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 ±0.9% (89.34–91.00) · ATM IV 7.0% · P/C open interest 0.03
| 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 | |
| 14.35 | 18.40 | 67.5% | 1.00 | 0.0006 | 0.000 | 74 | 0 | 0.0100 | 45.4% | -0.00 | 0.0006 | -0.001 | ||||
| 15.20 | 15.30 | 1.00 | 0.0007 | 0.000 | 75 | 0 | 0.0100 | 42.6% | -0.00 | 0.0007 | -0.001 | |||||
| 14.20 | 14.30 | 1.00 | 0.0008 | 0.000 | 76 | 0 | 0.0100 | 39.8% | -0.00 | 0.0008 | -0.001 | |||||
| 13.20 | 13.30 | 1.00 | 0.0010 | 0.000 | 77 | 0 | 0.0100 | 37.1% | -0.00 | 0.0010 | -0.001 | |||||
| 12.20 | 12.30 | 33.2% | 1.00 | 0.0012 | 0.000 | 78 | 0 | 0.0100 | 34.4% | -0.00 | 0.0012 | -0.001 | ||||
| 11.20 | 11.35 | 29.5% | 1.00 | 0.0015 | 0.000 | 79 | 0 | 0.0100 | 31.6% | -0.00 | 0.0015 | -0.001 | ||||
| 10.20 | 10.35 | 25.5% | 1.00 | 0.0018 | 0.000 | 80 | 0 | 0.0100 | 28.9% | -0.00 | 0.0018 | -0.001 | ||||
| 9.20 | 9.35 | 20.2% | 1.00 | 0.0023 | -0.000 | 81 | 0 | 0.0100 | 26.2% | -0.00 | 0.0023 | -0.001 | ||||
| 8.25 | 8.35 | 28.6% | 1.00 | 0.0030 | -0.000 | 82 | 0 | 0.0100 | 23.6% | -0.00 | 0.0030 | -0.001 | ||||
| 7.25 | 7.35 | 25.3% | 1.00 | 0.0039 | -0.001 | 83 | 0 | 0.0100 | 20.9% | -0.00 | 0.0039 | -0.001 | ||||
| 6.25 | 6.35 | 22.1% | 1.00 | 0.0052 | -0.001 | 84 | 0 | 0.0100 | 18.2% | -0.00 | 0.0052 | -0.001 | ||||
| 5.25 | 5.35 | 18.8% | 0.99 | 0.0075 | -0.001 | 85 | 0 | 0.0100 | 1 | 15.5% | -0.01 | 0.0075 | -0.002 | |||
| 4.25 | 4.35 | 2 | 15.5% | 0.99 | 0.0117 | -0.001 | 86 | 0 | 0.0100 | 12.8% | -0.01 | 0.0117 | -0.002 | |||
| 3.25 | 3.35 | 12.2% | 0.99 | 0.0218 | -0.002 | 87 | 0 | 0.0100 | 10.1% | -0.01 | 0.0218 | -0.002 | ||||
| 2.25 | 2.34 | 9.7% | 0.97 | 0.0548 | -0.004 | 88 | 0.0100 | 0.0200 | 8.7% | -0.03 | 0.0554 | -0.004 | ||||
| 1.31 | 1.37 | 3 | 7.4% | 0.89 | 0.1777 | -0.010 | 89 | 0.0500 | 0.0600 | 7.3% | -0.11 | 0.1810 | -0.011 | |||
| 0.5400 | 0.5600 | 100 | 7.0% | 0.61 | 0.3805 | -0.021 | 90 | 0.2700 | 0.2900 | 2 | 7.0% | -0.40 | 0.3963 | -0.022 | ||
| 0.1400 | 0.1600 | 7.3% | 0.25 | 0.3047 | -0.018 | 91 | 0.8800 | 0.9200 | 7.2% | -0.79 | 0.3478 | -0.020 | ||||
| 0.0300 | 0.0400 | 1 | 8.0% | 0.08 | 0.1208 | -0.009 | 92 | 1.78 | 1.85 | 0.9% | -0.98 | 0.1008 | -0.012 | |||
| 0.0100 | 0.0200 | 1 | 9.7% | 0.03 | 0.0451 | -0.004 | 93 | 2.78 | 2.85 | 3.1% | -1.00 | 0.0053 | -0.011 | |||
| 0 | 0.0100 | 10.8% | 0.01 | 0.0205 | -0.003 | 94 | 3.75 | 3.85 | -1.00 | 0.0003 | -0.011 | |||||
| 0 | 0.0100 | 13.2% | 0.01 | 0.0116 | -0.002 | 95 | 4.75 | 4.85 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.0100 | 15.6% | 0.01 | 0.0076 | -0.002 | 96 | 5.75 | 5.85 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.0100 | 17.9% | 0.00 | 0.0055 | -0.002 | 97 | 6.75 | 6.85 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.0100 | 20.2% | 0.00 | 0.0042 | -0.001 | 98 | 7.75 | 7.85 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.0100 | 22.4% | 0.00 | 0.0033 | -0.001 | 99 | 8.75 | 8.85 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.0100 | 24.6% | 0.00 | 0.0027 | -0.001 | 100 | 9.75 | 9.85 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.0100 | 26.7% | 0.00 | 0.0022 | -0.001 | 101 | 10.75 | 10.85 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.0100 | 28.8% | 0.00 | 0.0019 | -0.001 | 102 | 11.75 | 11.85 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.0100 | 30.8% | 0.00 | 0.0016 | -0.001 | 103 | 12.75 | 12.85 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.0100 | 32.8% | 0.00 | 0.0014 | -0.001 | 104 | 13.75 | 13.85 | -1.00 | 0.0000 | -0.011 | |||||
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 28, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs