XSP option chain

Strikes around the forward, as they were quoted at the close

Data as of 24 September 2026 (end of day)

2026-09-25(1 day)ATM 12.99%±5.24skew +1.62

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
234	40	$9.44	$10.24	—	$761.00	16.36%	$0.19	$0.21	96	838
395	47	$8.50	$9.29	—	$762.00	15.88%	$0.24	$0.26	323	1,860
2,111	652	$7.92	$8.14	—	$763.00	15.49%	$0.31	$0.33	576	2,218
2,017	137	$7.02	$7.23	—	$764.00	15.16%	$0.40	$0.43	182	1,003
245	137	$6.14	$6.35	—	$765.00	14.77%	$0.52	$0.54	357	1,249
207	261	$5.28	$5.50	—	$766.00	14.42%	$0.67	$0.69	136	769
413	139	$4.48	$4.69	—	$767.00	14.11%	$0.86	$0.89	146	1,684
1,000	44	$3.72	$3.92	—	$768.00	13.78%	$1.10	$1.13	312	1,219
869	67	$3.11	$3.15	—	$769.00	13.42%	$1.39	$1.42	160	921
1,420	439	$2.48	$2.52	—	$770.00	13.15%	$1.76	$1.79	364	1,679
1,949	158	$1.93	$1.96	12.94%	$771.00	—	$2.21	$2.24	441	643
1,731	272	$1.46	$1.49	12.74%	$772.00	—	$2.64	$2.85	212	233
2,600	1,670	$1.07	$1.10	12.56%	$773.00	—	$3.26	$3.47	197	284
2,018	1,310	$0.77	$0.80	12.49%	$774.00	—	$3.95	$4.17	138	61
3,821	491	$0.54	$0.57	12.46%	$775.00	—	$4.73	$4.94	205	81
5,357	3,132	$0.38	$0.40	12.52%	$776.00	—	$5.56	$5.77	115	131
1,143	364	$0.26	$0.28	12.62%	$777.00	—	$6.23	$6.94	239	25
639	323	$0.18	$0.20	12.82%	$778.00	—	$7.15	$7.88	64	11
286	196	$0.13	$0.15	13.18%	$779.00	—	$8.10	$8.84	51	19
765	615	$0.09	$0.11	13.46%	$780.00	—	$9.07	$9.81	90	20
248	131	$0.07	$0.09	14.02%	$781.00	—	$10.04	$10.87	12	3

Forward $770.72. The 25-delta put carries +1.62 volatility points over the 25-delta call.

2026-09-28(4 days)ATM 9.60%±7.75skew +1.46

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
5	39	$10.15	$10.82	—	$761.00	11.55%	$0.68	$0.70	36	50
2	4	$9.27	$9.92	—	$762.00	11.30%	$0.79	$0.81	124	72
12	233	$8.40	$9.03	—	$763.00	11.06%	$0.91	$0.95	163	39
9	12	$7.76	$8.01	—	$764.00	10.86%	$1.07	$1.11	217	71
15	18	$6.94	$7.19	—	$765.00	10.64%	$1.25	$1.29	203	157
38	2	$6.16	$6.40	—	$766.00	10.40%	$1.45	$1.50	81	184
31	31	$5.40	$5.65	—	$767.00	10.21%	$1.70	$1.75	428	103
175	16	$4.69	$4.94	—	$768.00	10.02%	$1.99	$2.04	407	192
57	22	$4.03	$4.27	—	$769.00	9.85%	$2.32	$2.38	48	397
207	131	$3.47	$3.58	—	$770.00	9.68%	$2.71	$2.76	115	398
138	64	$2.96	$3.00	9.58%	$771.00	—	$3.14	$3.24	172	89
157	53	$2.45	$2.50	9.45%	$772.00	—	$3.55	$3.79	61	52
153	40	$2.01	$2.06	9.35%	$773.00	—	$4.11	$4.35	53	31
132	27	$1.63	$1.67	9.25%	$774.00	—	$4.72	$4.97	29	9
209	125	$1.31	$1.35	9.21%	$775.00	—	$5.40	$5.65	78	23
193	126	$1.04	$1.08	9.18%	$776.00	—	$6.13	$6.37	90	11
143	191	$0.81	$0.85	9.14%	$777.00	—	$6.71	$7.35	30	3
47	79	$0.63	$0.67	9.14%	$778.00	—	$7.52	$8.18	23	9
54	75	$0.49	$0.52	9.16%	$779.00	—	$8.36	$9.05	8	5
1,092	223	$0.38	$0.40	9.19%	$780.00	—	$9.24	$9.95	24	1
263	37	$0.29	$0.32	9.28%	$781.00	—	$10.13	$10.87	1	1

Forward $770.79. The 25-delta put carries +1.46 volatility points over the 25-delta call.

2026-09-29(5 days)ATM 10.30%±9.29skew +1.86

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
2	27	$10.66	$11.29	—	$761.00	12.20%	$1.08	$1.10	55	228
4	6	$9.80	$10.42	—	$762.00	11.99%	$1.22	$1.25	173	54
4	41	$8.97	$9.57	—	$763.00	11.79%	$1.38	$1.42	29	28
0	31	$8.17	$8.75	—	$764.00	11.55%	$1.55	$1.60	52	154
8	28	$7.42	$7.92	—	$765.00	11.35%	$1.76	$1.81	685	54
13	4	$6.77	$7.06	—	$766.00	11.14%	$2.00	$2.04	72	345
22	2	$6.03	$6.32	—	$767.00	10.94%	$2.26	$2.31	52	36
30	8	$5.34	$5.63	—	$768.00	10.75%	$2.57	$2.61	74	48
14	8	$4.68	$4.97	—	$769.00	10.57%	$2.91	$2.95	69	63
154	31	$4.14	$4.26	—	$770.00	10.40%	$3.29	$3.34	237	188
66	44	$3.62	$3.67	10.29%	$771.00	—	$3.71	$3.81	53	41
48	42	$3.10	$3.15	10.15%	$772.00	—	$4.19	$4.30	62	47
45	114	$2.63	$2.68	10.03%	$773.00	—	$4.60	$4.89	20	3
55	31	$2.21	$2.25	9.91%	$774.00	—	$5.18	$5.47	110	10
52	32	$1.84	$1.88	9.82%	$775.00	—	$5.81	$6.10	130	10
33	51	$1.52	$1.56	9.76%	$776.00	—	$6.35	$6.92	124	16
97	50	$1.24	$1.28	9.69%	$777.00	—	$7.06	$7.67	28	3
61	52	$1.00	$1.04	9.63%	$778.00	—	$7.81	$8.44	44	5
38	39	$0.82	$0.84	9.63%	$779.00	—	$8.60	$9.26	12	8
55	52	$0.65	$0.68	9.61%	$780.00	—	$9.44	$10.11	29	4
31	19	$0.52	$0.55	9.63%	$781.00	—	—	—	—	—

Forward $770.88. The 25-delta put carries +1.86 volatility points over the 25-delta call.

2026-09-30(6 days)ATM 10.89%±10.76skew +2.10

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
0	69	$11.11	$11.70	—	$761.00	12.67%	$1.49	$1.52	87	60
2	60	$10.28	$10.85	—	$762.00	12.44%	$1.65	$1.68	97	32
6	41	$9.48	$10.03	—	$763.00	12.26%	$1.83	$1.88	57	51
5	91	$8.70	$9.22	—	$764.00	12.06%	$2.04	$2.08	246	17
15	247	$8.07	$8.29	—	$765.00	11.88%	$2.27	$2.32	195	89
119	195	$7.32	$7.62	—	$766.00	11.68%	$2.53	$2.57	82	136
94	79	$6.62	$6.91	—	$767.00	11.50%	$2.81	$2.86	386	96
79	209	$5.94	$6.22	—	$768.00	11.31%	$3.13	$3.17	99	62
29	168	$5.28	$5.52	—	$769.00	11.14%	$3.48	$3.52	239	30
76	449	$4.75	$4.86	—	$770.00	10.97%	$3.86	$3.91	388	85
299	106	$4.22	$4.26	10.89%	$771.00	—	$4.29	$4.39	111	27
52	499	$3.69	$3.73	10.74%	$772.00	—	$4.75	$4.86	129	19
25	282	$3.20	$3.25	10.62%	$773.00	—	$5.16	$5.44	314	22
261	800	$2.76	$2.80	10.50%	$774.00	—	$5.71	$6.00	199	14
523	1,065	$2.36	$2.40	10.40%	$775.00	—	$6.37	$6.60	207	18
170	1,086	$2.00	$2.05	10.31%	$776.00	—	$6.84	$7.39	89	6
95	687	$1.69	$1.73	10.23%	$777.00	—	$7.50	$8.07	361	13
57	798	$1.41	$1.45	10.16%	$778.00	—	$8.21	$8.80	199	6
42	903	$1.18	$1.21	10.12%	$779.00	—	$8.96	$9.58	44	14
288	1,274	$0.98	$1.01	10.09%	$780.00	—	$9.76	$10.39	296	18
75	206	$0.81	$0.83	10.07%	$781.00	—	$10.56	$11.23	53	53

Forward $770.90. The 25-delta put carries +2.10 volatility points over the 25-delta call.

2026-10-01(7 days)ATM 11.32%±12.08skew +2.26

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
0	48	$11.61	$12.18	—	$761.00	12.98%	$1.86	$1.89	12	21
1	30	$10.81	$11.35	—	$762.00	12.79%	$2.04	$2.07	12	72
1	5	$10.02	$10.54	—	$763.00	12.59%	$2.23	$2.28	10	18
1	271	$9.25	$9.75	—	$764.00	12.42%	$2.46	$2.50	46	16
2	9	$8.53	$8.96	—	$765.00	12.24%	$2.70	$2.75	32	79
16	4	$7.80	$8.24	—	$766.00	12.06%	$2.97	$3.02	16	22
9	70	$7.11	$7.52	—	$767.00	11.89%	$3.27	$3.31	25	35
4	22	$6.45	$6.84	—	$768.00	11.73%	$3.59	$3.64	35	60
23	88	$5.82	$6.18	—	$769.00	11.56%	$3.95	$3.99	33	23
43	32	$5.34	$5.46	—	$770.00	11.40%	$4.33	$4.38	55	721
45	10	$4.81	$4.86	—	$771.00	11.33%	$4.76	$4.86	14	51
5	39	$4.27	$4.32	11.19%	$772.00	—	$5.21	$5.32	36	31
85	29	$3.77	$3.82	11.07%	$773.00	—	$5.55	$5.95	11	19
14	78	$3.31	$3.36	10.95%	$774.00	—	$6.07	$6.50	38	1
24	35	$2.89	$2.93	10.84%	$775.00	—	$6.66	$7.08	32	11
34	34	$2.50	$2.55	10.75%	$776.00	—	$7.22	$7.72	48	6
70	46	$2.16	$2.20	10.66%	$777.00	—	$7.86	$8.39	47	1
26	772	$1.85	$1.89	10.59%	$778.00	—	$8.53	$9.09	13	1
69	606	$1.58	$1.61	10.52%	$779.00	—	$9.23	$9.84	1	5
96	1,082	$1.35	$1.38	10.50%	$780.00	—	$9.99	$10.53	17	12
74	311	$1.14	$1.17	10.46%	$781.00	—	$10.76	$11.42	4	0

Forward $771.03. The 25-delta put carries +2.26 volatility points over the 25-delta call.

2026-10-02(8 days)ATM 11.92%±13.62skew +2.45

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
2	26	$12.25	$12.80	—	$761.00	13.52%	$2.29	$2.34	57	38
9	49	$11.48	$11.99	—	$762.00	13.37%	$2.47	$2.58	130	196
3	35	$10.69	$11.19	—	$763.00	13.18%	$2.71	$2.76	66	46
10	255	$9.94	$10.42	—	$764.00	13.01%	$2.95	$3.00	110	15
93	94	$9.23	$9.63	—	$765.00	12.84%	$3.20	$3.26	263	74
23	37	$8.51	$8.94	—	$766.00	12.68%	$3.48	$3.55	34	19
19	38	$7.83	$8.23	—	$767.00	12.56%	$3.79	$3.88	145	489
83	41	$7.18	$7.56	—	$768.00	12.36%	$4.11	$4.19	189	37
11	47	$6.55	$6.90	—	$769.00	12.26%	$4.48	$4.58	122	17
54	107	$6.06	$6.18	—	$770.00	12.12%	$4.87	$4.97	290	105
52	133	$5.53	$5.60	—	$771.00	11.98%	$5.29	$5.39	39	29
51	83	$4.95	$5.06	11.82%	$772.00	—	$5.74	$5.85	52	20
73	127	$4.47	$4.54	11.73%	$773.00	—	$5.98	$6.39	30	6
88	239	$3.99	$4.05	11.61%	$774.00	—	$6.58	$6.98	53	2
439	476	$3.55	$3.61	11.51%	$775.00	—	$7.15	$7.55	95	17
41	42	$3.14	$3.19	11.40%	$776.00	—	$7.69	$8.16	38	28
75	359	$2.76	$2.82	11.32%	$777.00	—	$8.29	$8.79	60	11
29	3,132	$2.42	$2.47	11.23%	$778.00	—	$8.93	$9.47	25	4
24	50	$2.08	$2.17	11.14%	$779.00	—	$9.61	$10.17	2	0
242	656	$1.82	$1.87	11.07%	$780.00	—	$10.32	$10.82	32	24
19	60	$1.59	$1.63	11.06%	$781.00	—	$11.04	$11.67	5	0

Forward $771.23. The 25-delta put carries +2.45 volatility points over the 25-delta call.

2026-10-05(11 days)ATM 11.08%±14.83skew +2.30

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
1	6	$12.72	$13.22	—	$761.00	12.53%	$2.68	$2.79	8	3
4	1	$11.95	$12.44	—	$762.00	12.37%	$2.89	$3.00	25	49
6	10	$11.16	$11.67	—	$763.00	12.22%	$3.12	$3.23	25	5
12	11	$10.42	$10.92	—	$764.00	12.08%	$3.37	$3.48	21	3
13	17	$9.75	$10.18	—	$765.00	11.93%	$3.65	$3.74	63	8
12	28	$9.07	$9.45	—	$766.00	11.79%	$3.93	$4.04	49	35
22	11	$8.34	$8.75	—	$767.00	11.65%	$4.24	$4.36	26	43
30	6	$7.71	$8.09	—	$768.00	11.51%	$4.57	$4.69	12	7
2	11	$7.09	$7.43	—	$769.00	11.37%	$4.93	$5.05	7	16
35	54	$6.59	$6.72	—	$770.00	11.25%	$5.32	$5.45	62	27
13	25	$6.01	$6.13	—	$771.00	11.12%	$5.74	$5.86	57	6
1	26	$5.46	$5.58	11.01%	$772.00	—	$6.18	$6.31	20	3
7	26	$4.94	$5.06	10.90%	$773.00	—	$6.61	$6.79	12	23
4	10	$4.44	$4.56	10.78%	$774.00	—	$7.03	$7.41	7	20
144	173	$3.98	$4.10	10.68%	$775.00	—	$7.58	$8.01	37	2
141	8	$3.56	$3.67	10.59%	$776.00	—	$8.14	$8.56	11	1
3	226	$3.18	$3.27	10.51%	$777.00	—	$8.72	$9.23	19	0
11	27	$2.80	$2.91	10.42%	$778.00	—	$9.35	$9.83	9	0
2	28	$2.47	$2.58	10.36%	$779.00	—	$10.01	$10.51	1	0
26	39	$2.18	$2.25	10.27%	$780.00	—	$10.72	$11.22	37	10
30	63	$1.90	$2.00	10.24%	$781.00	—	—	—	—	—

Forward $771.27. The 25-delta put carries +2.30 volatility points over the 25-delta call.

2026-10-06(12 days)ATM 11.21%±15.68skew +2.37

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
4	0	$13.05	$13.62	—	$761.00	12.69%	$3.00	$3.09	16	0
0	2	$12.28	$12.83	—	$762.00	12.53%	$3.22	$3.31	9	0
0	2	$11.53	$12.05	—	$763.00	12.37%	$3.44	$3.55	17	0
1	1	$10.79	$11.30	—	$764.00	12.21%	$3.69	$3.80	18	6
9	7	$10.08	$10.56	—	$765.00	12.07%	$3.96	$4.08	51	137
4	3	$9.39	$9.84	—	$766.00	11.93%	$4.26	$4.37	8	4
0	5	$8.72	$9.14	—	$767.00	11.79%	$4.57	$4.69	12	4
14	3	$8.02	$8.46	—	$768.00	11.66%	$4.91	$5.03	27	21
16	3	$7.45	$7.78	—	$769.00	11.54%	$5.27	$5.41	26	1
161	74	$6.94	$7.08	—	$770.00	11.40%	$5.66	$5.78	26	5
10	7	$6.36	$6.49	—	$771.00	11.27%	$6.07	$6.19	28	9
19	98	$5.81	$5.93	11.15%	$772.00	—	$6.51	$6.64	18	0
47	84	$5.28	$5.41	11.04%	$773.00	—	$6.93	$7.12	13	55
16	251	$4.78	$4.91	10.93%	$774.00	—	$7.33	$7.75	26	22
1,503	1,098	$4.31	$4.43	10.82%	$775.00	—	$7.85	$8.28	17	4
24	88	$3.87	$3.98	10.71%	$776.00	—	$8.39	$8.88	8	0
2	226	$3.47	$3.59	10.64%	$777.00	—	$8.97	$9.49	9	0
3	33	$3.09	$3.21	10.55%	$778.00	—	$9.57	$10.10	1	0
0	51	$2.75	$2.86	10.48%	$779.00	—	$10.20	$10.80	10	0
89	118	$2.43	$2.54	10.40%	$780.00	—	$10.92	$11.35	7	1
0	40	$2.15	$2.22	10.32%	$781.00	—	—	—	—	—

Forward $771.30. The 25-delta put carries +2.37 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.