IEF option chain iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · as of 12:37 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 ±2.0% (88.87–92.49) · ATM IV 7.6% · P/C open interest 0.64
| 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 | |
| 9.45 | 13.45 | 1.00 | 0.0023 | -0.001 | 79 | 0 | 0.0200 | 24 | 17.7% | -0.01 | 0.0041 | -0.001 | ||||
| 8.45 | 12.45 | 10 | 1.00 | 0.0030 | -0.001 | 80 | 0 | 0.0200 | 37 | 16.3% | -0.01 | 0.0051 | -0.002 | |||
| 7.45 | 11.30 | 1.00 | 0.0038 | -0.001 | 81 | 0.0100 | 0.0200 | 101 | 15.6% | -0.01 | 0.0064 | -0.002 | ||||
| 6.45 | 8.70 | 0.99 | 0.0050 | -0.001 | 82 | 0.0100 | 0.0200 | 6 | 14.0% | -0.01 | 0.0082 | -0.002 | ||||
| 7.25 | 7.85 | 0.99 | 0.0070 | -0.001 | 83 | 0.0100 | 0.0300 | 2 | 13.0% | -0.02 | 0.0109 | -0.002 | ||||
| 6.45 | 6.85 | 16.1% | 0.99 | 0.0103 | -0.002 | 84 | 0.0200 | 0.0300 | 10 | 11.8% | -0.02 | 0.0152 | -0.002 | |||
| 5.30 | 5.70 | 1 | 0.98 | 0.0163 | -0.002 | 85 | 0.0200 | 0.0400 | 2 | 4,843 | 10.5% | -0.03 | 0.0224 | -0.003 | ||
| 4.45 | 4.70 | 13 | 7.8% | 0.97 | 0.0284 | -0.003 | 86 | 0.0400 | 0.0600 | 1,555 | 9.7% | -0.05 | 0.0355 | -0.004 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.50 | 3.70 | 8.1% | 0.94 | 0.0528 | -0.004 | 87 | 0.0800 | 0.1000 | 3 | 1,530 | 9.0% | -0.08 | 0.0595 | -0.005 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.63 | 2.73 | 56 | 8.2% | 0.88 | 0.0957 | -0.007 | 88 | 0.1600 | 0.1800 | 3 | 2,266 | 8.3% | -0.15 | 0.0995 | -0.008 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.80 | 1.86 | 1 | 274 | 7.9% | 0.77 | 0.1495 | -0.011 | 89 | 0.3300 | 0.3600 | 4,355 | 23.9K | 8.0% | -0.26 | 0.1508 | -0.011 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.10 | 1.15 | 20 | 23.6K | 7.7% | 0.60 | 0.1900 | -0.013 | 90 | 0.6400 | 0.6800 | 6 | 17.7K | 7.6% | -0.43 | 0.1944 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 90.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6000 | 0.6400 | 3,507 | 12.8K | 7.6% | 0.41 | 0.1870 | -0.012 | 91 | 1.16 | 1.22 | 6 | 591 | 7.6% | -0.63 | 0.1936 | -0.013 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3100 | 0.3400 | 4,786 | 28.6K | 7.8% | 0.25 | 0.1465 | -0.010 | 92 | 1.90 | 1.97 | 8,463 | 7.8% | -0.79 | 0.1471 | -0.010 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1500 | 0.1700 | 44 | 7,783 | 8.1% | 0.14 | 0.0990 | -0.007 | 93 | 2.76 | 2.86 | 55 | 8.2% | -0.90 | 0.0915 | -0.007 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0700 | 0.0900 | 20.9K | 8.5% | 0.08 | 0.0609 | -0.005 | 94 | 3.65 | 3.85 | 41 | 8.5% | -0.95 | 0.0497 | -0.004 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 94.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0400 | 0.0500 | 1 | 203 | 9.1% | 0.04 | 0.0368 | -0.003 | 95 | 4.60 | 4.85 | 1 | 8.9% | -0.98 | 0.0265 | -0.002 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 95.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0200 | 0.0400 | 578 | 10.0% | 0.03 | 0.0234 | -0.003 | 96 | 5.60 | 7.85 | 27.6% | -0.99 | 0.0152 | -0.002 | |||
| 0.0100 | 0.0300 | 15 | 10.7% | 0.02 | 0.0158 | -0.002 | 97 | 4.85 | 8.85 | 16.9% | -0.99 | 0.0096 | -0.001 | |||
| 0.0100 | 0.0200 | 36 | 11.6% | 0.01 | 0.0114 | -0.002 | 98 | 5.85 | 9.85 | 18.7% | -0.99 | 0.0066 | -0.001 | |||
| 0.0100 | 0.0200 | 33 | 12.8% | 0.01 | 0.0086 | -0.002 | 99 | 6.85 | 10.85 | 20.5% | -0.99 | 0.0048 | -0.001 | |||
| 0 | 0.0200 | 36 | 13.4% | 0.01 | 0.0068 | -0.001 | 100 | 8.05 | 11.85 | 24.8% | -1.00 | 0.0037 | -0.001 | |||
| 0 | 0.0200 | 39 | 14.5% | 0.01 | 0.0055 | -0.001 | 101 | 8.85 | 12.85 | 23.9% | -1.00 | 0.0030 | -0.001 | |||
| 0 | 0.0200 | 6 | 15.7% | 0.01 | 0.0046 | -0.001 | 102 | 9.85 | 13.85 | 25.6% | -1.00 | 0.0024 | -0.001 | |||
| 0 | 0.0100 | 15.6% | 0.01 | 0.0039 | -0.001 | 103 | 10.85 | 14.85 | 27.2% | -1.00 | 0.0020 | -0.001 | ||||
| 0 | 0.0100 | 16.6% | 0.01 | 0.0033 | -0.001 | 104 | 11.85 | 15.85 | 28.7% | -1.00 | 0.0017 | -0.001 | ||||
| 0 | 0.0100 | 17.6% | 0.01 | 0.0029 | -0.001 | 105 | 12.85 | 16.85 | 30.3% | -1.00 | 0.0015 | -0.001 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 110 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 115 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 120 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 125 | 0 | 0 | 0.00 | 0.0000 | 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