What does the XEO options chain show right now?

As of Oct 14, 2026, S&P 100 Index (European-style options) (XEO) has 67 contracts outstanding and 0 traded today, with ATM IV of 13.7%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.

What expirations are available for XEO options?

The nearest expiration is 30 days out, followed by 37 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.

How tight are XEO options bid/ask spreads?

Average bid/ask spread across the chain is 73.45%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.

S&P 100 Index (European-style options) (XEO) Options Chain

The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.

Snapshot as of Oct 14, 2026.

Spot Price: $3849.76
Total OI: 67
Total Volume: 0
Front Expiration: 30 days
Second Expiration: 37 days
ATM IV: 13.7%
Avg Bid/Ask Spread: 73.45%

As of Oct 14, 2026, S&P 100 Index (European-style options) (XEO) has 67 open contracts and 0 contracts traded. The nearest expiration is 30 days out, followed by 37 days. ATM implied volatility is 13.7%. Average bid/ask spread across the chain is 73.45%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How XEO options chain Data Feeds Strategy Selection

Strategy selection on S&P 100 Index (European-style options) options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 13.7% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the XEO chain depth

The listed-expirations table below shows every expiration available for S&P 100 Index (European-style options) options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. XEO front expiration sits at 30 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.001 means longer-dated tenors price in proportionally more IV.

XEO chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the XEO chain is 73.45% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the XEO chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. XEO's current 3.93% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

XEO listed expirations

Per-expiration ATM implied volatility for XEO options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.

Expiration	DTE	ATM IV
Oct 16, 2026	2	20.9%
Oct 23, 2026	9	13.6%
Oct 30, 2026	16	13.6%
Nov 6, 2026	23	13.7%
Nov 13, 2026	30	13.7%
Nov 20, 2026	37	13.8%
Nov 27, 2026	44	13.8%
Dec 18, 2026	65	14.0%
Dec 31, 2026	78	14.3%
Mar 19, 2027	156	15.1%
Mar 31, 2027	168	15.3%
Jun 17, 2027	246	15.9%
Jun 30, 2027	259	15.9%
Sep 17, 2027	338	16.3%
Sep 30, 2027	351	16.5%
Dec 17, 2027	429	16.6%
Jun 16, 2028	611	16.8%

Frequently asked XEO options chain questions

What does the XEO options chain show right now?: As of Oct 14, 2026, S&P 100 Index (European-style options) (XEO) has 67 contracts outstanding and 0 traded today, with ATM IV of 13.7%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
What expirations are available for XEO options?: The nearest expiration is 30 days out, followed by 37 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
How tight are XEO options bid/ask spreads?: Average bid/ask spread across the chain is 73.45%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.