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 ±0.5% (89.74–90.61) · ATM IV 7.1% · P/C open interest 7.57
| 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 | |
| 14.25 | 18.35 | 133.9% | 1.00 | 0.0008 | -0.001 | 74 | 0 | 0.0100 | 91.8% | -0.00 | 0.0008 | -0.002 | ||||
| 13.25 | 17.35 | 126.1% | 1.00 | 0.0009 | -0.001 | 75 | 0 | 0.0100 | 86.2% | -0.00 | 0.0009 | -0.003 | ||||
| 12.25 | 16.35 | 118.4% | 1.00 | 0.0011 | -0.001 | 76 | 0 | 0.0100 | 80.5% | -0.00 | 0.0011 | -0.003 | ||||
| 11.25 | 15.35 | 110.7% | 1.00 | 0.0013 | -0.001 | 77 | 0 | 0.0100 | 74.9% | -0.00 | 0.0013 | -0.003 | ||||
| 10.25 | 14.35 | 103.1% | 1.00 | 0.0016 | -0.002 | 78 | 0 | 0.0100 | 69.4% | -0.00 | 0.0016 | -0.003 | ||||
| 9.25 | 13.35 | 95.5% | 1.00 | 0.0019 | -0.002 | 79 | 0 | 0.0100 | 63.8% | -0.00 | 0.0019 | -0.003 | ||||
| 10.00 | 11.45 | 131.1% | 1.00 | 0.0023 | -0.002 | 80 | 0 | 0.0100 | 58.4% | -0.00 | 0.0023 | -0.003 | ||||
| 9.05 | 10.20 | 1 | 113.8% | 1.00 | 0.0028 | -0.002 | 81 | 0 | 0.0100 | 52.9% | -0.00 | 0.0028 | -0.004 | |||
| 8.05 | 8.40 | 1 | 56.1% | 1.00 | 0.0036 | -0.003 | 82 | 0 | 0.0100 | 47.4% | -0.00 | 0.0036 | -0.004 | |||
| 7.15 | 7.25 | 1.00 | 0.0046 | -0.003 | 83 | 0 | 0.0100 | 42.0% | -0.00 | 0.0046 | -0.004 | |||||
| 6.15 | 6.25 | 0.99 | 0.0061 | -0.003 | 84 | 0 | 0.0100 | 36.5% | -0.01 | 0.0061 | -0.004 | |||||
| 5.15 | 5.25 | 0.99 | 0.0084 | -0.004 | 85 | 0 | 0.0100 | 177 | 31.1% | -0.01 | 0.0084 | -0.004 | ||||
| 4.15 | 4.25 | 2 | 0.99 | 0.0123 | -0.004 | 86 | 0 | 0.0100 | 133 | 25.6% | -0.01 | 0.0123 | -0.004 | |||
| 3.15 | 3.25 | 0.99 | 0.0195 | -0.004 | 87 | 0 | 0.0100 | 128 | 20.1% | -0.01 | 0.0195 | -0.005 | ||||
| 2.19 | 2.24 | 1 | 16.8% | 0.99 | 0.0358 | -0.004 | 88 | 0 | 0.0100 | 14.4% | -0.01 | 0.0358 | -0.005 | |||
| 1.19 | 1.25 | 3 | 10.1% | 0.97 | 0.0955 | -0.005 | 89 | 0 | 0.0100 | 1,336 | 8.6% | -0.03 | 0.0956 | -0.005 | ||
| 0.3100 | 0.3300 | 26 | 7.1% | 0.66 | 0.7292 | -0.045 | 90 | 0.1100 | 0.1200 | 2 | 113 | 7.1% | -0.34 | 0.7408 | -0.046 | |
| 0.0200 | 0.0300 | 7 | 215 | 8.4% | 0.09 | 0.2769 | -0.018 | 91 | 0.7900 | 0.8500 | 5 | 7.1% | -0.93 | 0.2828 | -0.021 | |
| 0 | 0.0100 | 3 | 11.8% | 0.02 | 0.0532 | -0.005 | 92 | 1.78 | 1.85 | -0.99 | 0.0380 | -0.012 | ||||
| 0 | 0.0100 | 17.2% | 0.01 | 0.0260 | -0.005 | 93 | 2.78 | 2.84 | -0.99 | 0.0184 | -0.012 | |||||
| 0 | 0.0100 | 22.4% | 0.01 | 0.0160 | -0.004 | 94 | 3.75 | 3.85 | -1.00 | 0.0115 | -0.012 | |||||
| 0 | 0.0100 | 27.3% | 0.01 | 0.0110 | -0.004 | 95 | 4.75 | 4.85 | -1.00 | 0.0079 | -0.012 | |||||
| 0 | 0.0100 | 32.1% | 0.01 | 0.0081 | -0.004 | 96 | 5.45 | 5.95 | -1.00 | 0.0058 | -0.012 | |||||
| 0 | 0.0100 | 36.8% | 0.01 | 0.0062 | -0.004 | 97 | 5.45 | 7.90 | -1.00 | 0.0045 | -0.012 | |||||
| 0 | 0.0100 | 41.4% | 0.01 | 0.0050 | -0.004 | 98 | 6.20 | 8.90 | -1.00 | 0.0035 | -0.012 | |||||
| 0 | 0.0100 | 45.9% | 0.00 | 0.0040 | -0.004 | 99 | 7.20 | 9.90 | -1.00 | 0.0029 | -0.012 | |||||
| 0 | 0.0100 | 50.2% | 0.00 | 0.0034 | -0.004 | 100 | 8.20 | 10.90 | -1.00 | 0.0024 | -0.012 | |||||
| 0 | 0.0100 | 54.5% | 0.00 | 0.0028 | -0.004 | 101 | 9.20 | 11.90 | -1.00 | 0.0020 | -0.012 | |||||
| 0 | 0.0100 | 58.8% | 0.00 | 0.0024 | -0.004 | 102 | 10.40 | 13.10 | -1.00 | 0.0017 | -0.012 | |||||
| 0 | 0.0100 | 62.9% | 0.00 | 0.0021 | -0.004 | 103 | 11.40 | 13.90 | -1.00 | 0.0015 | -0.012 | |||||
| 0 | 0.0100 | 67.0% | 0.00 | 0.0018 | -0.003 | 104 | 12.20 | 15.10 | -1.00 | 0.0013 | -0.012 | |||||
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 21, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs