HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 21:35 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 ±0.8% (78.59–79.83) · ATM IV 6.2% · P/C open interest 16.14
| 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 | |
| 23.90 | 24.60 | 94.5% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.2100 | 124.2% | -0.00 | 0.0003 | -0.001 | ||||
| 19.05 | 19.40 | 1.00 | 0.0005 | 0.000 | 60 | 0 | 0.2100 | 2 | 98.2% | -0.00 | 0.0005 | -0.001 | ||||
| 13.95 | 14.60 | 59.4% | 1.00 | 0.0011 | 0.000 | 65 | 0 | 0.2100 | 73.6% | -0.00 | 0.0011 | -0.002 | ||||
| 10.95 | 11.75 | 58.5% | 1.00 | 0.0018 | 0.000 | 68 | 0 | 0.2100 | 59.4% | -0.00 | 0.0018 | -0.002 | ||||
| 9.90 | 10.60 | 1.00 | 0.0022 | 0.000 | 69 | 0 | 0.0700 | 45.4% | -0.00 | 0.0022 | -0.002 | |||||
| 9.00 | 9.60 | 2 | 1 | 42.9% | 1.00 | 0.0028 | 0.000 | 70 | 0 | 0.0700 | 41.3% | -0.00 | 0.0028 | -0.002 | ||
| 8.00 | 8.60 | 2 | 2 | 38.6% | 1.00 | 0.0036 | 0.000 | 71 | 0 | 0.0100 | 28.9% | -0.00 | 0.0036 | -0.002 | ||
| 7.00 | 7.45 | 2 | 0.99 | 0.0047 | 0.000 | 72 | 0 | 0.0700 | 33.2% | -0.00 | 0.0047 | -0.002 | ||||
| 5.95 | 6.60 | 25.9% | 0.99 | 0.0064 | 0.000 | 73 | 0 | 0.2100 | 35.9% | -0.01 | 0.0065 | -0.002 | ||||
| 5.45 | 6.10 | 23.9% | 0.99 | 0.0077 | 0.000 | 73.5 | 0 | 0.2100 | 33.5% | -0.01 | 0.0077 | -0.002 | ||||
| 5.00 | 5.60 | 4 | 25.6% | 0.99 | 0.0093 | 0.000 | 74 | 0 | 0.2100 | 31.1% | -0.01 | 0.0093 | -0.002 | |||
| 4.45 | 5.10 | 4 | 19.9% | 0.99 | 0.0114 | -0.000 | 74.5 | 0 | 0.2100 | 28.7% | -0.01 | 0.0115 | -0.003 | |||
| 4.00 | 4.45 | 2 | 0.99 | 0.0144 | -0.001 | 75 | 0 | 0.2100 | 26.3% | -0.01 | 0.0145 | -0.003 | ||||
| 3.50 | 3.95 | 2 | 0.99 | 0.0187 | -0.001 | 75.5 | 0 | 0.2100 | 23.8% | -0.01 | 0.0188 | -0.003 | ||||
| 2.83 | 3.60 | 0.98 | 0.0251 | -0.002 | 76 | 0 | 0.2200 | 21.6% | -0.02 | 0.0253 | -0.003 | |||||
| 2.37 | 3.10 | 0.98 | 0.0354 | -0.002 | 76.5 | 0 | 0.2200 | 19.1% | -0.02 | 0.0357 | -0.004 | |||||
| 1.80 | 2.60 | 0.97 | 0.0529 | -0.003 | 77 | 0 | 0.2200 | 16.5% | -0.03 | 0.0536 | -0.004 | |||||
| 1.33 | 2.10 | 0.96 | 0.0856 | -0.004 | 77.5 | 0 | 0.0900 | 163 | 10.8% | -0.04 | 0.0870 | -0.005 | ||||
| 1.03 | 1.60 | 8.6% | 0.93 | 0.1528 | -0.006 | 78 | 0 | 0.2800 | 535 | 12.0% | -0.07 | 0.1562 | -0.007 | |||
| 0.4900 | 1.10 | 5.2% | 0.87 | 0.3086 | -0.009 | 78.5 | 0 | 0.1400 | 60 | 30.3K | 6.7% | -0.13 | 0.3188 | -0.009 | ||
| 0.2300 | 0.5900 | 71 | 823 | 5.5% | 0.70 | 0.6745 | -0.011 | 79 | 0.0600 | 0.3600 | 2,246 | 7,707 | 6.9% | -0.32 | 0.7080 | -0.012 |
| 0 | 0.1000 | 64 | 318 | 2.9% | 0.26 | 0.8876 | -0.008 | 79.5 | 0.0600 | 0.5300 | 14 | 53 | -0.80 | 1.2632 | -0.008 | |
| 0 | 0.2000 | 1,185 | 7.5% | 0.05 | 0.2280 | -0.003 | 80 | 0.6600 | 1.12 | 13 | 23 | 8.6% | -1.00 | 0.0000 | -0.022 | |
| 0 | 0.0600 | 999 | 59 | 7.3% | 0.02 | 0.0915 | -0.002 | 80.5 | 0.9500 | 1.46 | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.0200 | 1 | 7.7% | 0.02 | 0.0548 | -0.002 | 81 | 1.65 | 1.96 | 10.3% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.2100 | 15.7% | 0.02 | 0.0374 | -0.002 | 81.5 | 1.76 | 2.84 | 11.8% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 0.2100 | 18.1% | 0.01 | 0.0276 | -0.002 | 82 | 2.28 | 3.05 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 20.4% | 0.01 | 0.0213 | -0.002 | 82.5 | 2.95 | 3.55 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 22.6% | 0.01 | 0.0171 | -0.002 | 83 | 3.45 | 4.05 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 24.8% | 0.01 | 0.0140 | -0.002 | 83.5 | 3.95 | 4.60 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 26.9% | 0.01 | 0.0118 | -0.002 | 84 | 4.45 | 5.05 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 29.0% | 0.01 | 0.0101 | -0.002 | 84.5 | 5.10 | 5.55 | 26.2% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 0.2100 | 31.0% | 0.01 | 0.0088 | -0.002 | 85 | 5.20 | 6.10 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 33.0% | 0.01 | 0.0077 | -0.002 | 85.5 | 5.90 | 6.60 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 35.0% | 0.01 | 0.0068 | -0.002 | 86 | 6.45 | 7.25 | 34.1% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 0.2100 | 38.8% | 0.01 | 0.0055 | -0.002 | 87 | 7.45 | 8.05 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 42.5% | 0.01 | 0.0045 | -0.002 | 88 | 8.45 | 9.10 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 46.1% | 0.00 | 0.0038 | -0.002 | 89 | 9.60 | 10.05 | 42.4% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 0.2100 | 49.6% | 0.00 | 0.0032 | -0.002 | 90 | 10.45 | 11.05 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 53.0% | 0.00 | 0.0028 | -0.002 | 91 | 11.45 | 12.25 | 52.1% | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 0.2100 | 66.0% | 0.00 | 0.0018 | -0.002 | 95 | 15.40 | 16.10 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 80.9% | 0.00 | 0.0011 | -0.002 | 100 | 20.45 | 21.10 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 94.6% | 0.00 | 0.0008 | -0.002 | 105 | 25.60 | 26.15 | 97.5% | -1.00 | 0.0000 | -0.023 | ||||
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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs