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 ±3.0% (74.58–79.19) · ATM IV 5.9% · P/C open interest 4.10
| 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 | |
| 29.85 | 34.00 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.1600 | 5 | 42.3% | -0.01 | 0.0011 | -0.001 | ||||
| 24.85 | 29.05 | 44.0% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.1700 | 34.9% | -0.01 | 0.0020 | -0.002 | ||||
| 19.90 | 24.05 | 37.0% | 1.00 | 0.0000 | 0.000 | 55 | 0.0100 | 0.1900 | 28.6% | -0.02 | 0.0035 | -0.002 | ||||
| 14.90 | 19.05 | 28.1% | 1.00 | 0.0002 | 0.000 | 60 | 0.0100 | 0.2200 | 4 | 22.4% | -0.03 | 0.0066 | -0.002 | |||
| 9.90 | 14.05 | 19.8% | 1.00 | 0.0020 | 0.000 | 65 | 0.0300 | 0.2000 | 1,933 | 15.9% | -0.05 | 0.0141 | -0.003 | |||
| 5.95 | 10.05 | 14.9% | 0.99 | 0.0117 | -0.000 | 69 | 0.0800 | 0.3900 | 2 | 12.8% | -0.10 | 0.0295 | -0.004 | |||
| 5.00 | 9.00 | 13.3% | 0.98 | 0.0182 | -0.001 | 70 | 0.1200 | 0.4500 | 164.9K | 12.0% | -0.12 | 0.0363 | -0.004 | |||
| 4.05 | 7.75 | 0.97 | 0.0293 | -0.002 | 71 | 0.1800 | 0.5000 | 64 | 11.1% | -0.14 | 0.0451 | -0.004 | ||||
| 3.00 | 7.10 | 11.4% | 0.95 | 0.0474 | -0.003 | 72 | 0.2400 | 0.5900 | 19.5K | 10.2% | -0.17 | 0.0568 | -0.005 | |||
| 2.06 | 6.10 | 10.2% | 0.92 | 0.0744 | -0.005 | 73 | 0.3300 | 0.7000 | 2 | 9.3% | -0.22 | 0.0722 | -0.005 | |||
| 2.83 | 3.30 | 1 | 8.2% | 0.86 | 0.1142 | -0.006 | 74 | 0.4800 | 0.8600 | 26.7K | 8.6% | -0.28 | 0.0912 | -0.005 | ||
| 1.97 | 2.40 | 1 | 7.5% | 0.77 | 0.1601 | -0.007 | 75 | 0.6600 | 1.07 | 262.2K | 7.7% | -0.37 | 0.1140 | -0.005 | ||
| 1.20 | 1.63 | 6.9% | 0.63 | 0.1931 | -0.007 | 76 | 0.9300 | 1.34 | 85.3K | 6.7% | -0.49 | 0.1369 | -0.005 | |||
| 0.5200 | 0.9500 | 5 | 5.8% | 0.44 | 0.1974 | -0.005 | 77 | 1.41 | 1.73 | 113 | 5.9% | -0.64 | 0.1503 | -0.004 | ||
| 0.0800 | 0.4400 | 38.5K | 4.8% | 0.24 | 0.1577 | -0.003 | 78 | 1.86 | 2.34 | 2,505 | 4.3% | -0.81 | 0.1252 | -0.002 | ||
| 0.0400 | 0.2000 | 33 | 5.0% | 0.10 | 0.0903 | -0.001 | 79 | 0.9400 | 3.60 | 20.4K | -0.93 | 0.0695 | -0.001 | |||
| 0 | 0.0300 | 5 | 105.7K | 4.1% | 0.04 | 0.0437 | -0.001 | 80 | 1.91 | 4.45 | 7,597 | -0.97 | 0.0324 | 0.000 | ||
| 0 | 0.0500 | 7 | 5.5% | 0.02 | 0.0243 | -0.001 | 81 | 2.90 | 6.85 | 377 | -0.98 | 0.0180 | 0.000 | |||
| 0 | 0.1300 | 2 | 7.5% | 0.02 | 0.0153 | -0.000 | 82 | 3.90 | 8.00 | 115 | 7.2% | -0.99 | 0.0114 | 0.000 | ||
| 0 | 0.1300 | 8.5% | 0.01 | 0.0109 | -0.000 | 83 | 4.85 | 9.00 | 20 | 7.7% | -0.99 | 0.0083 | 0.000 | |||
| 0 | 0.1200 | 9.3% | 0.01 | 0.0084 | -0.000 | 84 | 5.85 | 10.00 | 114 | 9.1% | -0.99 | 0.0065 | 0.000 | |||
| 0 | 0.1200 | 10.2% | 0.01 | 0.0068 | -0.000 | 85 | 6.85 | 10.85 | 4 | -0.99 | 0.0054 | 0.000 | ||||
| 0 | 0.1200 | 11.1% | 0.01 | 0.0057 | -0.000 | 86 | 7.85 | 11.95 | 15 | 10.9% | -0.99 | 0.0045 | 0.000 | |||
| 0 | 0.1200 | 12.0% | 0.01 | 0.0048 | -0.000 | 87 | 8.80 | 12.95 | 6 | 11.3% | -0.99 | 0.0039 | 0.000 | |||
| 0 | 0.1200 | 12.8% | 0.01 | 0.0041 | -0.000 | 88 | 9.80 | 13.95 | 9 | 12.7% | -0.99 | 0.0034 | 0.000 | |||
| 0 | 0.1200 | 13.7% | 0.01 | 0.0036 | -0.000 | 89 | 10.80 | 14.95 | 40 | 14.0% | -0.99 | 0.0029 | 0.000 | |||
| 0 | 0.1200 | 14.5% | 0.01 | 0.0031 | -0.000 | 90 | 11.75 | 15.90 | 24 | 13.0% | -0.99 | 0.0026 | 0.000 | |||
| 0 | 0.1200 | 15.3% | 0.00 | 0.0028 | -0.000 | 91 | 12.75 | 16.90 | 13 | 14.5% | -0.99 | 0.0023 | 0.000 | |||
| 0 | 0.1200 | 16.1% | 0.00 | 0.0025 | -0.000 | 92 | 13.75 | 17.90 | 85 | 15.9% | -0.99 | 0.0021 | 0.000 | |||
| 0 | 0.1200 | 16.8% | 0.00 | 0.0022 | -0.000 | 93 | 14.75 | 18.90 | 67 | 17.3% | -0.99 | 0.0019 | 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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs