HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 15:37 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 ±1.2% (75.96–77.88) · ATM IV 5.2% · P/C open interest 4.35
| 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 | 22.15 | 1.00 | 0.0005 | 0.000 | 55 | 0 | 0.0600 | 7 | 55.3% | -0.00 | 0.0014 | -0.003 | ||||
| 16.75 | 17.15 | 1.00 | 0.0012 | 0.000 | 60 | 0 | 0.0700 | 1 | 43.1% | -0.01 | 0.0027 | -0.003 | ||||
| 11.80 | 12.15 | 0.99 | 0.0029 | -0.001 | 65 | 0 | 0.0800 | 3 | 31.1% | -0.01 | 0.0062 | -0.004 | ||||
| 7.80 | 8.15 | 0.99 | 0.0075 | -0.002 | 69 | 0.0100 | 0.0900 | 21.9% | -0.03 | 0.0147 | -0.005 | |||||
| 6.80 | 7.15 | 0.99 | 0.0102 | -0.002 | 70 | 0.0100 | 0.1000 | 3 | 19.8% | -0.03 | 0.0191 | -0.005 | ||||
| 5.80 | 6.15 | 0.98 | 0.0142 | -0.003 | 71 | 0.0100 | 0.1300 | 9 | 18.0% | -0.04 | 0.0260 | -0.006 | ||||
| 5.30 | 5.70 | 15.4% | 0.98 | 0.0172 | -0.003 | 71.5 | 0.0100 | 0.1100 | 6 | 16.2% | -0.05 | 0.0306 | -0.006 | |||
| 4.80 | 5.20 | 14.0% | 0.98 | 0.0211 | -0.003 | 72 | 0.0100 | 0.1200 | 6 | 15.1% | -0.05 | 0.0364 | -0.007 | |||
| 4.30 | 4.70 | 12.7% | 0.97 | 0.0263 | -0.004 | 72.5 | 0.0200 | 0.1300 | 5 | 14.2% | -0.06 | 0.0440 | -0.007 | |||
| 3.80 | 4.20 | 5 | 11.4% | 0.97 | 0.0332 | -0.004 | 73 | 0.0200 | 0.1400 | 4 | 13.0% | -0.07 | 0.0540 | -0.007 | ||
| 3.35 | 3.70 | 12.4% | 0.96 | 0.0431 | -0.004 | 73.5 | 0.0400 | 0.1600 | 9 | 12.2% | -0.09 | 0.0670 | -0.008 | |||
| 2.86 | 3.20 | 11.3% | 0.95 | 0.0575 | -0.005 | 74 | 0.0600 | 0.1800 | 11 | 11.3% | -0.11 | 0.0849 | -0.008 | |||
| 2.37 | 2.67 | 9.2% | 0.94 | 0.0791 | -0.006 | 74.5 | 0.0800 | 0.2100 | 9 | 10.3% | -0.14 | 0.1104 | -0.009 | |||
| 1.90 | 2.17 | 8.5% | 0.91 | 0.1130 | -0.007 | 75 | 0.1200 | 0.2500 | 21 | 9.4% | -0.18 | 0.1456 | -0.010 | |||
| 1.43 | 1.68 | 7.5% | 0.87 | 0.1664 | -0.009 | 75.5 | 0.1700 | 0.3100 | 35 | 8.4% | -0.24 | 0.1943 | -0.010 | |||
| 1.00 | 1.21 | 6.9% | 0.80 | 0.2486 | -0.010 | 76 | 0.2500 | 0.3900 | 9 | 7.4% | -0.33 | 0.2589 | -0.011 | |||
| 0.6000 | 0.7900 | 6.3% | 0.68 | 0.3652 | -0.011 | 76.5 | 0.3700 | 0.5000 | 1 | 12 | 6.3% | -0.46 | 0.3344 | -0.011 | ||
| 0.2200 | 0.4300 | 12 | 5.1% | 0.49 | 0.4878 | -0.011 | 77 | 0.5400 | 0.7300 | 61 | 5.3% | -0.66 | 0.3821 | -0.008 | ||
| 0.0500 | 0.1500 | 10 | 4.4% | 0.24 | 0.4225 | -0.007 | 77.5 | 0.8400 | 1.11 | 2 | 4.6% | -0.86 | 0.2782 | -0.004 | ||
| 0.0100 | 0.0800 | 13 | 5.0% | 0.10 | 0.2100 | -0.004 | 78 | 1.27 | 1.57 | 4.1% | -0.94 | 0.1363 | -0.002 | |||
| 0 | 0.0800 | 3 | 6.2% | 0.05 | 0.1023 | -0.002 | 78.5 | 1.75 | 2.07 | -0.97 | 0.0674 | -0.001 | ||||
| 0 | 0.0700 | 3 | 7.3% | 0.03 | 0.0560 | -0.002 | 79 | 2.24 | 2.58 | -0.98 | 0.0371 | -0.001 | ||||
| 0 | 0.0600 | 3 | 8.2% | 0.02 | 0.0358 | -0.001 | 79.5 | 2.74 | 3.10 | 7.6% | -0.99 | 0.0235 | -0.001 | |||
| 0 | 0.0200 | 7.8% | 0.02 | 0.0257 | -0.001 | 80 | 3.20 | 3.60 | -0.99 | 0.0171 | -0.000 | |||||
| 0 | 0.0600 | 10.5% | 0.01 | 0.0201 | -0.001 | 80.5 | 3.70 | 4.10 | -0.99 | 0.0136 | -0.000 | |||||
| 0 | 0.0100 | 8.9% | 0.01 | 0.0164 | -0.001 | 81 | 4.20 | 4.60 | -0.99 | 0.0112 | -0.000 | |||||
| 0 | 0.0600 | 12.6% | 0.01 | 0.0137 | -0.001 | 81.5 | 4.70 | 5.10 | -0.99 | 0.0096 | -0.000 | |||||
| 0 | 0.0600 | 13.7% | 0.01 | 0.0117 | -0.001 | 82 | 5.20 | 5.60 | -0.99 | 0.0082 | -0.000 | |||||
| 0 | 0.0600 | 14.7% | 0.01 | 0.0102 | -0.001 | 82.5 | 5.70 | 6.05 | -0.99 | 0.0072 | -0.000 | |||||
| 0 | 0.0500 | 15.3% | 0.01 | 0.0089 | -0.001 | 83 | 6.20 | 6.60 | -0.99 | 0.0064 | -0.000 | |||||
| 0 | 0.0500 | 17.2% | 0.01 | 0.0070 | -0.001 | 84 | 7.20 | 7.55 | -0.99 | 0.0051 | 0.000 | |||||
| 0 | 0.0500 | 19.0% | 0.01 | 0.0057 | -0.001 | 85 | 8.20 | 8.60 | -1.00 | 0.0042 | 0.000 | |||||
| 0 | 0.0500 | 20.9% | 0.01 | 0.0047 | -0.001 | 86 | 9.20 | 9.60 | 15.8% | -1.00 | 0.0035 | 0.000 | ||||
| 0 | 0.0500 | 22.6% | 0.01 | 0.0040 | -0.001 | 87 | 10.20 | 10.60 | 18.7% | -1.00 | 0.0030 | 0.000 | ||||
| 0 | 0.0500 | 27.7% | 0.00 | 0.0026 | -0.001 | 90 | 13.20 | 13.60 | 25.4% | -1.00 | 0.0019 | 0.000 | ||||
| 0 | 0.0500 | 35.6% | 0.00 | 0.0015 | -0.001 | 95 | 18.20 | 18.60 | 35.3% | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 0.0500 | 42.8% | 0.00 | 0.0010 | -0.001 | 100 | 23.20 | 23.55 | -1.00 | 0.0007 | 0.000 | |||||
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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs