IEF option chain iShares 7-10 Year Treasury Bond ETF

Expiration 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 ±1.2% (89.06–91.28) · ATM IV 6.7% · P/C open interest —

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	14.35			31.9%	0.99	0.0032	-0.002	76	0	0.0400			36.9%	-0.01	0.0039	-0.005
13.25	13.35			28.1%	0.99	0.0037	-0.003	77	0	0.0400			34.3%	-0.01	0.0045	-0.005
12.25	12.35			22.7%	0.99	0.0043	-0.003	78	0	0.0400			31.8%	-0.01	0.0053	-0.006
11.25	11.35				0.99	0.0051	-0.003	79	0	0.0400			29.3%	-0.01	0.0063	-0.006
10.25	10.35				0.99	0.0060	-0.003	80	0	0.0400			26.8%	-0.01	0.0075	-0.006
9.25	9.35				0.99	0.0073	-0.004	81	0	0.0400			24.3%	-0.02	0.0092	-0.006
8.25	8.35				0.99	0.0090	-0.004	82	0	0.0400			21.9%	-0.02	0.0113	-0.006
7.25	7.35				0.98	0.0112	-0.004	83	0	0.0400			19.4%	-0.02	0.0143	-0.006
6.25	6.40			17.3%	0.98	0.0144	-0.004	84	0	0.0500			17.5%	-0.03	0.0187	-0.006
5.25	5.40			14.6%	0.98	0.0193	-0.004	85	0	0.0500			14.9%	-0.03	0.0254	-0.007
4.25	4.40			11.9%	0.97	0.0271	-0.004	86	0	0.0500			12.3%	-0.04	0.0365	-0.007
3.30	3.40			11.4%	0.96	0.0421	-0.005	87	0	0.0600			10.0%	-0.06	0.0575	-0.007
2.31	2.38			8.2%	0.94	0.0765	-0.006	88	0.0200	0.0900			8.3%	-0.09	0.1060	-0.008
1.38	1.43			7.1%	0.87	0.1793	-0.009	89	0.1200	0.1500			6.9%	-0.20	0.2275	-0.012
0.6200	0.6600			6.7%	0.61	0.3268	-0.017	90	0.4500	0.4900			6.7%	-0.49	0.3310	-0.017
0.2100	0.2500	1		7.2%	0.29	0.2827	-0.015	91	1.11	1.17			7.1%	-0.78	0.2375	-0.013
0.0400	0.1000			7.8%	0.12	0.1412	-0.010	92	2.00	2.06			7.8%	-0.92	0.1095	-0.007
0.0100	0.0700			9.5%	0.06	0.0733	-0.008	93	2.97	3.05			9.9%	-0.95	0.0580	-0.006
0	0.0500			11.2%	0.05	0.0452	-0.007	94	3.95	4.05			11.9%	-0.96	0.0372	-0.005
0	0.0500			13.6%	0.04	0.0313	-0.007	95	4.95	5.05			14.4%	-0.97	0.0266	-0.005
0	0.0500			15.8%	0.03	0.0231	-0.006	96	5.90	6.05			13.5%	-0.97	0.0202	-0.005
0	0.0500			18.1%	0.03	0.0180	-0.006	97	6.90	7.05			15.9%	-0.98	0.0160	-0.005
0	0.0400			19.6%	0.02	0.0144	-0.006	98	7.90	8.05			18.2%	-0.98	0.0130	-0.005
0	0.0400			21.6%	0.02	0.0120	-0.006	99	8.90	9.05			20.5%	-0.98	0.0109	-0.004
0	0.0400			23.6%	0.02	0.0101	-0.006	100	9.90	10.00				-0.98	0.0092	-0.004
0	0.0400			25.6%	0.02	0.0086	-0.006	101	10.90	11.00				-0.98	0.0080	-0.004
0	0.0400			27.5%	0.01	0.0074	-0.006	102	11.90	12.00				-0.99	0.0070	-0.004
0	0.0400			29.3%	0.01	0.0066	-0.006	103	12.90	13.00				-0.99	0.0062	-0.004
0	0.0400			31.2%	0.01	0.0058	-0.006	104	13.90	14.00				-0.99	0.0055	-0.004
0	0.0400			33.0%	0.01	0.0052	-0.006	105	14.90	15.00				-0.99	0.0049	-0.004

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 — Nov 02, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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IEF option chain iShares 7-10 Year Treasury Bond ETF

Volatility smile — Nov 02, 2026

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