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 ±1.5% (75.78–78.06) · ATM IV 5.4% · P/C open interest 0.02
| 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 | 0.0800 | 45.8% | -0.01 | 0.0018 | -0.002 | |||||
| 16.75 | 17.20 | 1.00 | 0.0013 | 0.000 | 60 | 0 | 0.0900 | 35.7% | -0.01 | 0.0034 | -0.003 | |||||
| 11.75 | 12.20 | 0.99 | 0.0034 | -0.000 | 65 | 0 | 0.1000 | 25.8% | -0.02 | 0.0075 | -0.004 | |||||
| 7.75 | 8.20 | 0.99 | 0.0094 | -0.002 | 69 | 0.0100 | 0.1200 | 18.5% | -0.04 | 0.0172 | -0.005 | |||||
| 6.75 | 7.20 | 0.98 | 0.0130 | -0.002 | 70 | 0.0100 | 0.1300 | 16.7% | -0.04 | 0.0221 | -0.005 | |||||
| 5.80 | 6.20 | 0.98 | 0.0185 | -0.003 | 71 | 0.0100 | 0.1400 | 2 | 14.7% | -0.05 | 0.0293 | -0.005 | ||||
| 5.30 | 5.70 | 0.98 | 0.0223 | -0.003 | 71.5 | 0.0100 | 0.1500 | 13.9% | -0.06 | 0.0341 | -0.005 | |||||
| 4.80 | 5.20 | 0.97 | 0.0275 | -0.003 | 72 | 0.0100 | 0.1600 | 12.9% | -0.07 | 0.0403 | -0.006 | |||||
| 4.30 | 4.70 | 0.97 | 0.0343 | -0.004 | 72.5 | 0.0200 | 0.1800 | 12.3% | -0.08 | 0.0475 | -0.006 | |||||
| 3.80 | 4.20 | 0.96 | 0.0434 | -0.004 | 73 | 0.0300 | 0.1900 | 1 | 11.4% | -0.09 | 0.0573 | -0.006 | ||||
| 3.30 | 3.70 | 0.95 | 0.0559 | -0.005 | 73.5 | 0.0500 | 0.2100 | 1 | 10.6% | -0.11 | 0.0698 | -0.007 | ||||
| 2.85 | 3.20 | 3 | 8.2% | 0.93 | 0.0736 | -0.006 | 74 | 0.0600 | 0.2500 | 5 | 9.9% | -0.13 | 0.0858 | -0.007 | ||
| 2.36 | 2.70 | 7.4% | 0.91 | 0.0989 | -0.007 | 74.5 | 0.0900 | 0.2800 | 1 | 9.1% | -0.16 | 0.1072 | -0.007 | |||
| 1.89 | 2.22 | 7.3% | 0.88 | 0.1345 | -0.008 | 75 | 0.1400 | 0.3300 | 8.5% | -0.20 | 0.1354 | -0.008 | ||||
| 1.44 | 1.78 | 7.2% | 0.82 | 0.1826 | -0.009 | 75.5 | 0.1900 | 0.3900 | 1 | 7.6% | -0.26 | 0.1718 | -0.008 | |||
| 1.04 | 1.29 | 6.5% | 0.75 | 0.2440 | -0.010 | 76 | 0.2700 | 0.4800 | 6.9% | -0.34 | 0.2175 | -0.009 | ||||
| 0.6500 | 0.9000 | 1 | 6.0% | 0.63 | 0.3128 | -0.010 | 76.5 | 0.3900 | 0.6100 | 207 | 6.1% | -0.45 | 0.2711 | -0.009 | ||
| 0.3300 | 0.5400 | 2 | 5.3% | 0.48 | 0.3631 | -0.009 | 77 | 0.6100 | 0.7900 | 4 | 5.4% | -0.61 | 0.3174 | -0.008 | ||
| 0.1100 | 0.2500 | 121 | 10.0K | 4.6% | 0.28 | 0.3333 | -0.006 | 77.5 | 0.8500 | 1.15 | 4.7% | -0.80 | 0.2947 | -0.005 | ||
| 0.0100 | 0.1500 | 4 | 4.6% | 0.14 | 0.2104 | -0.004 | 78 | 1.34 | 1.57 | 2 | 3 | 5.3% | -0.92 | 0.1704 | -0.003 | |
| 0 | 0.1000 | 1 | 5.1% | 0.08 | 0.1254 | -0.002 | 78.5 | 1.72 | 2.08 | 4.6% | -0.96 | 0.0875 | -0.002 | |||
| 0 | 0.0800 | 1 | 5.8% | 0.05 | 0.0790 | -0.002 | 79 | 2.22 | 2.57 | 5.0% | -0.98 | 0.0467 | -0.001 | |||
| 0 | 0.0700 | 6.7% | 0.03 | 0.0517 | -0.001 | 79.5 | 2.72 | 3.10 | 7.2% | -0.99 | 0.0265 | -0.000 | ||||
| 0 | 0.0700 | 1 | 7.6% | 0.03 | 0.0363 | -0.001 | 80 | 3.20 | 3.60 | 7.5% | -0.99 | 0.0163 | -0.000 | |||
| 0 | 0.0700 | 8.5% | 0.02 | 0.0270 | -0.001 | 80.5 | 3.70 | 4.10 | 8.4% | -0.99 | 0.0114 | 0.000 | ||||
| 0 | 0.0200 | 7.7% | 0.02 | 0.0213 | -0.001 | 81 | 4.20 | 4.60 | 9.3% | -1.00 | 0.0087 | 0.000 | ||||
| 0 | 0.0700 | 10.2% | 0.01 | 0.0175 | -0.001 | 81.5 | 4.70 | 5.10 | 10.3% | -1.00 | 0.0071 | 0.000 | ||||
| 0 | 0.0700 | 11.1% | 0.01 | 0.0148 | -0.001 | 82 | 5.20 | 5.60 | 11.2% | -1.00 | 0.0061 | 0.000 | ||||
| 0 | 0.0700 | 11.9% | 0.01 | 0.0128 | -0.001 | 82.5 | 5.70 | 6.10 | 12.1% | -1.00 | 0.0054 | 0.000 | ||||
| 0 | 0.0700 | 12.7% | 0.01 | 0.0112 | -0.001 | 83 | 6.20 | 6.60 | 13.0% | -1.00 | 0.0048 | 0.000 | ||||
| 0 | 0.0700 | 14.3% | 0.01 | 0.0089 | -0.001 | 84 | 7.20 | 7.60 | 14.7% | -1.00 | 0.0038 | 0.000 | ||||
| 0 | 0.0700 | 15.8% | 0.01 | 0.0072 | -0.001 | 85 | 8.20 | 8.60 | 16.4% | -1.00 | 0.0032 | 0.000 | ||||
| 0 | 0.0700 | 17.3% | 0.01 | 0.0060 | -0.001 | 86 | 9.20 | 9.60 | 18.1% | -1.00 | 0.0027 | 0.000 | ||||
| 0 | 0.0700 | 18.8% | 0.01 | 0.0051 | -0.001 | 87 | 10.20 | 10.60 | 19.8% | -1.00 | 0.0023 | 0.000 | ||||
| 0 | 0.0700 | 23.0% | 0.01 | 0.0033 | -0.001 | 90 | 13.15 | 13.60 | 19.2% | -1.00 | 0.0015 | 0.000 | ||||
| 0 | 0.0700 | 29.5% | 0.00 | 0.0019 | -0.001 | 95 | 18.15 | 18.60 | 28.5% | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.0700 | 35.5% | 0.00 | 0.0013 | -0.001 | 100 | 23.15 | 23.60 | 36.2% | -1.00 | 0.0006 | 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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs