HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 06:35 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 ±2.5% (77.14–81.08) · ATM IV 4.4% · P/C open interest 9.26
| 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 | |
| 37.80 | 40.70 | 64.5% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.1500 | 31.6K | 49.9% | -0.01 | 0.0008 | -0.001 | |||
| 32.80 | 35.70 | 52.4% | 1.00 | 0.0001 | 0.000 | 45 | 0.0100 | 0.1500 | 12 | 213 | 42.3% | -0.01 | 0.0012 | -0.002 | ||
| 27.80 | 30.70 | 41.5% | 1.00 | 0.0002 | 0.000 | 50 | 0.0200 | 0.1700 | 274 | 35.9% | -0.01 | 0.0020 | -0.002 | |||
| 22.80 | 25.80 | 36.7% | 1.00 | 0.0005 | 0.000 | 55 | 0 | 0.1800 | 254 | 28.9% | -0.02 | 0.0032 | -0.002 | |||
| 18.10 | 20.50 | 28.1% | 1.00 | 0.0011 | 0.000 | 60 | 0 | 0.2000 | 317 | 23.0% | -0.03 | 0.0054 | -0.002 | |||
| 13.10 | 15.50 | 19.9% | 0.99 | 0.0025 | 0.000 | 65 | 0.0600 | 0.2000 | 77.9K | 17.9% | -0.04 | 0.0099 | -0.003 | |||
| 11.10 | 13.50 | 16.8% | 0.99 | 0.0038 | 0.000 | 67 | 0.0100 | 0.2500 | 103 | 15.4% | -0.05 | 0.0132 | -0.003 | |||
| 10.15 | 12.55 | 18.1% | 0.99 | 0.0047 | 0.000 | 68 | 0.0100 | 0.2600 | 56 | 14.3% | -0.05 | 0.0155 | -0.003 | |||
| 9.60 | 11.10 | 16.6% | 0.99 | 0.0060 | 0.000 | 69 | 0.0100 | 0.2800 | 75 | 13.4% | -0.06 | 0.0183 | -0.003 | |||
| 8.65 | 9.95 | 11.6% | 0.99 | 0.0078 | 0.000 | 70 | 0.1500 | 0.2200 | 3 | 171.3K | 12.8% | -0.07 | 0.0220 | -0.003 | ||
| 6.60 | 9.10 | 0.99 | 0.0105 | 0.000 | 71 | 0.0100 | 0.3300 | 15 | 11.3% | -0.08 | 0.0268 | -0.003 | ||||
| 6.60 | 8.10 | 12.2% | 0.98 | 0.0147 | 0.000 | 72 | 0.0100 | 0.3600 | 170 | 11.5% | -0.10 | 0.0332 | -0.003 | |||
| 5.60 | 7.10 | 10.8% | 0.97 | 0.0214 | 0.000 | 73 | 0.0500 | 0.4000 | 5,128 | 9.5% | -0.12 | 0.0419 | -0.003 | |||
| 4.70 | 5.95 | 8.3% | 0.96 | 0.0317 | -0.001 | 74 | 0.2500 | 0.4100 | 30 | 94 | 9.2% | -0.15 | 0.0536 | -0.004 | ||
| 3.85 | 4.90 | 4 | 8.5% | 0.94 | 0.0492 | -0.002 | 75 | 0.1300 | 0.4800 | 4 | 106.5K | 7.5% | -0.19 | 0.0698 | -0.004 | |
| 3.10 | 3.70 | 10 | 7.4% | 0.91 | 0.0774 | -0.002 | 76 | 0.2600 | 0.6700 | 141.5K | 7.1% | -0.24 | 0.0920 | -0.004 | ||
| 2.21 | 2.65 | 3 | 6.2% | 0.85 | 0.1236 | -0.004 | 77 | 0.4800 | 0.8400 | 1,790 | 6.5% | -0.33 | 0.1215 | -0.004 | ||
| 1.34 | 1.68 | 16 | 5.1% | 0.74 | 0.1932 | -0.004 | 78 | 0.6500 | 1.10 | 5,581 | 36.7K | 5.5% | -0.45 | 0.1572 | -0.004 | |
| 0.5600 | 1.02 | 1 | 136 | 4.6% | 0.55 | 0.2788 | -0.004 | 79 | 0.9500 | 1.41 | 24 | 54.3K | 4.2% | -0.63 | 0.1868 | -0.003 |
| 0.0700 | 0.3900 | 5 | 55.4K | 3.6% | 0.26 | 0.2567 | -0.003 | 80 | 1.35 | 1.97 | 65.4K | -0.85 | 0.1433 | -0.001 | ||
| 0 | 0.1900 | 14.4K | 4.0% | 0.10 | 0.1142 | -0.001 | 81 | 2.10 | 3.45 | 271 | 4.2% | -0.94 | 0.0683 | 0.000 | ||
| 0 | 0.1500 | 104 | 4.9% | 0.04 | 0.0494 | -0.001 | 82 | 2.71 | 4.45 | 527 | -0.97 | 0.0302 | 0.000 | |||
| 0 | 0.0200 | 312 | 4.2% | 0.02 | 0.0243 | -0.000 | 83 | 2.62 | 6.70 | 59 | -0.98 | 0.0152 | 0.000 | |||
| 0 | 0.0300 | 2,932 | 5.3% | 0.01 | 0.0155 | -0.000 | 84 | 4.95 | 7.65 | 62 | 13.2% | -0.99 | 0.0101 | 0.000 | ||
| 0 | 0.0900 | 763 | 7.1% | 0.01 | 0.0114 | -0.000 | 85 | 5.75 | 7.10 | 57 | -0.99 | 0.0078 | 0.000 | |||
| 0 | 0.1500 | 35 | 8.8% | 0.01 | 0.0090 | -0.000 | 86 | 6.70 | 8.60 | 20 | 6.9% | -0.99 | 0.0063 | 0.000 | ||
| 0 | 0.0100 | 82 | 6.6% | 0.01 | 0.0073 | -0.000 | 87 | 6.50 | 10.65 | 103 | -0.99 | 0.0052 | 0.000 | |||
| 0 | 0.1500 | 8 | 10.5% | 0.01 | 0.0061 | -0.000 | 88 | 8.65 | 10.55 | 29 | -0.99 | 0.0044 | 0.000 | |||
| 0 | 0.1500 | 57 | 11.3% | 0.01 | 0.0052 | -0.000 | 89 | 8.80 | 12.30 | 3 | -0.99 | 0.0038 | 0.000 | |||
| 0 | 0.1500 | 79 | 12.2% | 0.01 | 0.0044 | -0.000 | 90 | 9.45 | 13.60 | 77 | -0.99 | 0.0033 | 0.000 | |||
| 0 | 0.1500 | 7 | 13.0% | 0.01 | 0.0039 | -0.000 | 91 | 11.15 | 13.95 | 4 | -0.99 | 0.0029 | 0.000 | |||
| 0 | 0.1500 | 9 | 16.0% | 0.00 | 0.0024 | -0.000 | 95 | 15.10 | 17.90 | 4 | -0.99 | 0.0019 | 0.000 | |||
| 0 | 0.1500 | 3 | 19.5% | 0.00 | 0.0015 | -0.000 | 100 | 19.90 | 23.00 | 27 | -0.99 | 0.0012 | 0.000 | |||
| 0 | 0.1500 | 8 | 22.7% | 0.00 | 0.0011 | -0.000 | 105 | 24.90 | 27.90 | 4 | 19.3% | -0.99 | 0.0008 | 0.000 | ||
| 0 | 0.0100 | 50 | 19.0% | 0.00 | 0.0008 | -0.000 | 110 | 29.20 | 33.35 | 33 | -0.99 | 0.0006 | 0.000 | |||
| 0 | 0.0100 | 73 | 21.2% | 0.00 | 0.0006 | -0.000 | 115 | 34.55 | 37.95 | 42 | 19.4% | -0.99 | 0.0005 | 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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs