IEF option chain iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · as of 15:39 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 ±0.2% (89.95–90.39) · ATM IV 8.7% · P/C open interest 0.31
| 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 | |
| 15.15 | 15.25 | 36 | 294.0% | 1.00 | 0.0009 | -0.002 | 75 | 0 | 0.0100 | 261.3% | -0.00 | 0.0009 | -0.002 | |||
| 14.15 | 14.25 | 56 | 275.1% | 1.00 | 0.0010 | -0.002 | 76 | 0 | 0.0100 | 244.1% | -0.00 | 0.0010 | -0.002 | |||
| 13.15 | 13.25 | 89 | 2 | 256.3% | 1.00 | 0.0012 | -0.003 | 77 | 0 | 0.0100 | 227.1% | -0.00 | 0.0012 | -0.003 | ||
| 12.15 | 12.25 | 144 | 2 | 237.6% | 1.00 | 0.0014 | -0.003 | 78 | 0 | 0.0100 | 210.2% | -0.00 | 0.0014 | -0.003 | ||
| 11.15 | 11.25 | 169 | 2 | 219.1% | 1.00 | 0.0017 | -0.003 | 79 | 0 | 0.0100 | 193.5% | -0.00 | 0.0017 | -0.003 | ||
| 10.15 | 10.25 | 160 | 2 | 200.6% | 1.00 | 0.0020 | -0.003 | 80 | 0 | 0.0100 | 176.8% | -0.00 | 0.0020 | -0.003 | ||
| 9.15 | 9.25 | 83 | 182.2% | 1.00 | 0.0025 | -0.003 | 81 | 0 | 0.0100 | 160.2% | -0.00 | 0.0025 | -0.003 | |||
| 8.15 | 8.25 | 87 | 163.8% | 1.00 | 0.0031 | -0.003 | 82 | 0 | 0.0100 | 143.7% | -0.00 | 0.0031 | -0.003 | |||
| 7.15 | 7.25 | 70 | 145.4% | 1.00 | 0.0040 | -0.003 | 83 | 0 | 0.0100 | 127.2% | -0.00 | 0.0040 | -0.003 | |||
| 6.15 | 6.25 | 127.0% | 1.00 | 0.0052 | -0.003 | 84 | 0 | 0.0100 | 110.7% | -0.00 | 0.0052 | -0.003 | ||||
| 5.15 | 5.25 | 108.6% | 0.99 | 0.0072 | -0.003 | 85 | 0 | 0.0100 | 40 | 94.1% | -0.01 | 0.0072 | -0.003 | |||
| 4.15 | 4.25 | 2 | 89.9% | 0.99 | 0.0105 | -0.004 | 86 | 0 | 0.0100 | 77.5% | -0.01 | 0.0105 | -0.004 | |||
| 3.15 | 3.25 | 3 | 71.0% | 0.99 | 0.0167 | -0.004 | 87 | 0 | 0.0100 | 60.7% | -0.01 | 0.0167 | -0.004 | |||
| 2.15 | 2.22 | 0.99 | 0.0309 | -0.004 | 88 | 0 | 0.0100 | 12 | 43.5% | -0.01 | 0.0309 | -0.004 | ||||
| 1.13 | 1.22 | 26 | 28.8% | 0.98 | 0.0805 | -0.004 | 89 | 0 | 0.0100 | 9 | 25.7% | -0.02 | 0.0805 | -0.004 | ||
| 0.1800 | 0.2300 | 30 | 9.5% | 0.84 | 1.3052 | -0.016 | 90 | 0.0100 | 0.0200 | 5 | 13 | 7.9% | -0.16 | 1.3052 | -0.016 | |
| 0 | 0.0100 | 178 | 18.6% | 0.03 | 0.1506 | -0.004 | 91 | 0.7800 | 0.8700 | 1 | 3 | -0.97 | 0.1506 | -0.004 | ||
| 0 | 0.0100 | 2 | 36.3% | 0.02 | 0.0460 | -0.004 | 92 | 1.78 | 1.85 | -0.98 | 0.0460 | -0.004 | ||||
| 0 | 0.0100 | 2 | 52.7% | 0.01 | 0.0234 | -0.004 | 93 | 2.78 | 2.84 | -0.99 | 0.0234 | -0.004 | ||||
| 0 | 0.0100 | 68.3% | 0.01 | 0.0146 | -0.004 | 94 | 3.75 | 3.85 | -0.99 | 0.0146 | -0.004 | |||||
| 0 | 0.0100 | 83.4% | 0.01 | 0.0100 | -0.004 | 95 | 4.75 | 4.85 | -0.99 | 0.0100 | -0.004 | |||||
| 0 | 0.0100 | 98.0% | 0.01 | 0.0074 | -0.004 | 96 | 5.75 | 5.85 | -0.99 | 0.0074 | -0.004 | |||||
| 0 | 0.0100 | 112.2% | 0.01 | 0.0058 | -0.004 | 97 | 6.75 | 6.85 | 1 | -0.99 | 0.0058 | -0.004 | ||||
| 0 | 0.0100 | 126.1% | 0.00 | 0.0046 | -0.004 | 98 | 7.75 | 7.85 | 1 | -1.00 | 0.0046 | -0.004 | ||||
| 0 | 0.0100 | 139.7% | 0.00 | 0.0038 | -0.004 | 99 | 8.75 | 8.85 | -1.00 | 0.0038 | -0.004 | |||||
| 0 | 0.0100 | 153.0% | 0.00 | 0.0032 | -0.004 | 100 | 9.75 | 9.85 | -1.00 | 0.0032 | -0.004 | |||||
| 0 | 0.0100 | 166.1% | 0.00 | 0.0027 | -0.004 | 101 | 10.75 | 10.85 | -1.00 | 0.0027 | -0.004 | |||||
| 0 | 0.0100 | 178.9% | 0.00 | 0.0023 | -0.004 | 102 | 11.75 | 11.85 | -1.00 | 0.0023 | -0.004 | |||||
| 0 | 0.0100 | 191.5% | 0.00 | 0.0020 | -0.004 | 103 | 12.75 | 12.85 | -1.00 | 0.0020 | -0.004 | |||||
| 0 | 0.0100 | 203.9% | 0.00 | 0.0018 | -0.003 | 104 | 13.75 | 13.90 | 219.3% | -1.00 | 0.0018 | -0.003 | ||||
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 19, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs