IEF option chain iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · as of 21:51 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 ±1.1% (91.31–93.28) · ATM IV 5.2% · P/C open interest 0.97
| 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 | |
| 12.20 | 12.80 | 23.5% | 1.00 | 0.0016 | 0.000 | 80 | 0 | 0.0100 | 22.1% | -0.00 | 0.0016 | -0.001 | ||||
| 7.45 | 7.60 | 16.1% | 0.99 | 0.0060 | 0.000 | 85 | 0 | 0.0200 | 14.7% | -0.01 | 0.0060 | -0.001 | ||||
| 6.45 | 6.60 | 13.9% | 0.99 | 0.0085 | 0.000 | 86 | 0 | 0.0200 | 2 | 12.9% | -0.01 | 0.0085 | -0.002 | |||
| 5.45 | 5.60 | 11.6% | 0.99 | 0.0124 | 0.000 | 87 | 0 | 0.0200 | 11.1% | -0.01 | 0.0125 | -0.002 | ||||
| 4.95 | 5.15 | 12.5% | 0.99 | 0.0154 | 0.000 | 87.5 | 0.0100 | 0.0200 | 10.8% | -0.01 | 0.0156 | -0.002 | ||||
| 4.45 | 4.65 | 11.4% | 0.98 | 0.0194 | 0.000 | 88 | 0.0100 | 0.0200 | 9.8% | -0.02 | 0.0197 | -0.002 | ||||
| 3.95 | 4.15 | 10.2% | 0.98 | 0.0250 | -0.000 | 88.5 | 0.0100 | 0.0300 | 9.3% | -0.02 | 0.0254 | -0.002 | ||||
| 3.45 | 3.60 | 7.2% | 0.97 | 0.0332 | -0.001 | 89 | 0.0100 | 0.0300 | 8.3% | -0.03 | 0.0340 | -0.003 | ||||
| 2.98 | 3.10 | 7.4% | 0.96 | 0.0456 | -0.002 | 89.5 | 0.0100 | 0.0300 | 7.3% | -0.04 | 0.0471 | -0.003 | ||||
| 2.49 | 2.60 | 6.6% | 0.95 | 0.0653 | -0.002 | 90 | 0.0200 | 0.0400 | 114 | 6.7% | -0.05 | 0.0684 | -0.004 | |||
| 2.01 | 2.12 | 6.2% | 0.93 | 0.0982 | -0.003 | 90.5 | 0.0300 | 0.0600 | 1 | 6.1% | -0.08 | 0.1037 | -0.005 | |||
| 1.55 | 1.65 | 5.8% | 0.88 | 0.1521 | -0.005 | 91 | 0.0600 | 0.1000 | 32 | 5.8% | -0.13 | 0.1624 | -0.006 | |||
| 1.14 | 1.21 | 3 | 5.6% | 0.80 | 0.2263 | -0.007 | 91.5 | 0.1300 | 0.1700 | 804 | 5.5% | -0.22 | 0.2453 | -0.009 | ||
| 0.7800 | 0.8200 | 5.5% | 0.67 | 0.2977 | -0.010 | 92 | 0.2500 | 0.3100 | 14 | 1,084 | 5.3% | -0.36 | 0.3306 | -0.011 | ||
| 0.4700 | 0.5100 | 115 | 260 | 5.3% | 0.51 | 0.3332 | -0.011 | 92.5 | 0.4700 | 0.5200 | 11 | 60 | 5.2% | -0.54 | 0.3851 | -0.012 |
| 0.2600 | 0.3000 | 10 | 284 | 5.3% | 0.35 | 0.3111 | -0.010 | 93 | 0.7600 | 0.8400 | 1,051 | 5.0% | -0.73 | 0.3647 | -0.012 | |
| 0.1300 | 0.1500 | 10 | 2,940 | 5.2% | 0.22 | 0.2412 | -0.008 | 93.5 | 1.17 | 1.26 | 380 | -0.92 | 0.4128 | -0.013 | ||
| 0.0600 | 0.0900 | 11 | 40 | 5.5% | 0.13 | 0.1644 | -0.006 | 94 | 1.66 | 1.77 | -1.00 | 0.0285 | -0.031 | |||
| 0.0400 | 0.0600 | 7 | 6.1% | 0.08 | 0.1083 | -0.005 | 94.5 | 2.15 | 2.28 | 1 | -1.00 | 0.0000 | -0.037 | |||
| 0.0200 | 0.0500 | 81 | 6.7% | 0.06 | 0.0740 | -0.004 | 95 | 2.65 | 2.78 | -1.00 | 0.0000 | -0.039 | ||||
| 0.0200 | 0.0400 | 7.5% | 0.04 | 0.0524 | -0.003 | 95.5 | 3.15 | 3.30 | 9.6% | -1.00 | 0.0000 | -0.039 | ||||
| 0.0100 | 0.0300 | 10 | 7.9% | 0.03 | 0.0390 | -0.003 | 96 | 3.60 | 3.80 | -1.00 | 0.0000 | -0.039 | ||||
| 0.0100 | 0.0300 | 9 | 8.8% | 0.03 | 0.0299 | -0.003 | 96.5 | 4.10 | 4.30 | -1.00 | 0.0000 | -0.040 | ||||
| 0.0100 | 0.0300 | 9.7% | 0.02 | 0.0236 | -0.002 | 97 | 4.60 | 4.80 | -1.00 | 0.0000 | -0.040 | |||||
| 0.0100 | 0.0300 | 6 | 10.6% | 0.02 | 0.0190 | -0.002 | 97.5 | 5.10 | 5.30 | -1.00 | 0.0000 | -0.040 | ||||
| 0.0100 | 0.0200 | 9 | 3 | 11.0% | 0.02 | 0.0157 | -0.002 | 98 | 5.60 | 5.80 | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.0200 | 11.2% | 0.01 | 0.0130 | -0.002 | 98.5 | 6.10 | 6.30 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.0200 | 9 | 12.0% | 0.01 | 0.0109 | -0.002 | 99 | 6.60 | 6.80 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.0200 | 13.5% | 0.01 | 0.0079 | -0.002 | 100 | 7.60 | 7.80 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.0200 | 6 | 15.0% | 0.01 | 0.0059 | -0.001 | 101 | 8.60 | 8.80 | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.0100 | 15.2% | 0.01 | 0.0045 | -0.001 | 102 | 7.25 | 11.60 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.0100 | 16.6% | 0.00 | 0.0035 | -0.001 | 103 | 10.40 | 11.05 | 24.2% | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.0100 | 17.9% | 0.00 | 0.0028 | -0.001 | 104 | 9.65 | 13.60 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.0100 | 19.2% | 0.00 | 0.0022 | -0.001 | 105 | 11.00 | 14.55 | 32.4% | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.0100 | 25.4% | 0.00 | 0.0009 | -0.001 | 110 | 15.50 | 19.90 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.0100 | 31.2% | 0.00 | 0.0004 | -0.000 | 115 | 22.40 | 23.05 | 42.2% | -1.00 | 0.0000 | -0.040 | ||||
| 0 | 0.0100 | 36.6% | 0.00 | 0.0002 | -0.000 | 120 | 25.90 | 29.55 | -1.00 | 0.0000 | -0.040 | |||||
| 0 | 0.0100 | 41.8% | 0.00 | 0.0001 | -0.000 | 125 | 32.40 | 33.30 | 69.7% | -1.00 | 0.0000 | -0.040 | ||||
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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs