IEF option chain iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · as of 18:35 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 ±0.7% (91.77–92.97) · ATM IV 5.3% · P/C open interest 0.28
| 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 | |
| 12.40 | 12.50 | 1.00 | 0.0012 | 0.000 | 80 | 0 | 0.0100 | 35.9% | -0.00 | 0.0012 | -0.001 | |||||
| 7.40 | 7.55 | 22.4% | 1.00 | 0.0038 | 0.000 | 85 | 0 | 0.0100 | 22.0% | -0.00 | 0.0038 | -0.002 | ||||
| 4.45 | 6.55 | 1.00 | 0.0050 | 0.000 | 86 | 0 | 0.0100 | 19.3% | -0.00 | 0.0051 | -0.002 | |||||
| 3.45 | 5.55 | 0.99 | 0.0070 | 0.000 | 87 | 0 | 0.0100 | 4 | 16.5% | -0.01 | 0.0071 | -0.002 | ||||
| 4.90 | 5.00 | 0.99 | 0.0085 | 0.000 | 87.5 | 0 | 0.0100 | 15.1% | -0.01 | 0.0086 | -0.002 | |||||
| 4.40 | 4.50 | 0.99 | 0.0104 | 0.000 | 88 | 0 | 0.0100 | 13.7% | -0.01 | 0.0106 | -0.002 | |||||
| 3.90 | 4.05 | 11.0% | 0.99 | 0.0131 | -0.000 | 88.5 | 0 | 0.0100 | 12.3% | -0.01 | 0.0134 | -0.002 | ||||
| 3.40 | 3.55 | 9.2% | 0.99 | 0.0171 | -0.000 | 89 | 0 | 0.0100 | 2 | 10.9% | -0.01 | 0.0175 | -0.002 | |||
| 2.94 | 3.05 | 11.8% | 0.99 | 0.0234 | -0.001 | 89.5 | 0 | 0.0100 | 9.5% | -0.01 | 0.0241 | -0.002 | ||||
| 2.44 | 2.52 | 8.1% | 0.98 | 0.0349 | -0.001 | 90 | 0 | 0.0100 | 1 | 8.1% | -0.02 | 0.0358 | -0.003 | |||
| 1.95 | 2.01 | 6.5% | 0.97 | 0.0571 | -0.002 | 90.5 | 0.0100 | 0.0200 | 7.9% | -0.03 | 0.0590 | -0.003 | ||||
| 1.45 | 1.52 | 5.7% | 0.95 | 0.1092 | -0.004 | 91 | 0.0100 | 0.0200 | 11 | 6.2% | -0.05 | 0.1138 | -0.005 | |||
| 0.9800 | 1.04 | 1 | 5.4% | 0.89 | 0.2328 | -0.008 | 91.5 | 0.0300 | 0.0500 | 31 | 5.6% | -0.11 | 0.2450 | -0.009 | ||
| 0.5700 | 0.6000 | 16 | 5.2% | 0.74 | 0.4341 | -0.015 | 92 | 0.1200 | 0.1300 | 396 | 5.4% | -0.27 | 0.4598 | -0.016 | ||
| 0.2700 | 0.2900 | 2,091 | 5.2% | 0.49 | 0.5501 | -0.018 | 92.5 | 0.3100 | 0.3300 | 275 | 330 | 5.3% | -0.54 | 0.5784 | -0.019 | |
| 0.0900 | 0.1000 | 1 | 575 | 5.1% | 0.24 | 0.4285 | -0.013 | 93 | 0.6400 | 0.6800 | 73 | 75 | 5.2% | -0.83 | 0.5676 | -0.016 |
| 0.0200 | 0.0400 | 4 | 70 | 5.4% | 0.09 | 0.2147 | -0.007 | 93.5 | 1.10 | 1.16 | 1 | 1 | 6.1% | -0.99 | 0.1061 | -0.029 |
| 0.0100 | 0.0200 | 97 | 6.3% | 0.04 | 0.0968 | -0.004 | 94 | 1.60 | 1.66 | 8.0% | -1.00 | 0.0028 | -0.036 | |||
| 0 | 0.0200 | 16 | 7.4% | 0.02 | 0.0530 | -0.003 | 94.5 | 2.09 | 2.16 | -1.00 | 0.0003 | -0.038 | ||||
| 0 | 0.0100 | 1 | 8.1% | 0.02 | 0.0339 | -0.002 | 95 | 2.59 | 2.66 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 0.0100 | 18 | 9.4% | 0.01 | 0.0239 | -0.002 | 95.5 | 3.10 | 3.20 | 15.2% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0100 | 10 | 10.7% | 0.01 | 0.0180 | -0.002 | 96 | 3.60 | 3.70 | 17.0% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0100 | 20 | 12.0% | 0.01 | 0.0140 | -0.002 | 96.5 | 4.10 | 4.20 | 18.8% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0100 | 21 | 13.3% | 0.01 | 0.0113 | -0.002 | 97 | 4.60 | 4.70 | 20.5% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0100 | 24 | 14.5% | 0.01 | 0.0094 | -0.002 | 97.5 | 5.05 | 5.20 | 4.0% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0100 | 21 | 15.7% | 0.01 | 0.0079 | -0.002 | 98 | 5.55 | 5.70 | 4.6% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0100 | 36 | 17.0% | 0.01 | 0.0067 | -0.002 | 98.5 | 6.05 | 6.20 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 0.0100 | 9 | 18.1% | 0.00 | 0.0058 | -0.002 | 99 | 6.55 | 6.70 | 5.9% | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.0100 | 20.5% | 0.00 | 0.0045 | -0.002 | 100 | 7.60 | 7.70 | 30.1% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.0100 | 22.8% | 0.00 | 0.0036 | -0.002 | 101 | 8.55 | 8.70 | -1.00 | 0.0000 | -0.039 | |||||
| 0 | 0.0100 | 25.0% | 0.00 | 0.0029 | -0.002 | 102 | 9.55 | 9.70 | 14.6% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.0100 | 27.2% | 0.00 | 0.0024 | -0.001 | 103 | 10.60 | 10.70 | 39.0% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.0100 | 29.4% | 0.00 | 0.0020 | -0.001 | 104 | 11.55 | 11.70 | -1.00 | 0.0000 | -0.039 | |||||
| 0 | 0.0100 | 31.5% | 0.00 | 0.0017 | -0.001 | 105 | 12.55 | 12.70 | -1.00 | 0.0000 | -0.039 | |||||
| 0 | 0.0100 | 33.6% | 0.00 | 0.0014 | -0.001 | 106 | 13.55 | 13.70 | 10.6% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.0100 | 41.7% | 0.00 | 0.0008 | -0.001 | 110 | 17.55 | 17.70 | -1.00 | 0.0000 | -0.039 | |||||
| 0 | 0.0100 | 51.1% | 0.00 | 0.0005 | -0.001 | 115 | 22.55 | 22.70 | -1.00 | 0.0000 | -0.039 | |||||
| 0 | 0.0100 | 60.0% | 0.00 | 0.0003 | -0.001 | 120 | 27.55 | 29.65 | 137.3% | -1.00 | 0.0000 | -0.039 | ||||
| 0 | 0.0100 | 68.4% | 0.00 | 0.0002 | -0.001 | 125 | 32.55 | 32.70 | -1.00 | 0.0000 | -0.039 | |||||
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 — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs