HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF

Expiration 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 ±3.6% (74.11–79.66) · ATM IV 5.8% · P/C open interest 665.78

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
34.85	39.00			54.3%	1.00	0.0000	0.000	40	0	0.2900		3	45.7%	-0.01	0.0010	-0.001
29.85	34.00				1.00	0.0000	0.000	45	0	0.2000		29	36.0%	-0.01	0.0017	-0.002
24.85	29.05			39.5%	1.00	0.0000	0.000	50	0	0.3200			31.8%	-0.02	0.0028	-0.002
19.90	24.05			33.4%	1.00	0.0000	0.000	55	0	0.3400		10	25.7%	-0.03	0.0049	-0.002
14.90	19.05			25.2%	1.00	0.0002	0.000	60	0.0100	0.4000			20.5%	-0.04	0.0088	-0.003
9.90	14.05			17.7%	1.00	0.0024	0.000	65	0.0200	0.5100		41	15.5%	-0.08	0.0175	-0.003
5.95	10.05			13.6%	0.98	0.0154	-0.001	69	0.0600	0.6900		31	11.8%	-0.13	0.0331	-0.004
4.95	8.80				0.97	0.0245	-0.001	70	0.1000	0.7600		251	10.9%	-0.16	0.0396	-0.004
4.00	7.90				0.96	0.0377	-0.002	71	0.1800	0.8700			10.3%	-0.19	0.0477	-0.004
3.00	7.10			10.4%	0.94	0.0582	-0.004	72	0.3600	0.9900		50.0K	9.9%	-0.22	0.0576	-0.004
3.55	4.45			7.9%	0.90	0.0887	-0.005	73	0.3900	1.17		50	8.9%	-0.27	0.0698	-0.004
2.67	3.55			8.0%	0.83	0.1233	-0.006	74	0.5700	1.38		2,257	8.2%	-0.33	0.0842	-0.004
1.84	2.71			7.5%	0.73	0.1544	-0.006	75	0.7900	1.71		29.7K	7.7%	-0.42	0.0998	-0.004
1.08	2.00			6.9%	0.59	0.1695	-0.006	76	1.11	1.95		46.5K	6.7%	-0.52	0.1140	-0.004
0.4600	1.29		11	6.0%	0.43	0.1625	-0.004	77	1.48	2.31		50	5.6%	-0.65	0.1207	-0.003
0.0600	0.7400		3	5.2%	0.27	0.1368	-0.003	78	2.05	2.88		181	4.6%	-0.78	0.1061	-0.002
0	0.4100		40	5.2%	0.13	0.0931	-0.002	79	2.65	4.25			5.8%	-0.89	0.0719	-0.001
0	0.0700	3	70	4.2%	0.06	0.0532	-0.001	80	2.45	6.45		21	7.1%	-0.95	0.0411	-0.000
0	0.2600		55	6.6%	0.04	0.0327	-0.001	81	3.45	7.25			7.3%	-0.96	0.0259	0.000
0	0.2600		4	7.5%	0.03	0.0215	-0.001	82	5.25	7.15			6.2%	-0.97	0.0174	0.000
0	0.2500		10	8.4%	0.02	0.0152	-0.000	83	5.35	9.40			10.0%	-0.98	0.0126	0.000
0	0.2400		1	9.1%	0.02	0.0116	-0.000	84	6.35	10.15			9.6%	-0.98	0.0097	0.000
0	0.2500			10.1%	0.01	0.0093	-0.000	85	7.30	11.45			12.4%	-0.98	0.0079	0.000
0	0.2500			10.9%	0.01	0.0077	-0.000	86	8.30	12.10			11.1%	-0.98	0.0066	0.000
0	0.2600			11.8%	0.01	0.0065	-0.000	87	9.30	13.40			14.4%	-0.98	0.0057	0.000
0	0.2500			12.4%	0.01	0.0056	-0.000	88	10.25	14.25			14.2%	-0.99	0.0050	0.000
0	0.2500			13.2%	0.01	0.0050	-0.000	89	11.25	15.25			15.3%	-0.99	0.0044	0.000
0	0.2500			13.9%	0.01	0.0044	-0.000	90	12.20	16.25			16.1%	-0.99	0.0039	0.000
0	0.2500			14.6%	0.01	0.0039	-0.000	91	13.20	17.20			16.8%	-0.99	0.0035	0.000
0	0.2500			15.3%	0.01	0.0035	-0.000	92	14.15	18.30			18.2%	-0.99	0.0032	0.000
0	0.2400			15.9%	0.01	0.0032	-0.000	93	15.15	19.20			18.6%	-0.99	0.0029	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 — Apr 16, 2027

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF

Volatility smile — Apr 16, 2027

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