HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 21:56 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 ±0.6% (76.41–77.30) · ATM IV 4.7% · P/C open interest 4.77
| 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 | |
| 19.40 | 24.30 | 1.00 | 0.0009 | -0.000 | 55 | 0 | 4.90 | 216.2% | -0.00 | 0.0009 | -0.003 | |||||
| 14.40 | 19.30 | 1.00 | 0.0017 | -0.002 | 60 | 0 | 2.29 | 133.9% | -0.00 | 0.0017 | -0.004 | |||||
| 9.45 | 14.40 | 2 | 40.4% | 0.99 | 0.0036 | -0.003 | 65 | 0 | 4.90 | 139.4% | -0.01 | 0.0036 | -0.004 | |||
| 6.45 | 11.40 | 28.8% | 0.99 | 0.0064 | -0.003 | 68 | 0 | 4.90 | 11 | 11 | 117.2% | -0.01 | 0.0064 | -0.004 | ||
| 5.45 | 10.40 | 25.0% | 0.99 | 0.0080 | -0.004 | 69 | 0 | 4.90 | 4 | 109.8% | -0.01 | 0.0081 | -0.004 | |||
| 5.00 | 9.95 | 53.7% | 0.99 | 0.0104 | -0.004 | 70 | 0 | 0.3000 | 3 | 2,198 | 37.1% | -0.01 | 0.0104 | -0.005 | ||
| 3.45 | 8.40 | 17.4% | 0.98 | 0.0140 | -0.004 | 71 | 0 | 4.90 | 3 | 94.8% | -0.02 | 0.0141 | -0.005 | |||
| 2.60 | 7.50 | 27.1% | 0.98 | 0.0200 | -0.005 | 72 | 0 | 1.13 | 11 | 12 | 39.8% | -0.02 | 0.0202 | -0.005 | ||
| 1.30 | 6.20 | 10 | 0.97 | 0.0311 | -0.005 | 73 | 0 | 5.00 | 1 | 79.4% | -0.03 | 0.0314 | -0.006 | |||
| 1.05 | 6.00 | 19.2% | 0.96 | 0.0404 | -0.006 | 73.5 | 0 | 1.71 | 10 | 67 | 38.8% | -0.04 | 0.0409 | -0.007 | ||
| 0.1000 | 5.00 | 1 | 0.95 | 0.0543 | -0.007 | 74 | 0 | 0.4000 | 18 | 86 | 20.9% | -0.05 | 0.0551 | -0.007 | ||
| 0.1000 | 5.00 | 15.7% | 0.94 | 0.0756 | -0.008 | 74.5 | 0 | 4.90 | 188 | 67.3% | -0.06 | 0.0769 | -0.009 | |||
| 0 | 5.00 | 2 | 23.9% | 0.91 | 0.1092 | -0.010 | 75 | 0 | 0.5100 | 10 | 1,552 | 14.4% | -0.09 | 0.1109 | -0.010 | |
| 0 | 4.90 | 665 | 31.0% | 0.87 | 0.1632 | -0.012 | 75.5 | 0 | 5.00 | 31.3K | 58.9% | -0.13 | 0.1671 | -0.012 | ||
| 0 | 4.90 | 36.9% | 0.80 | 0.2508 | -0.014 | 76 | 0 | 2.95 | 22 | 28.8K | 32.0% | -0.20 | 0.2580 | -0.014 | ||
| 0 | 1.65 | 1 | 581 | 7.8% | 0.68 | 0.3837 | -0.015 | 76.5 | 0 | 3.85 | 11 | 43.1K | 36.3% | -0.33 | 0.3971 | -0.016 |
| 0.0400 | 0.3500 | 488 | 1,675 | 5.8% | 0.47 | 0.5122 | -0.014 | 77 | 0 | 0.5000 | 55 | 12.1K | 3.7% | -0.56 | 0.5394 | -0.015 |
| 0.0800 | 0.4700 | 326 | 21.1K | 7.4% | 0.21 | 0.4128 | -0.009 | 77.5 | 0 | 4.90 | 54 | 607 | 40.1% | -0.84 | 0.4713 | -0.011 |
| 0 | 0.0500 | 8 | 177 | 5.5% | 0.06 | 0.1720 | -0.003 | 78 | 0 | 5.00 | 1,010 | 34.6% | -1.00 | 0.0313 | -0.006 | |
| 0 | 4.90 | 27 | 59.0% | 0.02 | 0.0682 | -0.002 | 78.5 | 0 | 4.90 | 7 | 28.4% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 0.0500 | 557 | 9.2% | 0.02 | 0.0439 | -0.002 | 79 | 0 | 5.00 | 20.4% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 4.90 | 157 | 66.3% | 0.01 | 0.0318 | -0.002 | 79.5 | 0.1000 | 5.00 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0200 | 58 | 10.8% | 0.01 | 0.0242 | -0.002 | 80 | 0.5000 | 5.40 | 1 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 4.90 | 48 | 73.1% | 0.01 | 0.0191 | -0.002 | 80.5 | 1.10 | 6.00 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0100 | 315 | 12.5% | 0.01 | 0.0156 | -0.002 | 81 | 1.60 | 6.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 2.23 | 40 | 51.7% | 0.01 | 0.0130 | -0.002 | 81.5 | 2.10 | 7.00 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 4.90 | 82.6% | 0.01 | 0.0110 | -0.002 | 82 | 3.10 | 8.00 | 37.9% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 4.90 | 85.7% | 0.01 | 0.0095 | -0.002 | 82.5 | 3.05 | 8.00 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 4.90 | 88.6% | 0.01 | 0.0083 | -0.002 | 83 | 3.70 | 8.60 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 5.00 | 91.5% | 0.01 | 0.0073 | -0.002 | 83.5 | 3.55 | 8.50 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 4.90 | 94.3% | 0.01 | 0.0065 | -0.002 | 84 | 4.55 | 9.50 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.2100 | 33.5% | 0.01 | 0.0057 | -0.002 | 84.5 | 4.55 | 9.50 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.2100 | 35.1% | 0.01 | 0.0052 | -0.002 | 85 | 5.05 | 10.00 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 2.13 | 72.8% | 0.00 | 0.0043 | -0.002 | 86 | 6.55 | 11.50 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.2100 | 41.5% | 0.00 | 0.0036 | -0.002 | 87 | 7.55 | 12.50 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 4.90 | 115.1% | 0.00 | 0.0031 | -0.002 | 88 | 8.55 | 13.50 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 4.90 | 119.9% | 0.00 | 0.0027 | -0.002 | 89 | 9.55 | 14.50 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 4.90 | 124.5% | 0.00 | 0.0023 | -0.002 | 90 | 10.60 | 15.60 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 5.00 | 146.1% | 0.00 | 0.0014 | -0.002 | 95 | 15.60 | 20.60 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 5.00 | 165.4% | 0.00 | 0.0009 | -0.002 | 100 | 19.90 | 24.80 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 4.90 | 182.9% | 0.00 | 0.0006 | -0.001 | 105 | 26.10 | 31.05 | 117.2% | -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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs