IEF option chain iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · as of 09:35 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 ±1.5% (90.73–93.49) · ATM IV 5.4% · P/C open interest 57.86
| 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 | |
| 10.95 | 14.65 | 34.2% | 1.00 | 0.0012 | 0.000 | 80 | 0 | 0.0100 | 4 | 16.8% | -0.00 | 0.0021 | -0.001 | |||
| 7.40 | 7.55 | 11.3% | 0.99 | 0.0061 | -0.000 | 85 | 0.0100 | 0.0200 | 11.7% | -0.01 | 0.0094 | -0.001 | ||||
| 6.40 | 6.60 | 12.1% | 0.99 | 0.0089 | -0.000 | 86 | 0.0100 | 0.0200 | 10.2% | -0.02 | 0.0135 | -0.002 | ||||
| 5.40 | 5.60 | 10.3% | 0.99 | 0.0134 | -0.001 | 87 | 0.0200 | 0.0300 | 9.4% | -0.02 | 0.0198 | -0.002 | ||||
| 4.90 | 5.10 | 9.4% | 0.98 | 0.0169 | -0.001 | 87.5 | 0.0200 | 0.0300 | 8.7% | -0.03 | 0.0247 | -0.002 | ||||
| 4.40 | 4.60 | 8.5% | 0.98 | 0.0217 | -0.001 | 88 | 0.0200 | 0.0400 | 8.1% | -0.03 | 0.0313 | -0.002 | ||||
| 3.90 | 4.10 | 7.6% | 0.97 | 0.0287 | -0.001 | 88.5 | 0.0300 | 0.0400 | 7.5% | -0.04 | 0.0406 | -0.003 | ||||
| 3.45 | 3.60 | 7.8% | 0.97 | 0.0389 | -0.002 | 89 | 0.0400 | 0.0500 | 7.0% | -0.06 | 0.0537 | -0.003 | ||||
| 2.96 | 3.10 | 7.0% | 0.95 | 0.0548 | -0.002 | 89.5 | 0.0500 | 0.0700 | 6.6% | -0.07 | 0.0730 | -0.004 | ||||
| 2.48 | 2.60 | 6.3% | 0.93 | 0.0794 | -0.003 | 90 | 0.0800 | 0.1000 | 6.2% | -0.11 | 0.1008 | -0.004 | ||||
| 2.02 | 2.12 | 5.9% | 0.89 | 0.1155 | -0.004 | 90.5 | 0.1300 | 0.1400 | 16 | 5.9% | -0.15 | 0.1384 | -0.006 | |||
| 1.60 | 1.66 | 5.8% | 0.83 | 0.1625 | -0.006 | 91 | 0.2100 | 0.2300 | 79 | 5.8% | -0.23 | 0.1828 | -0.007 | |||
| 1.21 | 1.24 | 1 | 5.6% | 0.74 | 0.2134 | -0.007 | 91.5 | 0.3300 | 0.3500 | 2 | 18 | 5.6% | -0.32 | 0.2257 | -0.008 | |
| 0.8500 | 0.8800 | 5.4% | 0.63 | 0.2557 | -0.009 | 92 | 0.5000 | 0.5300 | 20 | 1,106 | 5.4% | -0.44 | 0.2559 | -0.009 | ||
| 0.5600 | 0.5900 | 33 | 5.3% | 0.50 | 0.2746 | -0.009 | 92.5 | 0.7400 | 0.7700 | 891 | 5.3% | -0.57 | 0.2611 | -0.008 | ||
| 0.3500 | 0.3700 | 5 | 5.2% | 0.36 | 0.2593 | -0.008 | 93 | 1.05 | 1.09 | 1 | 1,413 | 5.2% | -0.70 | 0.2356 | -0.007 | |
| 0.2100 | 0.2300 | 2 | 56 | 5.3% | 0.25 | 0.2147 | -0.007 | 93.5 | 1.42 | 1.48 | 870 | 5.2% | -0.80 | 0.1881 | -0.006 | |
| 0.1200 | 0.1400 | 4 | 5 | 5.4% | 0.16 | 0.1609 | -0.005 | 94 | 1.84 | 1.93 | 5.5% | -0.87 | 0.1370 | -0.004 | ||
| 0.0800 | 0.0900 | 3 | 5.8% | 0.11 | 0.1147 | -0.004 | 94.5 | 2.30 | 2.40 | 5.8% | -0.92 | 0.0962 | -0.003 | |||
| 0.0500 | 0.0700 | 6.2% | 0.08 | 0.0820 | -0.004 | 95 | 2.76 | 2.88 | 5.9% | -0.94 | 0.0681 | -0.003 | ||||
| 0.0400 | 0.0500 | 6.6% | 0.06 | 0.0603 | -0.003 | 95.5 | 3.20 | 3.40 | 5.9% | -0.96 | 0.0497 | -0.002 | ||||
| 0.0300 | 0.0400 | 7.0% | 0.04 | 0.0456 | -0.003 | 96 | 3.70 | 3.90 | 6.7% | -0.97 | 0.0472 | -0.002 | ||||
| 0.0200 | 0.0400 | 7.6% | 0.04 | 0.0355 | -0.002 | 96.5 | 4.20 | 4.40 | 7.5% | -0.98 | 0.0499 | -0.001 | ||||
| 0.0200 | 0.0300 | 8.1% | 0.03 | 0.0282 | -0.002 | 97 | 4.70 | 4.90 | 8.3% | -0.99 | 0.0394 | -0.003 | ||||
| 0.0100 | 0.0300 | 8.5% | 0.02 | 0.0230 | -0.002 | 97.5 | 5.20 | 5.35 | -0.99 | 0.0316 | -0.004 | |||||
| 0.0100 | 0.0300 | 9.1% | 0.02 | 0.0189 | -0.002 | 98 | 5.70 | 5.90 | 9.9% | -1.00 | 0.0190 | -0.007 | ||||
| 0.0100 | 0.0200 | 9.4% | 0.02 | 0.0159 | -0.002 | 98.5 | 6.20 | 6.40 | 10.6% | -1.00 | 0.0082 | -0.009 | ||||
| 0.0100 | 0.0200 | 10.0% | 0.02 | 0.0134 | -0.002 | 99 | 6.70 | 6.90 | 11.4% | -1.00 | 0.0010 | -0.009 | ||||
| 0.0100 | 0.0200 | 11.2% | 0.01 | 0.0099 | -0.001 | 100 | 7.70 | 7.90 | 12.9% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0200 | 7 | 11.8% | 0.01 | 0.0074 | -0.001 | 101 | 8.70 | 8.90 | 14.4% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0200 | 12.0% | 0.01 | 0.0058 | -0.001 | 102 | 9.70 | 9.90 | 15.8% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 13.0% | 0.01 | 0.0045 | -0.001 | 103 | 10.70 | 10.90 | 17.3% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 14.1% | 0.01 | 0.0036 | -0.001 | 104 | 10.30 | 13.30 | 18.7% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 15.0% | 0.00 | 0.0029 | -0.001 | 105 | 10.80 | 15.25 | 28.2% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 19.8% | 0.00 | 0.0012 | -0.001 | 110 | 16.70 | 18.95 | 29.0% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 24.3% | 0.00 | 0.0006 | -0.000 | 115 | 21.90 | 23.70 | 33.2% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 28.5% | 0.00 | 0.0003 | -0.000 | 120 | 25.80 | 29.70 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.0100 | 32.4% | 0.00 | 0.0002 | -0.000 | 125 | 32.50 | 33.50 | 55.8% | -1.00 | 0.0000 | -0.009 | ||||
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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs