HYG option chain iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · as of 18:04 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 ±1.4% (75.77–77.98) · ATM IV 5.5% · P/C open interest 2.21
| 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 | |
| 31.75 | 32.05 | 2 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0100 | 2,001 | 61.4% | -0.00 | 0.0004 | -0.001 | |||
| 26.75 | 27.05 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0100 | 50.0% | -0.00 | 0.0008 | -0.002 | |||||
| 21.75 | 22.05 | 1.00 | 0.0005 | 0.000 | 55 | 0 | 0.0200 | 166 | 42.4% | -0.01 | 0.0014 | -0.002 | ||||
| 16.75 | 17.10 | 6 | 1.00 | 0.0011 | 0.000 | 60 | 0.0100 | 0.0300 | 100.8K | 34.8% | -0.01 | 0.0029 | -0.003 | |||
| 11.80 | 12.10 | 25.8% | 0.99 | 0.0030 | 0.000 | 65 | 0.0200 | 0.0400 | 67.7K | 25.9% | -0.02 | 0.0066 | -0.004 | |||
| 10.80 | 11.10 | 22.9% | 0.99 | 0.0037 | -0.000 | 66 | 0.0200 | 0.0500 | 4 | 24.3% | -0.02 | 0.0080 | -0.004 | |||
| 9.80 | 10.10 | 19.6% | 0.99 | 0.0048 | -0.001 | 67 | 0.0300 | 0.0500 | 802 | 22.7% | -0.02 | 0.0099 | -0.004 | |||
| 8.80 | 9.10 | 0.99 | 0.0064 | -0.001 | 68 | 0.0300 | 0.0600 | 8 | 20.9% | -0.03 | 0.0125 | -0.004 | ||||
| 7.85 | 8.10 | 20.9% | 0.99 | 0.0086 | -0.001 | 69 | 0.0400 | 0.0600 | 6,487 | 19.1% | -0.03 | 0.0160 | -0.005 | |||
| 6.85 | 7.10 | 18.5% | 0.99 | 0.0120 | -0.002 | 70 | 0.0400 | 0.0700 | 18 | 36.0K | 17.2% | -0.04 | 0.0211 | -0.005 | ||
| 5.80 | 6.10 | 0.98 | 0.0176 | -0.003 | 71 | 0.0600 | 0.0900 | 100 | 32.0K | 15.9% | -0.05 | 0.0286 | -0.006 | |||
| 4.85 | 5.10 | 13.6% | 0.97 | 0.0266 | -0.004 | 72 | 0.0700 | 0.1100 | 42 | 220.5K | 14.1% | -0.07 | 0.0400 | -0.006 | ||
| 3.90 | 4.10 | 22 | 12.8% | 0.96 | 0.0427 | -0.005 | 73 | 0.1000 | 0.1300 | 47.3K | 12.3% | -0.09 | 0.0581 | -0.007 | ||
| 3.40 | 3.60 | 11.5% | 0.95 | 0.0552 | -0.005 | 73.5 | 0.1200 | 0.1500 | 11.5% | -0.11 | 0.0712 | -0.008 | ||||
| 2.89 | 3.10 | 9.9% | 0.93 | 0.0725 | -0.006 | 74 | 0.1500 | 0.1700 | 1 | 145.4K | 10.7% | -0.13 | 0.0884 | -0.008 | ||
| 2.42 | 2.57 | 8.6% | 0.91 | 0.0971 | -0.007 | 74.5 | 0.1800 | 0.2100 | 9.9% | -0.16 | 0.1110 | -0.009 | ||||
| 1.96 | 2.08 | 10 | 8.1% | 0.87 | 0.1316 | -0.008 | 75 | 0.2200 | 0.2500 | 14 | 255.2K | 9.0% | -0.21 | 0.1410 | -0.009 | |
| 1.51 | 1.61 | 7.6% | 0.82 | 0.1800 | -0.010 | 75.5 | 0.2800 | 0.3200 | 3,103 | 8.2% | -0.27 | 0.1801 | -0.010 | |||
| 1.09 | 1.16 | 5,243 | 7.0% | 0.75 | 0.2443 | -0.011 | 76 | 0.3900 | 0.4000 | 372 | 238.6K | 7.4% | -0.35 | 0.2289 | -0.010 | |
| 0.6900 | 0.7500 | 6.2% | 0.63 | 0.3207 | -0.011 | 76.5 | 0.4900 | 0.5400 | 456 | 6.4% | -0.47 | 0.2840 | -0.010 | |||
| 0.3600 | 0.4200 | 497 | 42.1K | 5.5% | 0.47 | 0.3855 | -0.010 | 77 | 0.6900 | 0.7500 | 4,815 | 365.7K | 5.6% | -0.63 | 0.3267 | -0.008 |
| 0.1400 | 0.1800 | 1,090 | 4.9% | 0.26 | 0.3482 | -0.006 | 77.5 | 0.9900 | 1.09 | 5.0% | -0.82 | 0.2775 | -0.005 | |||
| 0.0400 | 0.0600 | 1,498 | 152.1K | 4.5% | 0.12 | 0.2018 | -0.003 | 78 | 1.38 | 1.51 | 7 | 250.1K | -0.94 | 0.1427 | -0.002 | |
| 0.0100 | 0.0300 | 4.7% | 0.05 | 0.0971 | -0.002 | 78.5 | 1.85 | 2.03 | -0.98 | 0.0547 | -0.001 | |||||
| 0 | 0.0200 | 543 | 223.0K | 5.0% | 0.03 | 0.0519 | -0.001 | 79 | 2.38 | 2.49 | 11 | 144.4K | -0.99 | 0.0242 | -0.000 | |
| 0 | 0.0200 | 5.9% | 0.02 | 0.0327 | -0.001 | 79.5 | 2.83 | 3.05 | -0.99 | 0.0138 | 0.000 | |||||
| 0 | 0.0200 | 186.2K | 6.8% | 0.01 | 0.0235 | -0.001 | 80 | 3.30 | 3.55 | 76.4K | -1.00 | 0.0097 | 0.000 | |||
| 0 | 0.0100 | 7.0% | 0.01 | 0.0183 | -0.001 | 80.5 | 3.80 | 4.05 | -1.00 | 0.0077 | 0.000 | |||||
| 0 | 0.0100 | 244.3K | 7.7% | 0.01 | 0.0149 | -0.001 | 81 | 4.30 | 4.60 | 97 | 9.8% | -1.00 | 0.0064 | 0.000 | ||
| 0 | 0.0100 | 8.5% | 0.01 | 0.0125 | -0.001 | 81.5 | 4.80 | 5.05 | -1.00 | 0.0055 | 0.000 | |||||
| 0 | 0.0100 | 5,945 | 9.2% | 0.01 | 0.0107 | -0.001 | 82 | 5.30 | 5.60 | 180 | 11.8% | -1.00 | 0.0048 | 0.000 | ||
| 0 | 0.0100 | 10.0% | 0.01 | 0.0092 | -0.001 | 82.5 | 5.80 | 6.10 | 12.7% | -1.00 | 0.0042 | 0.000 | ||||
| 0 | 0.0100 | 10.0K | 10.7% | 0.01 | 0.0081 | -0.001 | 83 | 6.30 | 6.60 | 214 | 13.7% | -1.00 | 0.0037 | 0.000 | ||
| 0 | 0.0100 | 30.0K | 12.1% | 0.01 | 0.0064 | -0.001 | 84 | 7.30 | 7.55 | 228 | -1.00 | 0.0030 | 0.000 | |||
| 0 | 0.0100 | 13.5% | 0.01 | 0.0051 | -0.001 | 85 | 8.30 | 8.55 | 16 | -1.00 | 0.0025 | 0.000 | ||||
| 0 | 0.0100 | 14.8% | 0.01 | 0.0042 | -0.001 | 86 | 9.30 | 9.55 | 25 | -1.00 | 0.0021 | 0.000 | ||||
| 0 | 0.0100 | 16.2% | 0.00 | 0.0036 | -0.001 | 87 | 10.30 | 10.60 | 3 | 21.0% | -1.00 | 0.0018 | 0.000 | |||
| 0 | 0.0100 | 17.5% | 0.00 | 0.0031 | -0.001 | 88 | 11.30 | 11.60 | 2 | 22.8% | -1.00 | 0.0015 | 0.000 | |||
| 0 | 0.0100 | 18.8% | 0.00 | 0.0026 | -0.001 | 89 | 12.30 | 12.60 | 1 | 24.6% | -1.00 | 0.0013 | 0.000 | |||
| 0 | 0.0100 | 20.0% | 0.00 | 0.0023 | -0.001 | 90 | 13.30 | 13.60 | 1 | 26.3% | -1.00 | 0.0012 | 0.000 | |||
| 0 | 0.0100 | 21.2% | 0.00 | 0.0020 | -0.001 | 91 | 14.25 | 14.55 | 2 | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.0100 | 22.4% | 0.00 | 0.0018 | -0.001 | 92 | 15.25 | 15.55 | 4 | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.0100 | 25.9% | 0.00 | 0.0013 | -0.001 | 95 | 18.25 | 18.50 | -1.00 | 0.0007 | 0.000 | |||||
| 0 | 0.0100 | 31.4% | 0.00 | 0.0008 | -0.001 | 100 | 23.25 | 23.50 | -1.00 | 0.0004 | 0.000 | |||||
| 0 | 0.0100 | 36.6% | 0.00 | 0.0006 | -0.001 | 105 | 28.25 | 28.50 | -1.00 | 0.0003 | 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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs