HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 15:03 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 ±0.5% (76.49–77.28) · ATM IV 5.8% · P/C open interest 9.03
| 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 | |
| 21.75 | 22.05 | 1.00 | 0.0005 | -0.000 | 55 | 0 | 0.0100 | 4 | 110.0% | -0.00 | 0.0005 | -0.003 | ||||
| 16.75 | 17.05 | 1.00 | 0.0010 | -0.001 | 60 | 0 | 0.0100 | 83.4% | -0.00 | 0.0010 | -0.003 | |||||
| 11.80 | 12.05 | 66.7% | 1.00 | 0.0022 | -0.002 | 65 | 0 | 0.0100 | 2 | 58.5% | -0.00 | 0.0022 | -0.004 | |||
| 8.80 | 9.05 | 49.7% | 0.99 | 0.0039 | -0.003 | 68 | 0 | 0.0100 | 44.1% | -0.01 | 0.0039 | -0.004 | ||||
| 7.75 | 8.05 | 0.99 | 0.0049 | -0.003 | 69 | 0 | 0.0100 | 2 | 39.4% | -0.01 | 0.0049 | -0.004 | ||||
| 6.75 | 7.05 | 1 | 0.99 | 0.0063 | -0.004 | 70 | 0 | 0.0100 | 34.7% | -0.01 | 0.0063 | -0.004 | ||||
| 5.85 | 6.05 | 1 | 39.6% | 0.99 | 0.0085 | -0.004 | 71 | 0 | 0.0100 | 11 | 30.0% | -0.01 | 0.0085 | -0.005 | ||
| 4.75 | 5.05 | 0.99 | 0.0121 | -0.004 | 72 | 0 | 0.0100 | 25.3% | -0.01 | 0.0121 | -0.005 | |||||
| 3.85 | 4.05 | 27.6% | 0.99 | 0.0189 | -0.005 | 73 | 0 | 0.0200 | 500 | 22.6% | -0.01 | 0.0190 | -0.006 | |||
| 3.30 | 3.55 | 19.9% | 0.98 | 0.0250 | -0.006 | 73.5 | 0 | 0.0200 | 501 | 20.0% | -0.02 | 0.0251 | -0.006 | |||
| 2.80 | 3.05 | 17.2% | 0.98 | 0.0348 | -0.007 | 74 | 0.0100 | 0.0200 | 751 | 18.5% | -0.02 | 0.0350 | -0.007 | |||
| 2.31 | 2.54 | 14 | 14.6% | 0.97 | 0.0516 | -0.008 | 74.5 | 0.0100 | 0.0200 | 567 | 15.8% | -0.03 | 0.0519 | -0.009 | ||
| 1.81 | 2.04 | 14 | 11.9% | 0.95 | 0.0821 | -0.011 | 75 | 0.0100 | 0.0200 | 9 | 1,072 | 13.0% | -0.04 | 0.0826 | -0.011 | |
| 1.35 | 1.54 | 1 | 11.6% | 0.93 | 0.1406 | -0.015 | 75.5 | 0.0200 | 0.0400 | 19 | 186 | 11.7% | -0.07 | 0.1419 | -0.015 | |
| 0.9000 | 1.05 | 10.2% | 0.87 | 0.2575 | -0.020 | 76 | 0.0400 | 0.0600 | 95 | 7,459 | 9.7% | -0.13 | 0.2612 | -0.020 | ||
| 0.4900 | 0.5400 | 305 | 814 | 7.7% | 0.74 | 0.4970 | -0.026 | 76.5 | 0.0900 | 0.1100 | 205 | 26.8K | 7.7% | -0.26 | 0.5082 | -0.026 |
| 0.1400 | 0.1600 | 4,974 | 12.5K | 5.7% | 0.43 | 0.8022 | -0.024 | 77 | 0.2200 | 0.2700 | 346 | 85.7K | 5.9% | -0.58 | 0.8301 | -0.025 |
| 0.0100 | 0.0200 | 12 | 1,092 | 5.0% | 0.08 | 0.3669 | -0.007 | 77.5 | 0.5200 | 0.6900 | 1 | 12.7K | -0.95 | 0.3555 | -0.008 | |
| 0 | 0.0100 | 139 | 6.6% | 0.03 | 0.1083 | -0.003 | 78 | 1.00 | 1.22 | 2 | 5 | -0.99 | 0.0572 | -0.006 | ||
| 0 | 0.0100 | 105 | 9.1% | 0.02 | 0.0619 | -0.003 | 78.5 | 1.50 | 1.74 | 4 | 5 | 10.8% | -0.99 | 0.0351 | -0.006 | |
| 0 | 0.0100 | 59 | 11.4% | 0.02 | 0.0410 | -0.003 | 79 | 2.00 | 2.25 | 2 | 14.5% | -1.00 | 0.0241 | -0.006 | ||
| 0 | 0.0100 | 95 | 13.7% | 0.01 | 0.0296 | -0.003 | 79.5 | 2.50 | 2.75 | 17.2% | -1.00 | 0.0178 | -0.006 | |||
| 0 | 0.0100 | 260 | 15.9% | 0.01 | 0.0225 | -0.003 | 80 | 2.99 | 3.30 | 1 | 22.8% | -1.00 | 0.0138 | -0.006 | ||
| 0 | 0.0100 | 4 | 18.1% | 0.01 | 0.0178 | -0.003 | 80.5 | 3.45 | 3.80 | 22.2% | -1.00 | 0.0111 | -0.006 | |||
| 0 | 0.0100 | 20.3% | 0.01 | 0.0145 | -0.003 | 81 | 3.95 | 4.30 | 24.7% | -1.00 | 0.0091 | -0.006 | ||||
| 0 | 0.0100 | 22.4% | 0.01 | 0.0121 | -0.003 | 81.5 | 4.45 | 4.80 | 27.1% | -1.00 | 0.0077 | -0.006 | ||||
| 0 | 0.0100 | 24.4% | 0.01 | 0.0103 | -0.003 | 82 | 4.95 | 5.30 | 29.5% | -1.00 | 0.0065 | -0.006 | ||||
| 0 | 0.0100 | 26.4% | 0.01 | 0.0089 | -0.003 | 82.5 | 5.45 | 5.80 | 31.8% | -1.00 | 0.0056 | -0.006 | ||||
| 0 | 0.0100 | 28.4% | 0.01 | 0.0077 | -0.003 | 83 | 5.95 | 6.30 | 34.1% | -1.00 | 0.0049 | -0.006 | ||||
| 0 | 0.0100 | 30.4% | 0.01 | 0.0068 | -0.003 | 83.5 | 6.45 | 6.80 | 36.3% | -1.00 | 0.0043 | -0.006 | ||||
| 0 | 0.0100 | 32.4% | 0.01 | 0.0061 | -0.003 | 84 | 6.95 | 7.30 | 38.5% | -1.00 | 0.0038 | -0.006 | ||||
| 0 | 0.0100 | 34.3% | 0.01 | 0.0054 | -0.003 | 84.5 | 7.45 | 7.80 | 40.7% | -1.00 | 0.0034 | -0.006 | ||||
| 0 | 0.0100 | 36.2% | 0.01 | 0.0049 | -0.003 | 85 | 7.95 | 8.30 | 42.9% | -1.00 | 0.0031 | -0.006 | ||||
| 0 | 0.0100 | 38.1% | 0.00 | 0.0044 | -0.003 | 85.5 | 8.45 | 8.80 | 45.0% | -1.00 | 0.0028 | -0.006 | ||||
| 0 | 0.0100 | 39.9% | 0.00 | 0.0041 | -0.003 | 86 | 8.95 | 9.30 | 47.1% | -1.00 | 0.0026 | -0.006 | ||||
| 0 | 0.0100 | 43.6% | 0.00 | 0.0034 | -0.003 | 87 | 9.95 | 10.30 | 51.3% | -1.00 | 0.0022 | -0.006 | ||||
| 0 | 0.0100 | 47.1% | 0.00 | 0.0029 | -0.003 | 88 | 10.95 | 11.30 | 55.3% | -1.00 | 0.0018 | -0.006 | ||||
| 0 | 0.0100 | 50.6% | 0.00 | 0.0026 | -0.003 | 89 | 11.95 | 12.30 | 59.3% | -1.00 | 0.0016 | -0.006 | ||||
| 0 | 0.0100 | 54.1% | 0.00 | 0.0022 | -0.003 | 90 | 12.95 | 13.30 | 63.2% | -1.00 | 0.0014 | -0.006 | ||||
| 0 | 0.0100 | 70.5% | 0.00 | 0.0013 | -0.003 | 95 | 17.95 | 18.30 | 81.7% | -1.00 | 0.0008 | -0.006 | ||||
| 0 | 0.0100 | 85.6% | 0.00 | 0.0009 | -0.003 | 100 | 22.95 | 23.30 | 98.8% | -1.00 | 0.0005 | -0.006 | ||||
| 0 | 0.0100 | 99.8% | 0.00 | 0.0006 | -0.003 | 105 | 27.95 | 28.30 | 114.7% | -1.00 | 0.0003 | -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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs