HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF

Expiration Cboe delayed options data · as of 09:37 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 ±7.2% (71.32–82.40) · ATM IV 10.2% · P/C open interest 11.37

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
34.60	39.50			60.0%	1.00	0.0000	0.000	40	0	0.4800		10	40.1%	-0.02	0.0017	-0.002
29.60	34.45			48.8%	1.00	0.0000	0.000	45	0	0.5000			33.7%	-0.02	0.0027	-0.002
24.60	29.45			39.9%	1.00	0.0000	0.000	50	0	0.5300			28.0%	-0.03	0.0042	-0.002
19.60	24.45			32.0%	1.00	0.0000	0.000	55	0	0.5600		1	22.7%	-0.05	0.0067	-0.003
14.60	19.45			24.7%	1.00	0.0003	0.000	60	0.0100	0.6700		1	18.2%	-0.07	0.0111	-0.003
9.60	14.45			18.0%	1.00	0.0022	0.000	65	0.0300	0.8500		1	14.0%	-0.11	0.0201	-0.003
6.60	11.50			14.6%	0.99	0.0091	0.000	68	0.0400	1.05			11.5%	-0.15	0.0307	-0.003
5.60	10.50			13.3%	0.98	0.0162	-0.001	69	0.0800	1.18		267	10.9%	-0.17	0.0357	-0.003
4.70	9.50			12.6%	0.97	0.0273	-0.001	70	0.5000	0.9000		3,467	10.1%	-0.20	0.0417	-0.003
3.60	8.50			10.7%	0.95	0.0439	-0.003	71	0.2600	1.44			9.7%	-0.23	0.0487	-0.003
2.60	7.50			9.4%	0.92	0.0690	-0.004	72	0.4000	1.62			9.2%	-0.28	0.0567	-0.004
1.70	6.50			8.5%	0.86	0.0947	-0.005	73	0.5300	1.87		27	8.6%	-0.33	0.0657	-0.004
2.38	4.00		1	7.8%	0.78	0.1220	-0.006	74	0.5300	2.37		6	8.1%	-0.39	0.0754	-0.003
1.51	3.35			7.5%	0.68	0.1369	-0.005	75	1.48	4.90	2	73.3K	12.2%	-0.46	0.0852	-0.003
0.1200	5.00			10.5%	0.56	0.1366	-0.004	76	0.0100	3.20	1	280	4.8%	-0.55	0.0925	-0.003
0.1600	5.00			12.4%	0.44	0.1194	-0.004	77	0.9200	5.00		1	7.9%	-0.64	0.0898	-0.003
0	1.18		1,500	5.6%	0.33	0.1034	-0.003	78	1.20	5.40			8.2%	-0.73	0.0813	-0.002
0	0.7200			5.5%	0.22	0.0862	-0.002	79	1.50	6.20		6	5.1%	-0.81	0.0688	-0.002
0.0800	0.5100		55	6.2%	0.15	0.0658	-0.002	80	2.10	7.00				-0.87	0.0531	-0.001
0	0.4200		238	6.4%	0.11	0.0498	-0.001	81	3.00	7.90				-0.90	0.0414	-0.001
0	0.4200		5,015	7.2%	0.10	0.0399	-0.001	82	4.00	8.90				-0.91	0.0342	-0.001
0	0.4200			8.0%	0.09	0.0331	-0.001	83	5.00	9.80				-0.92	0.0290	-0.001
0	0.4000			8.7%	0.08	0.0281	-0.001	84	6.00	10.85				-0.92	0.0250	-0.001
0	0.4100			9.4%	0.07	0.0243	-0.001	85	7.00	11.60				-0.93	0.0219	-0.001
0	0.4000			10.1%	0.07	0.0213	-0.001	86	8.00	12.60				-0.93	0.0194	-0.000
0	0.4200			10.9%	0.06	0.0189	-0.001	87	9.00	13.60				-0.94	0.0173	-0.000
0	0.4100			11.5%	0.06	0.0169	-0.001	88	10.00	14.60				-0.94	0.0156	-0.000
0	0.4000			12.1%	0.05	0.0153	-0.002	89	11.00	15.60				-0.94	0.0142	-0.000
0	0.4000			12.7%	0.05	0.0139	-0.002	90	11.65	16.50				-0.94	0.0130	-0.000
0	0.4000			13.3%	0.05	0.0127	-0.001	91	12.55	17.50				-0.95	0.0119	-0.000
0	0.4000			13.9%	0.05	0.0117	-0.001	92	13.55	18.50				-0.95	0.0110	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 — Jul 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 — Jul 16, 2027

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