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 ±3.4% (74.25–79.53) · ATM IV 6.0% · P/C open interest 81.35
| 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 | |
| 35.30 | 38.70 | 67.7% | 1.00 | 0.0000 | 0.000 | 40 | 0.0200 | 0.2600 | 1,733 | 49.6% | -0.01 | 0.0008 | -0.001 | |||
| 29.85 | 34.00 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.2700 | 41.1% | -0.01 | 0.0014 | -0.001 | |||||
| 24.85 | 29.05 | 41.5% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.2900 | 34.2% | -0.01 | 0.0024 | -0.002 | ||||
| 19.90 | 24.05 | 34.8% | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.3200 | 27.8% | -0.02 | 0.0042 | -0.002 | ||||
| 14.90 | 19.05 | 26.4% | 1.00 | 0.0003 | 0.000 | 60 | 0.0100 | 0.3600 | 150 | 21.9% | -0.04 | 0.0079 | -0.003 | |||
| 9.90 | 14.05 | 18.6% | 1.00 | 0.0024 | 0.000 | 65 | 0.0200 | 0.4400 | 717 | 16.4% | -0.07 | 0.0160 | -0.003 | |||
| 7.95 | 12.05 | 17.2% | 0.99 | 0.0058 | 0.000 | 67 | 0.0300 | 0.5000 | 14.4% | -0.09 | 0.0222 | -0.004 | ||||
| 6.95 | 11.05 | 15.7% | 0.99 | 0.0091 | -0.000 | 68 | 0.0400 | 0.5400 | 25.0K | 13.4% | -0.10 | 0.0265 | -0.004 | |||
| 5.95 | 10.05 | 14.1% | 0.99 | 0.0137 | -0.001 | 69 | 0.0500 | 0.5900 | 12.4% | -0.12 | 0.0318 | -0.004 | ||||
| 4.90 | 8.80 | 0.98 | 0.0216 | -0.001 | 70 | 0.2200 | 0.6400 | 48.3K | 12.1% | -0.14 | 0.0384 | -0.004 | ||||
| 3.90 | 7.85 | 0.96 | 0.0341 | -0.002 | 71 | 0.1400 | 0.7400 | 9 | 10.7% | -0.17 | 0.0469 | -0.004 | ||||
| 2.93 | 7.10 | 10.1% | 0.94 | 0.0528 | -0.004 | 72 | 0.2000 | 0.8600 | 5,763 | 9.9% | -0.20 | 0.0578 | -0.004 | |||
| 3.55 | 4.40 | 0.91 | 0.0817 | -0.005 | 73 | 0.3500 | 1.00 | 11.1K | 9.2% | -0.25 | 0.0714 | -0.005 | ||||
| 2.69 | 3.50 | 8.1% | 0.84 | 0.1178 | -0.006 | 74 | 0.4800 | 1.15 | 46.1K | 8.3% | -0.31 | 0.0880 | -0.005 | |||
| 1.83 | 2.62 | 7.4% | 0.75 | 0.1559 | -0.007 | 75 | 0.6900 | 1.46 | 43.3K | 7.7% | -0.40 | 0.1065 | -0.005 | |||
| 1.10 | 1.87 | 1,500 | 6.9% | 0.61 | 0.1798 | -0.006 | 76 | 0.9600 | 1.74 | 11.5K | 6.7% | -0.51 | 0.1242 | -0.004 | ||
| 0.4300 | 1.20 | 1 | 6.0% | 0.44 | 0.1788 | -0.004 | 77 | 1.55 | 2.10 | 45.3K | 6.1% | -0.65 | 0.1332 | -0.003 | ||
| 0.0500 | 0.6000 | 18 | 5.0% | 0.26 | 0.1469 | -0.003 | 78 | 1.91 | 2.66 | 525 | 4.3% | -0.80 | 0.1141 | -0.002 | ||
| 0.0400 | 0.3500 | 1,851 | 5.4% | 0.12 | 0.0929 | -0.002 | 79 | 1.29 | 3.50 | 100.2K | -0.91 | 0.0708 | -0.001 | |||
| 0.0400 | 0.0600 | 554 | 4.8% | 0.05 | 0.0497 | -0.001 | 80 | 2.24 | 5.85 | 67 | -0.96 | 0.0373 | -0.000 | |||
| 0 | 0.2400 | 1 | 6.9% | 0.03 | 0.0289 | -0.001 | 81 | 3.20 | 6.85 | 299 | -0.97 | 0.0222 | 0.000 | |||
| 0 | 0.0300 | 296 | 5.5% | 0.02 | 0.0186 | -0.000 | 82 | 4.20 | 7.85 | 207 | -0.98 | 0.0145 | 0.000 | |||
| 0 | 0.2300 | 1 | 8.8% | 0.02 | 0.0132 | -0.000 | 83 | 5.20 | 8.85 | 73 | -0.98 | 0.0104 | 0.000 | |||
| 0 | 0.2400 | 9.8% | 0.01 | 0.0101 | -0.000 | 84 | 6.15 | 10.30 | 316 | 11.3% | -0.99 | 0.0081 | 0.000 | |||
| 0 | 0.2200 | 10.5% | 0.01 | 0.0081 | -0.000 | 85 | 7.15 | 11.05 | 451 | 10.4% | -0.99 | 0.0066 | 0.000 | |||
| 0 | 0.2300 | 11.5% | 0.01 | 0.0068 | -0.000 | 86 | 8.10 | 12.25 | 752 | 13.0% | -0.99 | 0.0056 | 0.000 | |||
| 0 | 0.2200 | 12.2% | 0.01 | 0.0058 | -0.000 | 87 | 9.10 | 13.15 | 463 | 13.3% | -0.99 | 0.0048 | 0.000 | |||
| 0 | 0.2300 | 13.2% | 0.01 | 0.0050 | -0.000 | 88 | 10.10 | 14.20 | 11 | 14.9% | -0.99 | 0.0042 | 0.000 | |||
| 0 | 0.2300 | 14.0% | 0.01 | 0.0043 | -0.000 | 89 | 11.05 | 15.20 | 130 | 15.6% | -0.99 | 0.0037 | 0.000 | |||
| 0 | 0.2300 | 14.8% | 0.01 | 0.0038 | -0.000 | 90 | 12.05 | 16.20 | 8 | 16.8% | -0.99 | 0.0032 | 0.000 | |||
| 0 | 0.2200 | 15.4% | 0.01 | 0.0034 | -0.000 | 91 | 13.05 | 17.10 | 66 | 17.0% | -0.99 | 0.0029 | 0.000 | |||
| 0 | 0.2200 | 16.2% | 0.01 | 0.0030 | -0.000 | 92 | 14.00 | 18.15 | 7 | 18.1% | -0.99 | 0.0026 | 0.000 | |||
| 0 | 0.2100 | 18.2% | 0.01 | 0.0022 | -0.000 | 95 | 17.40 | 20.15 | 74 | -0.99 | 0.0020 | 0.000 | ||||
| 0 | 0.2100 | 21.6% | 0.00 | 0.0015 | -0.000 | 100 | 21.90 | 25.95 | 330 | 23.7% | -0.99 | 0.0013 | 0.000 | |||
| 0 | 0.2200 | 24.9% | 0.00 | 0.0010 | -0.000 | 105 | 26.80 | 30.90 | 249 | 27.2% | -0.99 | 0.0010 | 0.000 | |||
| 0 | 0.2200 | 27.8% | 0.00 | 0.0008 | -0.000 | 110 | 31.70 | 35.85 | 117 | 30.0% | -1.00 | 0.0008 | 0.000 | |||
| 0 | 0.2300 | 30.7% | 0.00 | 0.0006 | -0.000 | 115 | 36.80 | 40.20 | 137 | -1.00 | 0.0004 | 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