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 ±4.4% (75.62–82.59) · ATM IV 7.1% · P/C open interest 9.37
| 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 | |
| 37.75 | 40.75 | 57.6% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.3400 | 1,732 | 46.3% | -0.01 | 0.0010 | -0.001 | |||
| 32.75 | 35.75 | 46.5% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.3400 | 39.0% | -0.01 | 0.0016 | -0.002 | ||||
| 27.75 | 30.75 | 36.3% | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.3500 | 32.5% | -0.02 | 0.0026 | -0.002 | ||||
| 22.80 | 25.80 | 32.7% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.3800 | 26.8% | -0.03 | 0.0042 | -0.002 | ||||
| 18.10 | 20.50 | 25.0% | 1.00 | 0.0009 | 0.000 | 60 | 0.0400 | 0.4100 | 150 | 21.8% | -0.04 | 0.0069 | -0.002 | |||
| 13.10 | 15.50 | 17.5% | 1.00 | 0.0027 | 0.000 | 65 | 0.0100 | 5.00 | 717 | 20.3% | -0.06 | 0.0124 | -0.003 | |||
| 11.10 | 13.50 | 14.3% | 0.99 | 0.0044 | 0.000 | 67 | 0.0100 | 2.50 | 23.5% | -0.07 | 0.0164 | -0.003 | ||||
| 10.15 | 12.55 | 16.2% | 0.99 | 0.0056 | 0.000 | 68 | 0.0100 | 0.5700 | 13.8% | -0.08 | 0.0189 | -0.003 | ||||
| 9.40 | 11.10 | 0.99 | 0.0075 | 0.000 | 69 | 0.0100 | 0.6000 | 12.9% | -0.09 | 0.0221 | -0.003 | |||||
| 8.45 | 10.10 | 0.99 | 0.0103 | 0.000 | 70 | 0.2500 | 0.5900 | 2 | 4,326 | 12.9% | -0.10 | 0.0261 | -0.003 | |||
| 7.45 | 9.10 | 0.98 | 0.0143 | 0.000 | 71 | 0.0900 | 0.4700 | 2 | 10.3% | -0.12 | 0.0310 | -0.003 | ||||
| 6.45 | 8.10 | 0.97 | 0.0199 | -0.000 | 72 | 0.0100 | 0.7700 | 343 | 10.2% | -0.14 | 0.0373 | -0.003 | ||||
| 5.45 | 7.15 | 0.96 | 0.0288 | -0.001 | 73 | 0.0400 | 0.8600 | 85 | 9.4% | -0.16 | 0.0453 | -0.003 | ||||
| 4.55 | 6.05 | 0.95 | 0.0422 | -0.002 | 74 | 0.1500 | 1.15 | 1,324 | 9.4% | -0.20 | 0.0555 | -0.003 | ||||
| 3.85 | 4.90 | 7.7% | 0.92 | 0.0618 | -0.002 | 75 | 0.1300 | 1.00 | 3,568 | 7.5% | -0.24 | 0.0686 | -0.004 | |||
| 2.91 | 3.90 | 6.8% | 0.88 | 0.0917 | -0.003 | 76 | 0.3300 | 2.99 | 62 | 11.5% | -0.30 | 0.0849 | -0.004 | |||
| 2.03 | 3.00 | 6.4% | 0.81 | 0.1316 | -0.004 | 77 | 0.5200 | 3.20 | 479 | 10.5% | -0.38 | 0.1043 | -0.003 | |||
| 1.16 | 2.05 | 16 | 5.3% | 0.69 | 0.1782 | -0.004 | 78 | 0.7900 | 3.45 | 418 | 9.6% | -0.48 | 0.1245 | -0.003 | ||
| 0.4500 | 3.05 | 1,002 | 8.8% | 0.52 | 0.2122 | -0.004 | 79 | 1.35 | 2.12 | 279 | 5.4% | -0.63 | 0.1379 | -0.002 | ||
| 0.1000 | 0.9000 | 521 | 4.8% | 0.32 | 0.1852 | -0.003 | 80 | 1.57 | 3.15 | 71 | 5.1% | -0.78 | 0.1216 | -0.001 | ||
| 0 | 0.4500 | 1 | 4.5% | 0.19 | 0.1165 | -0.002 | 81 | 2.06 | 4.00 | 37 | 128 | 4.2% | -0.86 | 0.0849 | -0.001 | |
| 0 | 0.3500 | 276 | 5.2% | 0.14 | 0.0768 | -0.002 | 82 | 3.40 | 4.80 | 47 | 199 | 6.0% | -0.89 | 0.0610 | -0.001 | |
| 0 | 0.3300 | 1 | 6.1% | 0.11 | 0.0558 | -0.002 | 83 | 2.94 | 7.05 | 73 | 6.1% | -0.90 | 0.0466 | -0.001 | ||
| 0 | 0.3200 | 7.0% | 0.09 | 0.0434 | -0.002 | 84 | 4.65 | 7.15 | 316 | 5.9% | -0.92 | 0.0374 | -0.000 | |||
| 0 | 0.3200 | 7.9% | 0.08 | 0.0352 | -0.002 | 85 | 6.05 | 7.70 | 409 | 6.6% | -0.92 | 0.0310 | -0.000 | |||
| 0 | 0.3100 | 8.6% | 0.07 | 0.0294 | -0.002 | 86 | 5.85 | 9.90 | 752 | 7.8% | -0.93 | 0.0263 | -0.000 | |||
| 0 | 0.3100 | 9.4% | 0.07 | 0.0251 | -0.002 | 87 | 6.85 | 10.80 | 463 | 7.9% | -0.93 | 0.0227 | 0.000 | |||
| 0 | 0.3100 | 10.2% | 0.06 | 0.0218 | -0.002 | 88 | 8.60 | 11.10 | 11 | 9.6% | -0.94 | 0.0199 | 0.000 | |||
| 0 | 0.3100 | 11.0% | 0.06 | 0.0192 | -0.002 | 89 | 9.95 | 11.60 | 130 | 9.0% | -0.94 | 0.0176 | 0.000 | |||
| 0 | 0.3100 | 11.7% | 0.05 | 0.0171 | -0.002 | 90 | 10.40 | 13.20 | 8 | 10.9% | -0.94 | 0.0158 | 0.000 | |||
| 0 | 0.3100 | 12.5% | 0.05 | 0.0153 | -0.002 | 91 | 11.45 | 13.85 | 66 | -0.95 | 0.0142 | 0.000 | ||||
| 0 | 0.3100 | 13.2% | 0.05 | 0.0138 | -0.002 | 92 | 12.40 | 14.80 | 7 | -0.95 | 0.0129 | 0.000 | ||||
| 0 | 0.3100 | 15.2% | 0.04 | 0.0106 | -0.002 | 95 | 15.35 | 17.75 | 74 | -0.96 | 0.0100 | 0.000 | ||||
| 0 | 0.3100 | 18.3% | 0.03 | 0.0074 | -0.002 | 100 | 20.00 | 23.00 | 330 | 13.4% | -0.96 | 0.0071 | 0.000 | |||
| 0 | 0.3100 | 21.2% | 0.03 | 0.0056 | -0.002 | 105 | 24.85 | 27.85 | 249 | -0.97 | 0.0053 | 0.000 | ||||
| 0 | 0.3100 | 23.9% | 0.02 | 0.0044 | -0.002 | 110 | 29.65 | 33.05 | 117 | 21.8% | -0.97 | 0.0043 | 0.000 | |||
| 0 | 0.3100 | 26.4% | 0.02 | 0.0036 | -0.002 | 115 | 34.70 | 37.70 | 137 | 17.9% | -0.98 | 0.0035 | 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 — Mar 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