IEF option chain iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · as of 00:35 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 ±1.6% (90.72–93.74) · ATM IV 5.6% · P/C open interest 0.93
| 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 | |
| 11.25 | 12.05 | 24.0% | 1.00 | 0.0024 | 0.000 | 81 | 0 | 0.0200 | 10 | 15.6% | -0.01 | 0.0037 | -0.001 | |||
| 10.25 | 10.85 | 17.0% | 1.00 | 0.0032 | 0.000 | 82 | 0 | 0.0200 | 14.3% | -0.01 | 0.0048 | -0.001 | ||||
| 9.05 | 10.25 | 20.2% | 0.99 | 0.0043 | 0.000 | 83 | 0 | 0.0200 | 86 | 13.0% | -0.01 | 0.0062 | -0.001 | |||
| 6.15 | 11.00 | 15.3% | 0.99 | 0.0058 | 0.000 | 84 | 0.0100 | 0.0300 | 12 | 12.8% | -0.01 | 0.0082 | -0.001 | |||
| 6.85 | 8.25 | 1 | 11.6% | 0.99 | 0.0080 | 0.000 | 85 | 0.0100 | 0.0300 | 5 | 11.4% | -0.02 | 0.0111 | -0.002 | ||
| 6.05 | 7.05 | 9.9% | 0.99 | 0.0113 | 0.000 | 86 | 0.0100 | 0.0400 | 4 | 10.4% | -0.02 | 0.0154 | -0.002 | |||
| 5.25 | 5.85 | 8.0% | 0.98 | 0.0168 | 0.000 | 87 | 0.0200 | 0.0500 | 36 | 9.5% | -0.03 | 0.0222 | -0.002 | |||
| 2.55 | 7.00 | 2 | 13.2% | 0.97 | 0.0264 | 0.000 | 88 | 0.0300 | 0.0600 | 26 | 8.3% | -0.04 | 0.0339 | -0.003 | ||
| 3.30 | 3.90 | 38 | 7.6% | 0.96 | 0.0454 | -0.000 | 89 | 0.0500 | 0.0800 | 209 | 7.3% | -0.06 | 0.0557 | -0.003 | ||
| 2.39 | 2.87 | 70 | 6.5% | 0.91 | 0.0855 | -0.002 | 90 | 0.0900 | 0.1300 | 848 | 6.4% | -0.12 | 0.0984 | -0.005 | ||
| 1.69 | 1.78 | 44 | 6.0% | 0.81 | 0.1569 | -0.005 | 91 | 0.2300 | 0.2600 | 171 | 16.0K | 5.9% | -0.23 | 0.1685 | -0.007 | |
| 0.9500 | 1.01 | 17 | 103 | 5.6% | 0.63 | 0.2297 | -0.008 | 92 | 0.5100 | 0.5500 | 83 | 46.3K | 5.5% | -0.43 | 0.2348 | -0.008 |
| 0.4300 | 0.4800 | 58 | 10.9K | 5.4% | 0.39 | 0.2343 | -0.008 | 93 | 1.01 | 1.09 | 3,070 | 10.9K | 5.3% | -0.67 | 0.2292 | -0.007 |
| 0.1800 | 0.2100 | 2,307 | 25.6K | 5.6% | 0.20 | 0.1627 | -0.006 | 94 | 1.80 | 1.88 | 10 | 5,437 | 5.5% | -0.85 | 0.1476 | -0.004 |
| 0.0700 | 0.1000 | 43.6K | 6.0% | 0.10 | 0.0921 | -0.004 | 95 | 2.53 | 3.05 | 251 | 6.6% | -0.93 | 0.0773 | -0.001 | ||
| 0.0400 | 0.0700 | 3 | 505 | 7.0% | 0.06 | 0.0535 | -0.003 | 96 | 3.65 | 4.05 | 124 | 9.5% | -0.96 | 0.0423 | 0.000 | |
| 0.0200 | 0.0500 | 4,673 | 7.8% | 0.04 | 0.0340 | -0.002 | 97 | 4.65 | 5.00 | 136 | 10.8% | -0.98 | 0.0426 | 0.000 | ||
| 0.0200 | 0.0400 | 674 | 8.8% | 0.03 | 0.0233 | -0.002 | 98 | 5.15 | 6.30 | 512 | 8.7% | -0.99 | 0.0279 | -0.003 | ||
| 0.0100 | 0.0400 | 139 | 9.8% | 0.02 | 0.0169 | -0.002 | 99 | 5.95 | 7.75 | 14.7% | -1.00 | 0.0103 | -0.010 | |||
| 0.0100 | 0.0300 | 142 | 10.7% | 0.02 | 0.0126 | -0.002 | 100 | 5.95 | 10.00 | 18.8% | -1.00 | 0.0000 | -0.017 | |||
| 0.0100 | 0.0300 | 15 | 11.8% | 0.01 | 0.0098 | -0.002 | 101 | 7.85 | 9.65 | 14.7% | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.0300 | 3 | 13.0% | 0.01 | 0.0077 | -0.001 | 102 | 9.00 | 10.45 | 14.3% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 0.0200 | 44 | 12.9% | 0.01 | 0.0062 | -0.001 | 103 | 10.45 | 11.05 | 17.6% | -1.00 | 0.0000 | -0.035 | |||
| 0 | 0.0200 | 3 | 13.9% | 0.01 | 0.0050 | -0.001 | 104 | 11.45 | 12.05 | 19.0% | -1.00 | 0.0000 | -0.040 | |||
| 0 | 0.0200 | 96 | 14.9% | 0.01 | 0.0042 | -0.001 | 105 | 11.50 | 13.60 | -1.00 | 0.0000 | -0.045 | ||||
| 0 | 0.0200 | 15.9% | 0.01 | 0.0035 | -0.001 | 106 | 11.80 | 16.00 | 26.6% | -1.00 | 0.0000 | -0.050 | ||||
| 0 | 0.0200 | 16.8% | 0.01 | 0.0029 | -0.001 | 107 | 14.20 | 15.30 | 23.1% | -1.00 | 0.0000 | -0.055 | ||||
| 0 | 0.0100 | 16.5% | 0.00 | 0.0025 | -0.001 | 108 | 15.00 | 16.95 | 31.3% | -1.00 | 0.0000 | -0.059 | ||||
| 0 | 0.0100 | 388 | 17.4% | 0.00 | 0.0021 | -0.001 | 109 | 16.15 | 17.05 | -1.00 | 0.0000 | -0.061 | ||||
| 0 | 0.0100 | 30 | 18.3% | 0.00 | 0.0018 | -0.001 | 110 | 15.60 | 20.00 | 29.2% | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.0100 | 19.1% | 0.00 | 0.0016 | -0.001 | 111 | 16.75 | 20.90 | 31.4% | -1.00 | 0.0000 | -0.062 | ||||
| 0 | 0.0100 | 20.0% | 0.00 | 0.0014 | -0.001 | 112 | 19.45 | 20.05 | 29.6% | -1.00 | 0.0000 | -0.062 | ||||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs