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State Street SPDR S&P 500 SPY 766.81 12.46 1.65% Regime: Neutral (40%)

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ATM IV
0.138
Put Call Ratio (OI)
2.06
Put Call Ratio (Vol)
1.64
IV Rank
39.8
IV Percentile
38.7
Max pain
755

Delta exposure (2026-11-04)

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
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-717.4
717.4
View values by strike
SPY · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
50.00 4.49 K -716
55.00 99.7 -69.8
60.00 699 -481
65.00 0 -203
70.00 0 -337
75.00 0 -96.8
80.00 0 -189
85.00 0 -31.7
90.00 99.8 -154
95.00 0 -153
100.00 1.99 K -1.94 K
105.00 0 -69.4
110.00 99.3 -288
115.00 0 -22.6
120.00 99.6 -160
125.00 0 -103
130.00 1.09 K -475
135.00 0 -182
140.00 1.59 K -1.06 K
145.00 0 -331
150.00 3.96 K -1.26 K
155.00 2.29 K -225
160.00 1.79 K -854
165.00 12.4 K -676
170.00 5.87 K -199
175.00 9.95 K -164
180.00 25.1 K -1.52 K
185.00 4.48 K -95.5
190.00 5.07 K -367
195.00 24.4 K -126
200.00 162 K -6.17 K
205.00 1.08 K -985
210.00 50.7 K -369
215.00 590 -566
220.00 12.4 K -990
225.00 1.17 K -1.08 K
230.00 3.91 K -1.71 K
235.00 1.85 K -1.2 K
240.00 5.6 K -2.06 K
245.00 2.77 K -783
250.00 36.8 K -15.4 K
255.00 51.9 K -609
260.00 6.56 K -3.92 K
265.00 13.7 K -2.7 K
270.00 9.66 K -6.6 K
275.00 14.3 K -1.27 K
280.00 14.2 K -2.02 K
285.00 26.1 K -1.43 K
290.00 6.05 K -4.12 K
295.00 11.1 K -1.17 K
300.00 87.9 K -17.6 K
305.00 8.35 K -1.85 K
310.00 16.9 K -4.49 K
315.00 17.8 K -2.47 K
320.00 26.7 K -5.72 K
325.00 9.74 K -4.62 K
330.00 32.6 K -6.39 K
335.00 5.85 K -4.08 K
340.00 15.6 K -20.6 K
345.00 5.28 K -10.4 K
350.00 102 K -40.4 K
355.00 14.5 K -2.66 K
360.00 18.5 K -14 K
365.00 44.6 K -4.61 K
370.00 43.4 K -16 K
375.00 15.3 K -20.3 K
380.00 19.7 K -19.9 K
385.00 21.7 K -14.4 K
390.00 24 K -9.98 K
395.00 14.4 K -4.54 K
400.00 1.49 M -86.4 K
405.00 41.8 K -5.22 K
410.00 57.8 K -30.7 K
415.00 57.4 K -10.7 K
420.00 50.1 K -13.6 K
425.00 48.5 K -18 K
430.00 51.3 K -49.6 K
435.00 29.2 K -34.5 K
440.00 51.5 K -22.9 K
445.00 46.8 K -16.3 K
450.00 255 K -102 K
455.00 42.5 K -52.1 K
460.00 81.4 K -65.3 K
465.00 30.1 K -16.6 K
470.00 55 K -18.1 K
475.00 136 K -39.9 K
480.00 45.4 K -185 K
485.00 130 K -21.5 K
490.00 133 K -28.6 K
495.00 243 K -31.8 K
500.00 557 K -513 K
505.00 181 K -30.7 K
510.00 415 K -66.4 K
515.00 233 K -71.4 K
520.00 353 K -85.3 K
525.00 197 K -63.6 K
530.00 331 K -119 K
535.00 446 K -163 K
540.00 480 K -134 K
545.00 285 K -113 K
550.00 850 K -376 K
551.00 900 0
551.50 900 0
552.00 900 0
552.50 400 -1.34
553.00 400 -0.766
553.50 300 0
554.50 200 0
555.00 601 K -97.2 K
555.50 500 0
556.00 500 0
556.50 1.6 K 0
557.00 1.6 K 0
557.50 900 0
558.00 899 0
558.50 800 -100
559.00 800 -44.9
559.50 100 -19.8
560.00 383 K -134 K
560.50 500 -2.72
561.00 500 0
562.00 399 0
562.50 400 0
563.50 1.1 K -305
564.00 999 0
564.50 500 0
565.00 341 K -84.7 K
565.50 600 0
566.00 499 0
566.50 700 -0.964
567.00 699 0
567.50 1.9 K -1.67
568.00 1.9 K -123
568.50 500 -7.7
569.00 500 -7.1
569.50 700 -1.42
570.00 785 K -154 K
570.50 400 0
571.00 400 0
571.50 100 0
572.00 100 -0.812
572.50 800 -0.814
573.00 800 -0.272
573.50 0 -2.18
574.00 699 -69
574.50 100 -0.331
575.00 393 K -152 K
575.50 400 -30.3
576.00 400 -2.6 K
576.50 500 -40.1
577.00 500 -1.06 K
577.50 99.9 -214
578.00 194 -209
578.50 500 -23.4
579.00 500 -153
579.50 99.7 -2.72
580.00 608 K -202 K
580.50 400 0
581.00 9.37 K -195
581.50 0 -67.8
582.00 9.45 K -306
582.50 300 -76.7
583.00 299 -415
583.50 400 -21.6
584.00 1.57 K -37.4 K
584.50 1000 -72.1
585.00 560 K -147 K
585.50 400 0
586.00 400 -153
586.50 1.2 K -0.839
587.00 1.39 K -230
587.50 300 -3.07
588.00 393 -476
588.50 100 0
589.00 197 -535
589.50 500 0
590.00 655 K -220 K
590.50 4.4 K -16.2
591.00 4.69 K -406
591.50 1000 -9.58
592.00 1.39 K -521
592.50 400 0
593.00 493 -7.28 K
593.50 500 -25.4
594.00 92.8 -2.58 K
594.50 400 -7.83
595.00 569 K -132 K
596.00 92.6 -642
597.00 375 -730
598.00 97.8 -918
599.00 278 -1.34 K
600.00 1.56 M -633 K
601.00 1.02 K -1.65 K
602.00 647 -1.95 K
603.00 92.4 -348
604.00 185 -8.4 K
605.00 859 K -301 K
606.00 190 -418
607.00 184 -586
608.00 373 -6.95 K
609.00 1.64 K -450
610.00 515 K -630 K
611.00 275 -3.31 K
612.00 275 -27.2 K
613.00 0 -578
614.00 91.4 -1.86 K
615.00 396 K -235 K
616.00 274 -3.46 K
617.00 273 -4.41 K
618.00 96.2 -501
619.00 90.9 -1.65 K
620.00 561 K -461 K
621.00 1.3 K -1.61 K
622.00 380 -2.91 K
623.00 380 -708
624.00 75.5 K -2.89 K
625.00 702 K -336 K
626.00 2.31 K -1.87 K
627.00 15.8 K -7.79 K
628.00 17.2 K -4.22 K
629.00 108 K -1.28 K
630.00 641 K -512 K
631.00 754 -1.77 K
632.00 754 -4.84 K
633.00 3.6 K -1.75 K
634.00 657 -2.61 K
635.00 557 K -282 K
636.00 3.27 K -2.76 K
637.00 1.43 K -2.9 K
638.00 917 -3.37 K
639.00 3.88 K -5.4 K
640.00 677 K -502 K
641.00 1.89 K -4.59 K
642.00 5.68 K -3.78 K
643.00 1.22 K -4.29 K
644.00 1.43 K -1.2 K
645.00 548 K -311 K
646.00 1.43 K -675
647.00 2.33 K -1.76 K
648.00 4.72 K -5.44 K
649.00 6.46 K -5.52 K
650.00 2.26 M -1.22 M
651.00 7.18 K -2.6 K
652.00 1.02 K -4.17 K
653.00 840 -4.59 K
654.00 1.28 K -3 K
655.00 1.04 M -1.36 M
656.00 2.44 K -1.78 K
657.00 1.37 K -4.51 K
658.00 3.79 K -4.84 K
659.00 1.9 K -2.13 K
660.00 1.41 M -780 K
661.00 1.48 K -9.03 K
662.00 931 -5.09 K
663.00 2.27 K -9.04 K
664.00 1.89 K -3.45 K
665.00 978 K -497 K
666.00 50.8 K -2.75 K
667.00 4.01 K -8.02 K
668.00 7.06 K -4.32 K
669.00 38 K -6.68 K
670.00 1.05 M -716 K
671.00 41.3 K -4.96 K
672.00 19.1 K -125 K
673.00 82.1 K -5.49 K
674.00 39.1 K -6.45 K
675.00 1.08 M -998 K
676.00 9.73 K -4.85 K
677.00 3.34 K -6.4 K
678.00 45.3 K -8.91 K
679.00 28.4 K -8.54 K
680.00 2.03 M -1.13 M
681.00 15.7 K -4.59 K
682.00 10.9 K -20.8 K
683.00 11.3 K -7.16 K
684.00 12.9 K -79.1 K
685.00 1.26 M -1.14 M
686.00 15.1 K -9.55 K
687.00 15.8 K -9.56 K
688.00 9.56 K -8.35 K
689.00 41.9 K -10.1 K
690.00 1.64 M -2.3 M
691.00 33.2 K -9.51 K
692.00 14.1 K -9.58 K
693.00 30 K -13.6 K
694.00 22.6 K -4.58 K
695.00 1.14 M -997 K
696.00 92.1 K -18.5 K
697.00 25.4 K -26.4 K
698.00 22.9 K -5.47 K
699.00 36.1 K -8.78 K
700.00 3.82 M -5.85 M
701.00 27.3 K -34.6 K
702.00 56.7 K -29 K
703.00 30.3 K -21.3 K
704.00 34.9 K -42.2 K
705.00 1 M -779 K
706.00 12.6 K -38.1 K
707.00 20.2 K -41.5 K
708.00 20.8 K -44.1 K
709.00 9.61 K -43.9 K
710.00 1.43 M -1.75 M
711.00 33.7 K -41.9 K
712.00 36 K -58.2 K
713.00 8.03 K -36.7 K
714.00 17.5 K -145 K
715.00 1.08 M -1.23 M
716.00 27.1 K -571 K
717.00 16.5 K -61.3 K
718.00 30.8 K -349 K
719.00 18.7 K -58 K
720.00 1.91 M -2.39 M
721.00 110 K -58.7 K
722.00 35.7 K -347 K
723.00 19.8 K -477 K
724.00 50.9 K -240 K
725.00 1.39 M -2.56 M
726.00 30.1 K -241 K
727.00 30.8 K -401 K
728.00 31.3 K -333 K
729.00 33.7 K -220 K
730.00 2.53 M -3.84 M
731.00 47.7 K -72.3 K
732.00 64.3 K -233 K
733.00 56.3 K -305 K
734.00 31.1 K -256 K
735.00 1.82 M -3.41 M
736.00 67.2 K -473 K
737.00 53.6 K -177 K
738.00 55.2 K -196 K
739.00 81 K -375 K
740.00 2.17 M -5.04 M
741.00 81.1 K -157 K
742.00 63.4 K -237 K
743.00 107 K -157 K
744.00 186 K -163 K
745.00 2.03 M -2.91 M
746.00 106 K -186 K
747.00 103 K -207 K
748.00 66 K -244 K
749.00 113 K -235 K
750.00 5.79 M -6.36 M
751.00 356 K -218 K
752.00 433 K -315 K
753.00 815 K -375 K
754.00 659 K -348 K
755.00 3.42 M -3 M
756.00 787 K -324 K
757.00 1.11 M -1.22 M
758.00 690 K -363 K
759.00 796 K -307 K
760.00 6.07 M -5.03 M
761.00 743 K -574 K
762.00 1.39 M -682 K
763.00 1.25 M -522 K
764.00 1.06 M -403 K
765.00 5.31 M -3.57 M
766.00 1.47 M -560 K
767.00 1.25 M -950 K
768.00 983 K -947 K
769.00 773 K -648 K
770.00 6.5 M -5.42 M
771.00 579 K -769 K
772.00 542 K -781 K
773.00 696 K -670 K
774.00 863 K -625 K
775.00 4.95 M -3.7 M
776.00 1.65 M -449 K
777.00 727 K -719 K
778.00 638 K -547 K
779.00 416 K -583 K
780.00 5.21 M -3.66 M
781.00 399 K -364 K
782.00 274 K -224 K
783.00 610 K -240 K
784.00 221 K -168 K
785.00 3.35 M -2.46 M
786.00 260 K -241 K
787.00 167 K -221 K
788.00 203 K -90.9 K
789.00 223 K -139 K
790.00 3.14 M -1.63 M
791.00 155 K -47 K
792.00 133 K -52.1 K
793.00 144 K -21.5 K
794.00 813 K -44.1 K
795.00 1.92 M -590 K
796.00 128 K -6.8 K
797.00 121 K -2.48 K
798.00 129 K -1.05 K
799.00 78 K -7.77 K
800.00 5.79 M -1.57 M
801.00 77.8 K -18.7 K
802.00 475 K -4.38 K
803.00 50.5 K -1.35 K
804.00 72.4 K -331
805.00 1.47 M -900 K
806.00 170 K -89.2
807.00 35.7 K -262
808.00 47.6 K -78.2
809.00 39.6 K 0
810.00 3.11 M -391 K
811.00 22.2 K -98.6
812.00 62.2 K 0
813.00 24.2 K 0
814.00 22.2 K 0
815.00 1.17 M -1.1 M
816.00 17 K 0
817.00 19.9 K 0
818.00 48.4 K 0
819.00 23.1 K 0
820.00 1.65 M -937 K
821.00 21 K 0
822.00 17.1 K 0
823.00 13.2 K 0
824.00 27.8 K 0
825.00 955 K -528 K
826.00 7.6 K 0
827.00 474 0
828.00 1.16 K 0
829.00 3.35 K 0
830.00 1.13 M -1.07 M
831.00 2.48 K 0
832.00 1.26 K 0
833.00 2.85 K 0
834.00 1.16 K 0
835.00 713 K -711 K
836.00 1.04 K 0
837.00 496 0
838.00 189 0
839.00 421 0
840.00 781 K -745 K
841.00 37.8 0
842.00 2.3 K 0
843.00 1.42 K 0
844.00 1.4 K 0
845.00 500 K -1.45 M
846.00 1.36 K 0
847.00 150 0
848.00 124 0
849.00 233 0
850.00 1.05 M -2.11 M
851.00 210 0
852.00 567 0
853.00 40.3 0
854.00 412 0
855.00 305 K -523 K
856.00 113 0
857.00 244 0
858.00 111 0
859.00 30.8 0
860.00 454 K -340 K
861.00 9.39 0
862.00 27.2 0
863.00 142 0
864.00 94.4 0
865.00 440 K -390 K
866.00 219 0
867.00 14.1 0
868.00 81.2 0
869.00 60.1 0
870.00 390 K -7.19 K
875.00 400 K -22.3 K
880.00 491 K -19 K
885.00 304 K -2.97 K
890.00 314 K -6.76 K
895.00 374 K -1.24 K
900.00 642 K -20.1 K
905.00 145 K -364
910.00 144 K -184
915.00 169 K 0
920.00 110 K -658
925.00 123 K -459
930.00 117 K -90.2
935.00 81.7 K 0
940.00 81 K -185
945.00 65.7 K 0
950.00 149 K -278
955.00 70.6 K 0
960.00 49 K 0
965.00 75.8 K 0
970.00 72.8 K 0
975.00 67.9 K -456
980.00 70.8 K 0
985.00 56.6 K 0
990.00 55.2 K 0
995.00 42.3 K 0
1000.00 523 K -643
1005.00 31.6 K 0
1010.00 71.7 K 0
1015.00 53.8 K 0
1020.00 63.3 K 0
1025.00 49.3 K 0
1030.00 51.8 K 0
1035.00 27.9 K 0
1040.00 23.1 K 0
1045.00 20.4 K 0
1050.00 134 K 0
1055.00 30.1 K 0
1060.00 25.8 K 0
1065.00 16.9 K 0
1070.00 19.6 K 0
1075.00 16.5 K 0
1080.00 18.1 K 0
1085.00 20.4 K 0
1090.00 25.6 K 0
1095.00 28.2 K 0
1100.00 111 K 0
1105.00 18.1 K 0
1110.00 33.7 K 0
1115.00 23.9 K 0
1120.00 19.6 K 0
1125.00 6.11 K 0
1130.00 19.6 K 0
1135.00 3.86 K 0
1140.00 10.3 K 0
1145.00 1.62 K 0
1150.00 23.4 K 0
1155.00 43.8 0
1160.00 11.7 K 0
1170.00 2.33 K 0
1180.00 4.77 K 0
1190.00 7.59 K 0
1200.00 30.7 K 0
1210.00 4.31 K 0
1220.00 6.13 K 0
1230.00 3.53 K 0
1240.00 5.03 K 0
1250.00 13.1 K 0
1260.00 4.28 K 0
1270.00 2.12 K 0
1280.00 5.46 K 0
1290.00 3.3 K 0
1300.00 12.1 K 0
1310.00 2.83 K 0
1320.00 2.17 K 0
1330.00 3.76 K 0
1340.00 7.99 K 0
1350.00 12.5 K 0
1360.00 5.03 K 0
1370.00 4.67 K 0
1380.00 3.38 K 0
1390.00 15.4 K 0
1400.00 15.3 K 0
1410.00 45.1 0
1420.00 35.9 0
1430.00 155 0
1440.00 408 0
1450.00 150 0
1460.00 687 0
1470.00 4.88 K 0
1480.00 16.5 K 0