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 ±1.1% (89.20–91.14) · ATM IV 7.3% · P/C open interest 1.83
| 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 | |
| 10.25 | 10.35 | 15 | 1.00 | 0.0019 | 0.000 | 80 | 0 | 0.0100 | 29 | 26.3% | -0.00 | 0.0019 | -0.001 | |||
| 9.25 | 9.35 | 1.00 | 0.0024 | 0.000 | 81 | 0 | 0.0100 | 23.9% | -0.00 | 0.0024 | -0.001 | |||||
| 8.25 | 8.35 | 1.00 | 0.0031 | -0.000 | 82 | 0 | 0.0100 | 21.4% | -0.00 | 0.0031 | -0.001 | |||||
| 7.25 | 7.35 | 1.00 | 0.0041 | -0.000 | 83 | 0 | 0.0100 | 19.0% | -0.00 | 0.0042 | -0.001 | |||||
| 6.25 | 6.40 | 14.4% | 0.99 | 0.0057 | -0.001 | 84 | 0 | 0.0100 | 15 | 16.6% | -0.01 | 0.0058 | -0.001 | |||
| 5.25 | 5.40 | 1 | 0.99 | 0.0086 | -0.001 | 85 | 0 | 0.0100 | 20 | 14.2% | -0.01 | 0.0087 | -0.002 | |||
| 4.30 | 4.40 | 30 | 14.5% | 0.99 | 0.0142 | -0.002 | 86 | 0 | 0.0100 | 41 | 11.7% | -0.01 | 0.0145 | -0.002 | ||
| 3.80 | 3.90 | 13.0% | 0.99 | 0.0194 | -0.002 | 86.5 | 0 | 0.0200 | 3,030 | 11.5% | -0.01 | 0.0198 | -0.002 | |||
| 3.30 | 3.40 | 1 | 11.5% | 0.98 | 0.0277 | -0.003 | 87 | 0.0100 | 0.0200 | 1,290 | 10.8% | -0.02 | 0.0283 | -0.003 | ||
| 2.81 | 2.88 | 9.5% | 0.97 | 0.0417 | -0.004 | 87.5 | 0.0100 | 0.0200 | 222 | 9.4% | -0.03 | 0.0432 | -0.004 | |||
| 2.33 | 2.39 | 13 | 9.1% | 0.96 | 0.0662 | -0.005 | 88 | 0.0200 | 0.0300 | 6,018 | 8.7% | -0.04 | 0.0690 | -0.005 | ||
| 1.84 | 1.90 | 324 | 7.9% | 0.93 | 0.1090 | -0.007 | 88.5 | 0.0400 | 0.0500 | 1 | 59.0K | 8.2% | -0.08 | 0.1140 | -0.008 | |
| 1.39 | 1.44 | 12.8K | 7.7% | 0.87 | 0.1772 | -0.011 | 89 | 0.0800 | 0.0900 | 17.9K | 7.7% | -0.14 | 0.1863 | -0.012 | ||
| 0.9700 | 1.01 | 136 | 7.4% | 0.76 | 0.2624 | -0.016 | 89.5 | 0.1600 | 0.1800 | 1 | 110 | 7.4% | -0.25 | 0.2766 | -0.017 | |
| 0.6300 | 0.6500 | 10 | 1,431 | 7.3% | 0.62 | 0.3298 | -0.020 | 90 | 0.3200 | 0.3400 | 1,138 | 7.3% | -0.41 | 0.3494 | -0.021 | |
| 0.3700 | 0.3900 | 200 | 477 | 7.2% | 0.45 | 0.3403 | -0.021 | 90.5 | 0.5700 | 0.5900 | 1,297 | 7.2% | -0.59 | 0.3657 | -0.022 | |
| 0.2000 | 0.2200 | 30.4K | 7.5% | 0.29 | 0.2888 | -0.018 | 91 | 0.9100 | 0.9400 | 35 | 7.3% | -0.75 | 0.3216 | -0.020 | ||
| 0.1000 | 0.1200 | 34 | 7.6% | 0.18 | 0.2101 | -0.014 | 91.5 | 1.32 | 1.37 | 1 | 7.2% | -0.88 | 0.2494 | -0.017 | ||
| 0.0500 | 0.0700 | 121 | 8.1% | 0.10 | 0.1387 | -0.010 | 92 | 1.78 | 1.85 | 2 | 4.2% | -0.96 | 0.1409 | -0.013 | ||
| 0.0300 | 0.0400 | 321 | 8.6% | 0.06 | 0.0882 | -0.007 | 92.5 | 2.28 | 2.35 | -0.99 | 0.0446 | -0.010 | ||||
| 0.0100 | 0.0300 | 82 | 9.1% | 0.04 | 0.0566 | -0.005 | 93 | 2.78 | 2.84 | -1.00 | 0.0093 | -0.010 | ||||
| 0.0100 | 0.0200 | 469 | 10.0% | 0.03 | 0.0378 | -0.004 | 93.5 | 3.25 | 3.35 | -1.00 | 0.0014 | -0.010 | ||||
| 0.0100 | 0.0200 | 1,752 | 11.3% | 0.02 | 0.0262 | -0.003 | 94 | 3.75 | 3.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0200 | 109 | 11.8% | 0.01 | 0.0189 | -0.003 | 94.5 | 4.25 | 4.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 591 | 11.9% | 0.01 | 0.0143 | -0.002 | 95 | 4.75 | 4.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 2 | 13.0% | 0.01 | 0.0112 | -0.002 | 95.5 | 5.25 | 5.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 264 | 14.1% | 0.01 | 0.0090 | -0.002 | 96 | 5.75 | 5.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 33 | 15.1% | 0.01 | 0.0074 | -0.002 | 96.5 | 6.25 | 6.35 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 16.2% | 0.01 | 0.0063 | -0.002 | 97 | 6.75 | 6.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 17.2% | 0.01 | 0.0054 | -0.001 | 97.5 | 7.25 | 7.35 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 33 | 18.2% | 0.00 | 0.0047 | -0.001 | 98 | 7.75 | 7.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 20.2% | 0.00 | 0.0037 | -0.001 | 99 | 8.75 | 8.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 22.1% | 0.00 | 0.0030 | -0.001 | 100 | 9.75 | 9.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 24.1% | 0.00 | 0.0024 | -0.001 | 101 | 10.75 | 10.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 26.0% | 0.00 | 0.0020 | -0.001 | 102 | 11.75 | 11.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 27.8% | 0.00 | 0.0017 | -0.001 | 103 | 12.75 | 12.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 31.4% | 0.00 | 0.0013 | -0.001 | 105 | 14.75 | 14.90 | 42.3% | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 40.0% | 0.00 | 0.0007 | -0.001 | 110 | 19.75 | 19.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 48.0% | 0.00 | 0.0004 | -0.001 | 115 | 24.75 | 24.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 55.6% | 0.00 | 0.0003 | -0.001 | 120 | 29.75 | 29.85 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 62.7% | 0.00 | 0.0002 | -0.001 | 125 | 34.75 | 34.85 | -1.00 | 0.0000 | -0.010 | |||||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs