838.00 160 0
839.00 605 0
840.00 814 K -746 K
841.00 31.7 0
842.00 2.76 K 0
843.00 1.91 K 0
844.00 1.88 K 0
845.00 507 K -1.47 M
846.00 71.6 0
847.00 17.8 0
848.00 168 0
849.00 310 0
850.00 1.06 M -2.11 M
851.00 260 0
852.00 751 0
853.00 17.9 0
854.00 54.9 0
855.00 327 K -525 K
856.00 59.7 0
857.00 11.1 0
858.00 78.8 0
859.00 12.1 0
860.00 463 K -369 K
861.00 11.2 0
862.00 13.8 0
863.00 193 0
864.00 80.1 0
865.00 457 K -391 K
866.00 14.1 0
867.00 8.88 0
868.00 2.41 0
869.00 75.3 0
870.00 383 K -7.19 K
875.00 416 K -21.7 K
880.00 512 K -18.6 K
885.00 300 K -3.01 K
890.00 331 K -6.84 K
895.00 389 K -990
900.00 660 K -14.1 K
905.00 159 K -276
910.00 148 K 0
915.00 174 K 0
920.00 113 K 0
925.00 127 K 0
930.00 118 K 0
935.00 87.1 K 0
940.00 85.8 K 0
945.00 68 K 0
950.00 149 K 0
955.00 71.5 K 0
960.00 51 K 0
965.00 70.9 K 0
970.00 79.2 K 0
975.00 71.3 K 0
980.00 73.8 K 0
985.00 61 K 0
990.00 58.1 K 0
995.00 45.8 K 0
1000.00 500 K 0
1005.00 34.2 K 0
1010.00 74.2 K 0
1015.00 55.5 K 0
1020.00 61.6 K 0
1025.00 42.4 K 0
1030.00 49.8 K 0
1035.00 18.4 K 0
1040.00 25.5 K 0
1045.00 22.3 K 0
1050.00 153 K 0
1055.00 33.6 K 0
1060.00 29.1 K 0
1065.00 18.7 K 0
1070.00 21.8 K 0
1075.00 18.5 K 0
1080.00 20.6 K 0
1085.00 22.1 K 0
1090.00 28.6 K 0
1095.00 32.2 K 0
1100.00 119 K 0
1105.00 21 K 0
1110.00 38.6 K 0
1115.00 27.8 K 0
1120.00 22.4 K 0
1125.00 6.9 K 0
1130.00 22.3 K 0
1135.00 4.23 K 0
1140.00 12 K 0
1145.00 1.79 K 0
1150.00 26.6 K 0
1155.00 46.9 0
1160.00 13.6 K 0
1170.00 2.52 K 0
1180.00 5.35 K 0
1190.00 8.28 K 0
1200.00 33.4 K 0
1210.00 4.69 K 0
1220.00 7.03 K 0
1230.00 3 K 0
1240.00 5.37 K 0
1250.00 12.6 K 0
1260.00 4.03 K 0
1270.00 2.21 K 0
1280.00 4.67 K 0
1290.00 3.51 K 0
1300.00 12 K 0
1310.00 2.84 K 0
1320.00 2.23 K 0
1330.00 2.1 K 0
1340.00 5.41 K 0
1350.00 11.8 K 0
1360.00 3.49 K 0
1370.00 2.94 K 0
1380.00 1.02 K 0
1390.00 11.1 K 0
1400.00 7.05 K 0
1410.00 54 0
1420.00 35 0
1430.00 168 0
1440.00 488 0
1450.00 163 0
1460.00 738 0
1470.00 4.79 K 0
1480.00 16.4 K 0