HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 20:03 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 ±3.8% (76.21–82.19) · ATM IV 4.9% · P/C open interest 0.36
| 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 | |
| 37.80 | 40.75 | 50.7% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.4000 | 41.3% | -0.01 | 0.0012 | -0.001 | ||||
| 32.80 | 35.80 | 44.0% | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.4100 | 34.9% | -0.02 | 0.0020 | -0.002 | ||||
| 27.80 | 30.80 | 33.7% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.4300 | 29.2% | -0.02 | 0.0032 | -0.002 | ||||
| 22.80 | 25.80 | 1.00 | 0.0002 | 0.000 | 55 | 0 | 0.4700 | 4 | 24.1% | -0.04 | 0.0052 | -0.002 | ||||
| 18.15 | 20.55 | 23.7% | 1.00 | 0.0009 | 0.000 | 60 | 0 | 0.5300 | 5 | 19.4% | -0.06 | 0.0086 | -0.003 | |||
| 13.15 | 15.55 | 16.4% | 0.99 | 0.0037 | 0.000 | 65 | 0.0100 | 0.6500 | 15.2% | -0.09 | 0.0151 | -0.003 | ||||
| 10.15 | 12.55 | 0.99 | 0.0085 | 0.000 | 68 | 0.0100 | 0.7900 | 12.8% | -0.12 | 0.0220 | -0.003 | |||||
| 9.45 | 11.25 | 0.98 | 0.0112 | -0.000 | 69 | 0.0100 | 0.8600 | 26 | 12.1% | -0.13 | 0.0251 | -0.003 | ||||
| 8.45 | 10.25 | 0.98 | 0.0150 | -0.001 | 70 | 0.3300 | 0.9300 | 73 | 12.4% | -0.15 | 0.0289 | -0.004 | ||||
| 7.10 | 9.60 | 0.97 | 0.0199 | -0.001 | 71 | 0.0500 | 1.00 | 20 | 10.6% | -0.17 | 0.0335 | -0.004 | ||||
| 6.50 | 8.45 | 12.1% | 0.96 | 0.0265 | -0.002 | 72 | 0.1000 | 1.10 | 1 | 9.9% | -0.19 | 0.0390 | -0.004 | |||
| 5.50 | 7.30 | 9.4% | 0.95 | 0.0359 | -0.002 | 73 | 0.1800 | 1.21 | 9.3% | -0.22 | 0.0460 | -0.004 | ||||
| 4.40 | 6.35 | 6.5% | 0.93 | 0.0484 | -0.003 | 74 | 0.2700 | 1.35 | 10 | 8.6% | -0.25 | 0.0547 | -0.003 | |||
| 3.80 | 5.00 | 6.9% | 0.91 | 0.0670 | -0.003 | 75 | 0.7400 | 1.27 | 2 | 5,927 | 8.2% | -0.29 | 0.0657 | -0.003 | ||
| 2.90 | 4.00 | 6.6% | 0.87 | 0.0954 | -0.004 | 76 | 0.6000 | 1.67 | 7.3% | -0.35 | 0.0797 | -0.003 | ||||
| 2.05 | 3.25 | 6.9% | 0.81 | 0.1354 | -0.004 | 77 | 0.8300 | 1.95 | 30 | 6.7% | -0.42 | 0.0964 | -0.003 | |||
| 1.25 | 2.30 | 5.9% | 0.70 | 0.1890 | -0.004 | 78 | 1.08 | 2.31 | 7 | 6.0% | -0.53 | 0.1141 | -0.003 | |||
| 0.4700 | 1.60 | 5.1% | 0.53 | 0.2353 | -0.004 | 79 | 1.35 | 2.56 | 1 | 4.6% | -0.66 | 0.1241 | -0.002 | |||
| 0.0100 | 0.9900 | 32 | 4.5% | 0.30 | 0.2039 | -0.002 | 80 | 1.90 | 2.80 | 5,013 | 2.5% | -0.81 | 0.1063 | -0.001 | ||
| 0 | 0.3800 | 9,069 | 4.0% | 0.14 | 0.1124 | -0.001 | 81 | 2.51 | 4.50 | 4.8% | -0.90 | 0.0673 | -0.000 | |||
| 0 | 0.1900 | 22.0K | 4.2% | 0.06 | 0.0577 | -0.001 | 82 | 3.40 | 5.35 | 4.9% | -0.95 | 0.0377 | 0.000 | |||
| 0 | 0.0400 | 117 | 3.7% | 0.04 | 0.0322 | -0.000 | 83 | 4.30 | 6.25 | 4.8% | -0.97 | 0.0224 | 0.000 | |||
| 0 | 0.3800 | 6.7% | 0.03 | 0.0224 | -0.000 | 84 | 5.25 | 7.20 | 5.1% | -0.97 | 0.0166 | 0.000 | ||||
| 0 | 0.3700 | 7.4% | 0.02 | 0.0171 | -0.000 | 85 | 6.05 | 8.15 | -0.97 | 0.0133 | 0.000 | |||||
| 0 | 0.3700 | 8.2% | 0.02 | 0.0137 | -0.000 | 86 | 7.05 | 9.75 | 9.3% | -0.98 | 0.0110 | 0.000 | ||||
| 0 | 0.3700 | 8.9% | 0.02 | 0.0112 | -0.000 | 87 | 8.10 | 10.10 | 1 | 5.3% | -0.98 | 0.0092 | 0.000 | |||
| 0 | 0.3700 | 9.6% | 0.02 | 0.0095 | -0.000 | 88 | 9.10 | 11.10 | 7 | 7.3% | -0.98 | 0.0079 | 0.000 | |||
| 0 | 0.3700 | 10.3% | 0.01 | 0.0081 | -0.000 | 89 | 10.00 | 12.40 | 4 | 10.3% | -0.98 | 0.0069 | 0.000 | |||
| 0 | 0.3600 | 10.9% | 0.01 | 0.0070 | -0.000 | 90 | 10.65 | 13.05 | 5 | -0.98 | 0.0060 | 0.000 | ||||
| 0 | 0.3600 | 11.5% | 0.01 | 0.0062 | -0.000 | 91 | 11.65 | 14.05 | -0.98 | 0.0054 | 0.000 | |||||
| 0 | 0.3600 | 12.1% | 0.01 | 0.0054 | -0.000 | 92 | 12.60 | 15.00 | -0.98 | 0.0048 | 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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs