HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 09:37 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 ±2.4% (75.05–78.67) · ATM IV 5.1% · P/C open interest 3.17
| 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 | |
| 34.60 | 39.40 | 79.2% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.2100 | 31.6K | 61.5% | -0.00 | 0.0005 | -0.001 | |||
| 29.60 | 34.45 | 67.2% | 1.00 | 0.0000 | 0.000 | 45 | 0.0100 | 0.1100 | 215 | 47.4% | -0.01 | 0.0009 | -0.001 | |||
| 24.60 | 29.40 | 53.5% | 1.00 | 0.0000 | 0.000 | 50 | 0.0200 | 0.1200 | 324 | 39.6% | -0.01 | 0.0016 | -0.002 | |||
| 19.60 | 24.40 | 42.6% | 1.00 | 0.0002 | -0.000 | 55 | 0.0400 | 0.1300 | 254 | 32.6% | -0.01 | 0.0028 | -0.002 | |||
| 15.85 | 18.25 | 34.9% | 1.00 | 0.0005 | -0.000 | 60 | 0 | 0.2900 | 317 | 27.4% | -0.02 | 0.0053 | -0.002 | |||
| 10.70 | 13.30 | 23.4% | 1.00 | 0.0020 | -0.000 | 65 | 0.0600 | 0.1900 | 267 | 78.7K | 19.0% | -0.04 | 0.0116 | -0.003 | ||
| 8.85 | 11.30 | 22.4% | 1.00 | 0.0040 | -0.001 | 67 | 0.0300 | 0.2200 | 103 | 16.0% | -0.05 | 0.0168 | -0.003 | |||
| 7.85 | 10.10 | 16.6% | 0.99 | 0.0060 | -0.001 | 68 | 0.0500 | 0.2400 | 1 | 15.0K | 15.0% | -0.06 | 0.0207 | -0.004 | ||
| 6.70 | 9.30 | 16.3% | 0.99 | 0.0088 | -0.001 | 69 | 0.0700 | 0.2600 | 26.8K | 13.8% | -0.07 | 0.0259 | -0.004 | |||
| 6.20 | 7.65 | 0.99 | 0.0138 | -0.002 | 70 | 0.1400 | 0.2300 | 64 | 176.8K | 12.6% | -0.09 | 0.0328 | -0.004 | |||
| 4.85 | 7.30 | 14.9% | 0.98 | 0.0220 | -0.002 | 71 | 0.0800 | 0.3400 | 64 | 11.4% | -0.11 | 0.0423 | -0.004 | |||
| 3.95 | 5.80 | 0.96 | 0.0359 | -0.003 | 72 | 0 | 0.4400 | 247 | 88.7K | 9.8% | -0.14 | 0.0553 | -0.005 | |||
| 3.30 | 4.70 | 9.3% | 0.94 | 0.0595 | -0.004 | 73 | 0.0700 | 0.4900 | 23.1K | 60.5K | 8.8% | -0.18 | 0.0732 | -0.005 | ||
| 2.43 | 3.40 | 2 | 0.89 | 0.0981 | -0.006 | 74 | 0.2700 | 0.6200 | 1 | 135.9K | 8.4% | -0.25 | 0.0972 | -0.006 | ||
| 1.66 | 3.05 | 2,007 | 9.8% | 0.80 | 0.1523 | -0.007 | 75 | 0.4600 | 1.22 | 30.6K | 198.7K | 9.2% | -0.34 | 0.1269 | -0.006 | |
| 0.9600 | 1.72 | 5,227 | 7.0% | 0.66 | 0.2098 | -0.008 | 76 | 0.6800 | 1.05 | 103 | 183.5K | 6.3% | -0.47 | 0.1586 | -0.006 | |
| 0 | 0.9200 | 1 | 2,468 | 4.5% | 0.45 | 0.2411 | -0.006 | 77 | 1.33 | 1.38 | 1,098 | 193.4K | 5.7% | -0.66 | 0.1772 | -0.005 |
| 0.0700 | 0.3700 | 419 | 98.4K | 5.1% | 0.21 | 0.1797 | -0.003 | 78 | 1.45 | 2.36 | 170 | 49.6K | 2.9% | -0.85 | 0.1324 | -0.002 |
| 0.0200 | 0.2700 | 47 | 199.4K | 6.0% | 0.06 | 0.0773 | -0.001 | 79 | 2.30 | 3.00 | 98.3K | -0.96 | 0.0509 | -0.001 | ||
| 0.0100 | 0.0200 | 1 | 115.9K | 4.7% | 0.02 | 0.0320 | -0.001 | 80 | 3.50 | 4.45 | 65.5K | 7.5% | -0.99 | 0.0194 | -0.000 | |
| 0 | 0.0200 | 14.4K | 5.5% | 0.01 | 0.0158 | -0.000 | 81 | 3.55 | 5.90 | 271 | -0.99 | 0.0091 | -0.000 | |||
| 0 | 0.0100 | 105 | 5.9% | 0.01 | 0.0096 | -0.000 | 82 | 4.90 | 6.80 | 528 | -0.99 | 0.0054 | -0.000 | |||
| 0 | 0.0200 | 311 | 7.3% | 0.01 | 0.0068 | -0.000 | 83 | 4.50 | 8.90 | 59 | -0.99 | 0.0039 | -0.000 | |||
| 0 | 0.0300 | 2,987 | 8.7% | 0.01 | 0.0053 | -0.000 | 84 | 5.50 | 10.30 | 70 | 11.2% | -0.99 | 0.0031 | -0.000 | ||
| 0 | 0.0500 | 763 | 10.3% | 0.00 | 0.0043 | -0.000 | 85 | 6.50 | 10.90 | 56 | -1.00 | 0.0025 | -0.000 | |||
| 0 | 4.90 | 35 | 38.1% | 0.00 | 0.0035 | -0.000 | 86 | 7.50 | 12.30 | 20 | 13.9% | -1.00 | 0.0021 | -0.000 | ||
| 0 | 0.0100 | 82 | 10.0% | 0.00 | 0.0030 | -0.000 | 87 | 8.50 | 12.80 | 61 | -1.00 | 0.0018 | -0.000 | |||
| 0 | 2.13 | 8 | 29.6% | 0.00 | 0.0025 | -0.000 | 88 | 9.50 | 14.00 | 29 | -1.00 | 0.0016 | -0.000 | |||
| 0 | 4.90 | 57 | 43.3% | 0.00 | 0.0022 | -0.000 | 89 | 10.50 | 15.00 | 3 | -1.00 | 0.0013 | -0.000 | |||
| 0 | 4.90 | 79 | 44.9% | 0.00 | 0.0019 | -0.000 | 90 | 11.50 | 16.00 | 77 | -1.00 | 0.0012 | -0.000 | |||
| 0 | 4.90 | 7 | 46.4% | 0.00 | 0.0016 | -0.000 | 91 | 12.50 | 17.00 | 4 | -1.00 | 0.0010 | -0.000 | |||
| 0 | 4.90 | 9 | 52.3% | 0.00 | 0.0010 | -0.000 | 95 | 16.50 | 21.00 | 4 | -1.00 | 0.0007 | -0.000 | |||
| 0 | 4.90 | 3 | 51.9% | 0.00 | 0.0006 | -0.000 | 100 | 21.10 | 25.95 | 27 | -1.00 | 0.0004 | -0.000 | |||
| 0 | 4.90 | 8 | 65.1% | 0.00 | 0.0004 | -0.000 | 105 | 26.00 | 30.80 | 4 | -1.00 | 0.0003 | -0.000 | |||
| 0 | 1.57 | 49 | 51.2% | 0.00 | 0.0003 | -0.000 | 110 | 31.00 | 35.70 | 33 | -1.00 | 0.0002 | -0.000 | |||
| 0 | 0.0100 | 73 | 27.6% | 0.00 | 0.0002 | -0.000 | 115 | 36.00 | 40.70 | 42 | -1.00 | 0.0001 | -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