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 ±1.5% (75.75–78.02) · ATM IV 5.7% · P/C open interest 2.21
| 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 | |
| 31.75 | 32.10 | 2 | 73.2% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0100 | 2,001 | 61.3% | -0.00 | 0.0005 | -0.002 | ||
| 26.75 | 27.10 | 1.00 | 0.0003 | 0.000 | 50 | 0 | 0.0100 | 49.9% | -0.00 | 0.0009 | -0.002 | |||||
| 21.85 | 22.10 | 57.2% | 1.00 | 0.0006 | 0.000 | 55 | 0.0100 | 0.0200 | 166 | 44.2% | -0.01 | 0.0016 | -0.003 | |||
| 16.75 | 17.10 | 6 | 1.00 | 0.0013 | 0.000 | 60 | 0.0100 | 0.0300 | 100.8K | 34.8% | -0.01 | 0.0031 | -0.003 | |||
| 11.85 | 12.10 | 29.7% | 0.99 | 0.0033 | -0.000 | 65 | 0.0200 | 0.0400 | 67.7K | 25.9% | -0.02 | 0.0070 | -0.004 | |||
| 10.80 | 11.10 | 0.99 | 0.0041 | -0.001 | 66 | 0.0200 | 0.0500 | 4 | 24.3% | -0.02 | 0.0085 | -0.004 | ||||
| 9.85 | 10.10 | 24.7% | 0.99 | 0.0053 | -0.001 | 67 | 0.0300 | 0.0500 | 802 | 22.6% | -0.02 | 0.0104 | -0.004 | |||
| 8.85 | 9.10 | 22.3% | 0.99 | 0.0070 | -0.001 | 68 | 0.0300 | 0.0600 | 8 | 20.9% | -0.03 | 0.0130 | -0.005 | |||
| 7.85 | 8.10 | 19.8% | 0.99 | 0.0093 | -0.002 | 69 | 0.0400 | 0.0700 | 6,487 | 19.4% | -0.03 | 0.0166 | -0.005 | |||
| 6.90 | 7.10 | 19.9% | 0.98 | 0.0127 | -0.002 | 70 | 0.0500 | 0.0800 | 18 | 36.0K | 17.7% | -0.04 | 0.0217 | -0.005 | ||
| 5.90 | 6.10 | 17.4% | 0.98 | 0.0183 | -0.003 | 71 | 0.0600 | 0.0900 | 32.0K | 15.9% | -0.05 | 0.0292 | -0.006 | |||
| 4.85 | 5.10 | 12.5% | 0.97 | 0.0274 | -0.004 | 72 | 0.0800 | 0.1100 | 42 | 220.5K | 14.2% | -0.07 | 0.0406 | -0.006 | ||
| 3.90 | 4.10 | 22 | 12.3% | 0.95 | 0.0434 | -0.005 | 73 | 0.1100 | 0.1400 | 47.3K | 12.6% | -0.09 | 0.0583 | -0.007 | ||
| 3.35 | 3.60 | 8.9% | 0.94 | 0.0557 | -0.005 | 73.5 | 0.1300 | 0.1600 | 11.8% | -0.11 | 0.0716 | -0.008 | ||||
| 2.94 | 3.15 | 11.5% | 0.93 | 0.0729 | -0.006 | 74 | 0.1600 | 0.1800 | 145.4K | 10.9% | -0.13 | 0.0882 | -0.008 | |||
| 2.46 | 2.61 | 9.8% | 0.91 | 0.0972 | -0.007 | 74.5 | 0.1900 | 0.2200 | 10.1% | -0.17 | 0.1106 | -0.009 | ||||
| 2.00 | 2.12 | 10 | 8.9% | 0.87 | 0.1313 | -0.009 | 75 | 0.2300 | 0.2700 | 10 | 255.2K | 9.2% | -0.21 | 0.1400 | -0.009 | |
| 1.55 | 1.64 | 8.1% | 0.82 | 0.1787 | -0.010 | 75.5 | 0.2900 | 0.3200 | 16 | 8.3% | -0.27 | 0.1781 | -0.010 | |||
| 1.11 | 1.18 | 5,243 | 7.1% | 0.74 | 0.2408 | -0.011 | 76 | 0.3900 | 0.4100 | 264 | 238.6K | 7.5% | -0.35 | 0.2250 | -0.010 | |
| 0.7100 | 0.7700 | 6.3% | 0.63 | 0.3126 | -0.011 | 76.5 | 0.4900 | 0.5500 | 171 | 6.5% | -0.47 | 0.2764 | -0.010 | |||
| 0.3700 | 0.4300 | 166 | 42.1K | 5.6% | 0.47 | 0.3712 | -0.010 | 77 | 0.7200 | 0.7400 | 434 | 365.7K | 5.8% | -0.63 | 0.3159 | -0.008 |
| 0.1500 | 0.1900 | 7 | 5.0% | 0.27 | 0.3416 | -0.007 | 77.5 | 0.9700 | 1.07 | 4.7% | -0.81 | 0.2768 | -0.005 | |||
| 0.0500 | 0.0800 | 527 | 152.1K | 4.8% | 0.13 | 0.2068 | -0.004 | 78 | 1.35 | 1.54 | 6 | 250.1K | 3.9% | -0.93 | 0.1521 | -0.003 |
| 0.0100 | 0.0400 | 4.9% | 0.05 | 0.1014 | -0.002 | 78.5 | 1.81 | 2.06 | -0.98 | 0.0598 | -0.001 | |||||
| 0.0100 | 0.0200 | 187 | 223.0K | 5.4% | 0.03 | 0.0542 | -0.001 | 79 | 2.30 | 2.48 | 144.4K | -0.99 | 0.0264 | -0.000 | ||
| 0 | 0.0200 | 5.9% | 0.02 | 0.0343 | -0.001 | 79.5 | 2.80 | 3.00 | -0.99 | 0.0152 | 0.000 | |||||
| 0 | 0.0200 | 186.2K | 6.8% | 0.01 | 0.0245 | -0.001 | 80 | 3.25 | 3.50 | 76.4K | -1.00 | 0.0107 | 0.000 | |||
| 0 | 0.0200 | 7.6% | 0.01 | 0.0191 | -0.001 | 80.5 | 3.75 | 4.00 | -1.00 | 0.0084 | 0.000 | |||||
| 0 | 0.0100 | 244.3K | 7.7% | 0.01 | 0.0156 | -0.001 | 81 | 4.25 | 4.55 | 97 | -1.00 | 0.0070 | 0.000 | |||
| 0 | 0.0100 | 8.5% | 0.01 | 0.0131 | -0.001 | 81.5 | 4.75 | 5.00 | -1.00 | 0.0060 | 0.000 | |||||
| 0 | 0.0100 | 5,945 | 9.2% | 0.01 | 0.0112 | -0.001 | 82 | 5.25 | 5.50 | 180 | -1.00 | 0.0052 | 0.000 | |||
| 0 | 0.0100 | 10.0% | 0.01 | 0.0097 | -0.001 | 82.5 | 5.75 | 6.00 | -1.00 | 0.0046 | 0.000 | |||||
| 0 | 0.0100 | 10.0K | 10.7% | 0.01 | 0.0085 | -0.001 | 83 | 6.25 | 6.50 | 214 | -1.00 | 0.0041 | 0.000 | |||
| 0 | 0.0100 | 30.0K | 12.1% | 0.01 | 0.0067 | -0.001 | 84 | 7.25 | 7.55 | 228 | -1.00 | 0.0033 | 0.000 | |||
| 0 | 0.0100 | 13.5% | 0.01 | 0.0054 | -0.001 | 85 | 8.25 | 8.55 | 16 | -1.00 | 0.0027 | 0.000 | ||||
| 0 | 0.0100 | 14.8% | 0.01 | 0.0045 | -0.001 | 86 | 9.25 | 9.55 | 25 | -1.00 | 0.0023 | 0.000 | ||||
| 0 | 0.0100 | 16.2% | 0.00 | 0.0038 | -0.001 | 87 | 10.25 | 10.50 | 3 | -1.00 | 0.0019 | 0.000 | ||||
| 0 | 0.0100 | 17.4% | 0.00 | 0.0032 | -0.001 | 88 | 11.25 | 11.50 | 2 | -1.00 | 0.0017 | 0.000 | ||||
| 0 | 0.0100 | 18.7% | 0.00 | 0.0028 | -0.001 | 89 | 12.25 | 12.60 | 1 | 21.9% | -1.00 | 0.0014 | 0.000 | |||
| 0 | 0.0100 | 20.0% | 0.00 | 0.0024 | -0.001 | 90 | 13.25 | 13.50 | 1 | -1.00 | 0.0013 | 0.000 | ||||
| 0 | 0.0100 | 21.2% | 0.00 | 0.0022 | -0.001 | 91 | 14.25 | 14.50 | 2 | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 0.0100 | 22.4% | 0.00 | 0.0019 | -0.001 | 92 | 15.25 | 15.50 | 4 | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.0100 | 25.9% | 0.00 | 0.0014 | -0.001 | 95 | 18.25 | 18.50 | -1.00 | 0.0007 | 0.000 | |||||
| 0 | 0.0100 | 31.4% | 0.00 | 0.0009 | -0.001 | 100 | 23.25 | 23.50 | -1.00 | 0.0005 | 0.000 | |||||
| 0 | 0.0100 | 36.5% | 0.00 | 0.0006 | -0.001 | 105 | 28.20 | 28.50 | -1.00 | 0.0003 | 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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs