HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 21:51 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 ±0.9% (78.47–79.94) · ATM IV 5.4% · P/C open interest 3.28
| 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 | |
| 34.05 | 34.40 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0100 | 4,231 | 94.9% | -0.00 | 0.0001 | -0.001 | ||||
| 28.95 | 29.60 | 96.4% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.2100 | 111.3% | -0.00 | 0.0002 | -0.001 | ||||
| 23.80 | 24.60 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.2100 | 19 | 90.8% | -0.00 | 0.0004 | -0.001 | ||||
| 19.00 | 19.65 | 66.8% | 1.00 | 0.0008 | 0.000 | 60 | 0 | 0.2100 | 355 | 71.8% | -0.00 | 0.0008 | -0.001 | |||
| 14.10 | 14.45 | 36.7% | 1.00 | 0.0017 | 0.000 | 65 | 0 | 0.2100 | 55.7K | 53.9% | -0.00 | 0.0017 | -0.002 | |||
| 10.95 | 11.65 | 34.5% | 0.99 | 0.0030 | 0.000 | 68 | 0 | 0.2100 | 43.4% | -0.01 | 0.0030 | -0.002 | ||||
| 10.10 | 10.45 | 0.99 | 0.0037 | 0.000 | 69 | 0 | 0.2100 | 5,399 | 40.0% | -0.01 | 0.0038 | -0.002 | ||||
| 9.10 | 9.45 | 0.99 | 0.0047 | 0.000 | 70 | 0 | 0.0500 | 94.6K | 28.8% | -0.01 | 0.0048 | -0.002 | ||||
| 8.00 | 8.65 | 28.3% | 0.99 | 0.0062 | 0.000 | 71 | 0 | 0.2100 | 13.7K | 33.2% | -0.01 | 0.0062 | -0.003 | |||
| 7.10 | 7.45 | 0.99 | 0.0082 | 0.000 | 72 | 0 | 0.0900 | 188.6K | 25.4% | -0.01 | 0.0082 | -0.003 | ||||
| 6.00 | 6.45 | 0.99 | 0.0113 | 0.000 | 73 | 0 | 0.0800 | 39.7K | 21.8% | -0.01 | 0.0114 | -0.003 | ||||
| 5.05 | 5.45 | 0.98 | 0.0163 | -0.001 | 74 | 0 | 0.0200 | 17 | 227.0K | 15.2% | -0.02 | 0.0164 | -0.003 | |||
| 4.55 | 5.15 | 18.8% | 0.98 | 0.0199 | -0.001 | 74.5 | 0 | 0.0300 | 1,583 | 14.7% | -0.02 | 0.0201 | -0.004 | |||
| 4.05 | 4.45 | 0.98 | 0.0248 | -0.002 | 75 | 0 | 0.0300 | 10 | 234.1K | 13.4% | -0.02 | 0.0250 | -0.004 | |||
| 3.50 | 3.95 | 0.97 | 0.0315 | -0.002 | 75.5 | 0 | 0.2300 | 17.9% | -0.03 | 0.0318 | -0.004 | |||||
| 3.00 | 3.65 | 12.2% | 0.96 | 0.0410 | -0.003 | 76 | 0 | 0.1000 | 90.0K | 13.2% | -0.04 | 0.0415 | -0.004 | |||
| 2.55 | 3.15 | 12.0% | 0.96 | 0.0550 | -0.004 | 76.5 | 0 | 0.0400 | 9.7% | -0.04 | 0.0558 | -0.005 | ||||
| 2.00 | 2.54 | 0.94 | 0.0769 | -0.004 | 77 | 0.0300 | 0.2400 | 1 | 270.4K | 12.9% | -0.06 | 0.0782 | -0.005 | |||
| 1.57 | 2.05 | 6.4% | 0.92 | 0.1135 | -0.005 | 77.5 | 0.0300 | 0.1100 | 5,074 | 8.9% | -0.08 | 0.1157 | -0.006 | |||
| 1.09 | 1.65 | 7.2% | 0.88 | 0.1783 | -0.006 | 78 | 0 | 0.2500 | 36.1K | 230.0K | 8.5% | -0.12 | 0.1827 | -0.007 | ||
| 0.6900 | 1.17 | 6.5% | 0.80 | 0.2933 | -0.008 | 78.5 | 0 | 0.3200 | 2,171 | 12.3K | 7.0% | -0.20 | 0.3030 | -0.009 | ||
| 0.2400 | 0.7200 | 1 | 17.0K | 4.8% | 0.65 | 0.4760 | -0.009 | 79 | 0.1500 | 0.3600 | 8,555 | 334.7K | 5.9% | -0.36 | 0.5007 | -0.010 |
| 0.0100 | 0.2000 | 5,543 | 24.9K | 2.9% | 0.37 | 0.6463 | -0.007 | 79.5 | 0.1400 | 0.5700 | 253 | 30.1K | 3.4% | -0.68 | 0.7106 | -0.008 |
| 0.0300 | 0.0400 | 1,610 | 331.7K | 3.7% | 0.12 | 0.3364 | -0.004 | 80 | 0.6800 | 0.9800 | 60 | 102.0K | 5.2% | -0.99 | 0.1713 | -0.015 |
| 0 | 0.0300 | 999 | 206 | 4.5% | 0.05 | 0.1423 | -0.002 | 80.5 | 0.9600 | 1.46 | -1.00 | 0.0000 | -0.021 | |||
| 0 | 0.0200 | 398 | 139.3K | 5.5% | 0.02 | 0.0675 | -0.002 | 81 | 1.65 | 1.94 | 35 | -1.00 | 0.0000 | -0.022 | ||
| 0 | 0.2100 | 11.3% | 0.02 | 0.0397 | -0.001 | 81.5 | 0 | 2.46 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 0.0100 | 77.6K | 7.3% | 0.01 | 0.0278 | -0.001 | 82 | 2.44 | 3.10 | 3 | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.2100 | 14.8% | 0.01 | 0.0213 | -0.001 | 82.5 | 2.82 | 3.45 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 0.2100 | 16.4% | 0.01 | 0.0170 | -0.001 | 83 | 3.40 | 4.10 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 0.2100 | 18.0% | 0.01 | 0.0139 | -0.001 | 83.5 | 3.90 | 4.60 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 0.2100 | 100 | 19.6% | 0.01 | 0.0117 | -0.001 | 84 | 4.60 | 5.10 | 19.8% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.2100 | 21.1% | 0.01 | 0.0100 | -0.001 | 84.5 | 4.90 | 5.65 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 0.2100 | 22.6% | 0.01 | 0.0086 | -0.001 | 85 | 5.60 | 6.10 | 22.9% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2100 | 24.0% | 0.01 | 0.0076 | -0.001 | 85.5 | 5.90 | 6.60 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 0.2100 | 25.5% | 0.01 | 0.0067 | -0.001 | 86 | 6.60 | 7.10 | 25.8% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2100 | 28.2% | 0.01 | 0.0054 | -0.001 | 87 | 7.60 | 8.15 | 30.0% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2100 | 31.0% | 0.00 | 0.0044 | -0.001 | 88 | 8.60 | 9.10 | 31.3% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.4100 | 38.7% | 0.00 | 0.0037 | -0.001 | 89 | 9.60 | 10.10 | 34.0% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2100 | 36.2% | 0.00 | 0.0032 | -0.001 | 90 | 10.60 | 11.10 | 36.6% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2100 | 38.7% | 0.00 | 0.0028 | -0.001 | 91 | 11.60 | 12.15 | 40.9% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2100 | 41.1% | 0.00 | 0.0024 | -0.001 | 92 | 12.60 | 13.10 | 41.7% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2100 | 43.5% | 0.00 | 0.0021 | -0.001 | 93 | 13.60 | 14.10 | 44.1% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2100 | 48.1% | 0.00 | 0.0017 | -0.001 | 95 | 15.40 | 16.10 | -1.00 | 0.0000 | -0.022 | |||||
| 0 | 0.2100 | 59.0% | 0.00 | 0.0011 | -0.001 | 100 | 20.60 | 21.10 | 60.1% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.2100 | 69.0% | 0.00 | 0.0008 | -0.001 | 105 | 25.60 | 26.15 | 73.0% | -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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs