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 ±2.1% (75.24–78.53) · ATM IV 5.1% · P/C open interest 2.57
| 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 | |
| 31.20 | 32.45 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0200 | 2,824 | 47.2% | -0.00 | 0.0006 | -0.001 | ||||
| 25.65 | 29.00 | 77.4% | 1.00 | 0.0000 | 0.000 | 50 | 0.0100 | 0.0300 | 10 | 41.4% | -0.01 | 0.0011 | -0.002 | |||
| 19.85 | 22.75 | 1.00 | 0.0002 | 0.000 | 55 | 0.0100 | 0.0400 | 33.6% | -0.01 | 0.0021 | -0.002 | |||||
| 14.90 | 19.05 | 35.0% | 1.00 | 0.0005 | 0.000 | 60 | 0.0200 | 0.0500 | 5,009 | 26.6% | -0.01 | 0.0042 | -0.002 | |||
| 9.90 | 14.05 | 24.4% | 1.00 | 0.0017 | 0.000 | 65 | 0.0400 | 0.0800 | 22.5K | 20.2% | -0.03 | 0.0097 | -0.003 | |||
| 7.00 | 11.05 | 21.7% | 0.99 | 0.0047 | 0.000 | 68 | 0.0700 | 0.1100 | 15.5K | 16.4% | -0.04 | 0.0183 | -0.004 | |||
| 5.90 | 10.05 | 16.4% | 0.99 | 0.0068 | -0.000 | 69 | 0.0900 | 0.1300 | 26.7K | 15.3% | -0.05 | 0.0233 | -0.004 | |||
| 6.40 | 7.50 | 7 | 0.99 | 0.0106 | -0.001 | 70 | 0.1200 | 0.1300 | 11 | 113.9K | 13.9% | -0.07 | 0.0302 | -0.005 | ||
| 5.45 | 6.60 | 15.5% | 0.98 | 0.0166 | -0.001 | 71 | 0.1300 | 0.1700 | 19.2K | 12.6% | -0.09 | 0.0401 | -0.005 | |||
| 2.92 | 7.10 | 12.8% | 0.98 | 0.0271 | -0.002 | 72 | 0.1800 | 0.2000 | 159 | 133.8K | 11.4% | -0.11 | 0.0543 | -0.005 | ||
| 3.60 | 4.65 | 6 | 13.5% | 0.96 | 0.0460 | -0.003 | 73 | 0.2400 | 0.2700 | 1 | 27.4K | 10.2% | -0.15 | 0.0753 | -0.006 | |
| 2.51 | 3.60 | 9.8% | 0.93 | 0.0819 | -0.005 | 74 | 0.3200 | 0.3500 | 1 | 208.9K | 8.8% | -0.22 | 0.1063 | -0.007 | ||
| 2.00 | 2.10 | 93 | 7.3% | 0.86 | 0.1477 | -0.007 | 75 | 0.4700 | 0.5100 | 326 | 643.9K | 7.7% | -0.32 | 0.1500 | -0.007 | |
| 1.14 | 1.21 | 101 | 6.3% | 0.72 | 0.2491 | -0.008 | 76 | 0.7100 | 0.7600 | 20 | 97.6K | 6.4% | -0.47 | 0.2001 | -0.006 | |
| 0.4400 | 0.5000 | 2 | 13.6K | 5.2% | 0.46 | 0.3184 | -0.007 | 77 | 1.13 | 1.22 | 9 | 204.9K | 5.1% | -0.70 | 0.2129 | -0.004 |
| 0.1200 | 0.1300 | 16.3K | 113.4K | 4.7% | 0.18 | 0.1969 | -0.003 | 78 | 1.90 | 2.05 | 5 | 97.8K | 5.0% | -0.90 | 0.1214 | -0.002 |
| 0.0100 | 0.0300 | 187.0K | 4.5% | 0.04 | 0.0668 | -0.001 | 79 | 1.78 | 2.90 | 129.8K | -0.98 | 0.0359 | -0.000 | |||
| 0 | 0.0100 | 207.4K | 4.8% | 0.02 | 0.0256 | -0.001 | 80 | 2.75 | 4.80 | 203 | -0.99 | 0.0146 | 0.000 | |||
| 0 | 0.0100 | 90.8K | 6.0% | 0.01 | 0.0147 | -0.000 | 81 | 3.55 | 6.05 | 176 | -0.99 | 0.0093 | 0.000 | |||
| 0 | 0.0100 | 68.6K | 7.1% | 0.01 | 0.0098 | -0.000 | 82 | 4.55 | 7.50 | 387 | 13.5% | -0.99 | 0.0067 | 0.000 | ||
| 0 | 0.0100 | 96 | 8.2% | 0.01 | 0.0071 | -0.000 | 83 | 4.75 | 8.50 | 72 | -0.99 | 0.0051 | 0.000 | |||
| 0 | 0.0100 | 3 | 9.2% | 0.01 | 0.0053 | -0.000 | 84 | 6.50 | 9.50 | 23 | 16.4% | -0.99 | 0.0040 | 0.000 | ||
| 0 | 0.0200 | 11.1% | 0.00 | 0.0042 | -0.000 | 85 | 6.70 | 10.90 | 52 | -0.99 | 0.0033 | 0.000 | ||||
| 0 | 0.0100 | 11.2% | 0.00 | 0.0034 | -0.000 | 86 | 8.50 | 11.85 | 40 | 23.3% | -0.99 | 0.0027 | 0.000 | |||
| 0 | 0.0200 | 1 | 13.2% | 0.00 | 0.0028 | -0.000 | 87 | 9.50 | 12.50 | 59 | 21.3% | -0.99 | 0.0022 | 0.000 | ||
| 0 | 0.0200 | 14.2% | 0.00 | 0.0023 | -0.000 | 88 | 10.50 | 13.85 | 5 | 26.7% | -1.00 | 0.0019 | 0.000 | |||
| 0 | 0.0200 | 15.2% | 0.00 | 0.0020 | -0.000 | 89 | 11.50 | 14.85 | 5 | 28.3% | -1.00 | 0.0016 | 0.000 | |||
| 0 | 0.0200 | 16.1% | 0.00 | 0.0017 | -0.000 | 90 | 12.45 | 15.85 | 5 | 29.4% | -1.00 | 0.0014 | 0.000 | |||
| 0 | 0.0200 | 17.1% | 0.00 | 0.0014 | -0.000 | 91 | 12.65 | 16.85 | -1.00 | 0.0012 | 0.000 | |||||
| 0 | 0.0200 | 18.1% | 0.00 | 0.0012 | -0.000 | 92 | 13.65 | 17.80 | -1.00 | 0.0011 | 0.000 | |||||
| 0 | 0.0200 | 19.0% | 0.00 | 0.0011 | -0.000 | 93 | 14.65 | 18.80 | -1.00 | 0.0010 | 0.000 | |||||
| 0 | 0.0200 | 20.8% | 0.00 | 0.0009 | -0.000 | 95 | 17.45 | 20.25 | 28.1% | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.0200 | 25.0% | 0.00 | 0.0005 | -0.000 | 100 | 21.60 | 25.75 | -1.00 | 0.0005 | 0.000 | |||||
| 0 | 0.0200 | 29.0% | 0.00 | 0.0003 | -0.000 | 105 | 27.35 | 30.75 | 48.5% | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs