HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 09:35 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 ±1.0% (78.34–79.88) · ATM IV 4.5% · P/C open interest 0.21
| 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 | 24.55 | 47.0% | 1.00 | 0.0007 | 0.000 | 55 | 0 | 0.0700 | 62.8% | -0.00 | 0.0007 | -0.001 | ||||
| 18.90 | 19.60 | 43.3% | 1.00 | 0.0012 | 0.000 | 60 | 0 | 0.0700 | 49.3% | -0.00 | 0.0012 | -0.002 | ||||
| 13.95 | 14.40 | 0.99 | 0.0025 | -0.000 | 65 | 0 | 0.0700 | 36.6% | -0.01 | 0.0025 | -0.002 | |||||
| 9.95 | 10.60 | 22.7% | 0.99 | 0.0051 | -0.001 | 69 | 0 | 0.0800 | 27.4% | -0.01 | 0.0051 | -0.002 | ||||
| 8.95 | 9.65 | 24.1% | 0.99 | 0.0063 | -0.001 | 70 | 0 | 0.0800 | 4 | 24.9% | -0.01 | 0.0063 | -0.002 | |||
| 7.90 | 8.60 | 0.99 | 0.0079 | -0.002 | 71 | 0 | 0.0800 | 22.5% | -0.01 | 0.0080 | -0.003 | |||||
| 6.95 | 7.45 | 0.98 | 0.0103 | -0.002 | 72 | 0 | 0.0800 | 20.1% | -0.01 | 0.0104 | -0.003 | |||||
| 5.95 | 6.65 | 16.1% | 0.98 | 0.0138 | -0.002 | 73 | 0 | 0.0900 | 18.0% | -0.02 | 0.0140 | -0.003 | ||||
| 5.45 | 5.95 | 0.98 | 0.0163 | -0.002 | 73.5 | 0 | 0.0900 | 16.8% | -0.02 | 0.0165 | -0.003 | |||||
| 5.00 | 5.65 | 15.5% | 0.98 | 0.0195 | -0.003 | 74 | 0 | 0.1500 | 17.1% | -0.02 | 0.0198 | -0.003 | ||||
| 4.50 | 5.15 | 14.2% | 0.97 | 0.0237 | -0.003 | 74.5 | 0 | 1.20 | 28.8% | -0.03 | 0.0240 | -0.003 | ||||
| 4.00 | 4.65 | 12.8% | 0.97 | 0.0293 | -0.003 | 75 | 0 | 0.1000 | 13.2% | -0.03 | 0.0298 | -0.004 | ||||
| 3.50 | 3.95 | 0.96 | 0.0371 | -0.003 | 75.5 | 0 | 0.1100 | 12.2% | -0.04 | 0.0377 | -0.004 | |||||
| 3.00 | 3.65 | 10.1% | 0.95 | 0.0479 | -0.004 | 76 | 0 | 0.2500 | 46 | 13.3% | -0.05 | 0.0488 | -0.004 | |||
| 2.58 | 3.05 | 8.3% | 0.94 | 0.0637 | -0.004 | 76.5 | 0 | 0.1100 | 9.5% | -0.06 | 0.0651 | -0.004 | ||||
| 2.06 | 2.64 | 8.4% | 0.92 | 0.0874 | -0.005 | 77 | 0 | 0.1200 | 8.3% | -0.08 | 0.0896 | -0.005 | ||||
| 1.54 | 2.14 | 6.6% | 0.90 | 0.1243 | -0.005 | 77.5 | 0 | 0.1400 | 501 | 7.2% | -0.11 | 0.1280 | -0.006 | |||
| 1.14 | 1.55 | 5.3% | 0.85 | 0.1838 | -0.006 | 78 | 0 | 0.1700 | 13 | 6.0% | -0.15 | 0.1910 | -0.006 | |||
| 0.6900 | 1.18 | 11 | 1 | 5.4% | 0.77 | 0.2810 | -0.007 | 78.5 | 0 | 0.2500 | 1 | 8 | 5.0% | -0.24 | 0.2966 | -0.007 |
| 0.2900 | 0.7500 | 11 | 12 | 4.5% | 0.63 | 0.4219 | -0.007 | 79 | 0.0300 | 0.4700 | 13 | 568 | 4.6% | -0.39 | 0.4611 | -0.008 |
| 0.0100 | 0.4000 | 4 | 2,313 | 3.7% | 0.39 | 0.5271 | -0.006 | 79.5 | 0.2800 | 0.6700 | 8 | 151 | 4.2% | -0.68 | 0.6441 | -0.007 |
| 0 | 0.2700 | 3 | 4,539 | 4.9% | 0.16 | 0.3476 | -0.004 | 80 | 0.3900 | 1.16 | 5 | 196 | -0.99 | 0.1151 | -0.006 | |
| 0 | 0.0900 | 56 | 4.7% | 0.05 | 0.1401 | -0.002 | 80.5 | 1.16 | 1.65 | 6.9% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0100 | 303 | 4.0% | 0.02 | 0.0598 | -0.001 | 81 | 1.65 | 2.06 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0700 | 7.0% | 0.02 | 0.0381 | -0.001 | 81.5 | 2.14 | 2.67 | 10.0% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0700 | 8.2% | 0.01 | 0.0278 | -0.001 | 82 | 2.62 | 3.20 | 11.6% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2100 | 11.9% | 0.01 | 0.0214 | -0.001 | 82.5 | 3.20 | 3.70 | 14.2% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0700 | 10.5% | 0.01 | 0.0171 | -0.001 | 83 | 3.70 | 4.20 | 15.6% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2100 | 14.5% | 0.01 | 0.0140 | -0.001 | 83.5 | 4.20 | 4.70 | 17.0% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2100 | 15.8% | 0.01 | 0.0118 | -0.001 | 84 | 4.70 | 5.20 | 18.4% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2100 | 17.0% | 0.01 | 0.0100 | -0.001 | 84.5 | 5.20 | 5.70 | 19.7% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2100 | 18.2% | 0.01 | 0.0087 | -0.001 | 85 | 5.70 | 6.20 | 21.0% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2100 | 20.6% | 0.01 | 0.0067 | -0.001 | 86 | 6.70 | 7.20 | 23.5% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2100 | 22.8% | 0.01 | 0.0054 | -0.001 | 87 | 7.70 | 8.20 | 26.0% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2100 | 29.2% | 0.00 | 0.0032 | -0.001 | 90 | 10.70 | 11.20 | 32.9% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0700 | 32.8% | 0.00 | 0.0017 | -0.001 | 95 | 15.70 | 16.20 | 43.5% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0700 | 40.6% | 0.00 | 0.0011 | -0.001 | 100 | 20.70 | 21.20 | 53.1% | -1.00 | 0.0000 | -0.006 | ||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs