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 ±1.4% (88.88–91.47) · ATM IV 7.5% · P/C open interest 0.16
| 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 | 20.3% | 1.00 | 0.0018 | 0.000 | 80 | 0 | 0.0100 | 6 | 20.2% | -0.00 | 0.0034 | -0.002 | |||
| 9.25 | 9.35 | 15.2% | 1.00 | 0.0023 | 0.000 | 81 | 0 | 0.0100 | 18.3% | -0.01 | 0.0043 | -0.002 | ||||
| 8.25 | 8.35 | 1.00 | 0.0030 | 0.000 | 82 | 0 | 0.0100 | 16.4% | -0.01 | 0.0056 | -0.002 | |||||
| 7.25 | 7.35 | 1.00 | 0.0040 | 0.000 | 83 | 0 | 0.0100 | 2 | 14.5% | -0.01 | 0.0076 | -0.002 | ||||
| 6.25 | 6.35 | 16.8% | 0.99 | 0.0057 | -0.000 | 84 | 0 | 0.0200 | 12 | 13.6% | -0.01 | 0.0108 | -0.002 | |||
| 5.75 | 5.90 | 15.5% | 0.99 | 0.0070 | -0.000 | 84.5 | 0.0100 | 0.0200 | 360 | 13.4% | -0.01 | 0.0132 | -0.002 | |||
| 5.25 | 5.40 | 14.3% | 0.99 | 0.0089 | -0.001 | 85 | 0.0100 | 0.0200 | 360 | 12.3% | -0.02 | 0.0164 | -0.003 | |||
| 4.75 | 4.90 | 13.1% | 0.99 | 0.0115 | -0.001 | 85.5 | 0.0100 | 0.0200 | 10 | 11.2% | -0.02 | 0.0210 | -0.003 | |||
| 4.25 | 4.40 | 22 | 11.8% | 0.99 | 0.0155 | -0.001 | 86 | 0.0100 | 0.0300 | 13 | 10.6% | -0.03 | 0.0277 | -0.003 | ||
| 3.75 | 3.90 | 10.6% | 0.98 | 0.0220 | -0.002 | 86.5 | 0.0200 | 0.0300 | 22 | 9.8% | -0.03 | 0.0374 | -0.004 | |||
| 3.25 | 3.40 | 72 | 13 | 9.3% | 0.98 | 0.0325 | -0.002 | 87 | 0.0300 | 0.0400 | 1 | 9.2% | -0.05 | 0.0525 | -0.005 | |
| 2.80 | 2.87 | 8.8% | 0.96 | 0.0504 | -0.004 | 87.5 | 0.0400 | 0.0600 | 11 | 8.6% | -0.07 | 0.0761 | -0.006 | |||
| 2.30 | 2.38 | 12 | 8.8% | 0.94 | 0.0802 | -0.005 | 88 | 0.0800 | 0.0900 | 185 | 8.3% | -0.10 | 0.1105 | -0.008 | ||
| 1.86 | 1.91 | 6 | 8.1% | 0.90 | 0.1258 | -0.008 | 88.5 | 0.1300 | 0.1500 | 24 | 7.9% | -0.16 | 0.1562 | -0.011 | ||
| 1.42 | 1.46 | 14 | 7.7% | 0.82 | 0.1842 | -0.012 | 89 | 0.2200 | 0.2400 | 22 | 7.7% | -0.25 | 0.2064 | -0.014 | ||
| 1.03 | 1.05 | 3,566 | 7.4% | 0.72 | 0.2429 | -0.015 | 89.5 | 0.3700 | 0.3900 | 1 | 103 | 7.5% | -0.36 | 0.2492 | -0.016 | |
| 0.7000 | 0.7200 | 72 | 1,385 | 7.4% | 0.59 | 0.2820 | -0.018 | 90 | 0.5800 | 0.6000 | 30 | 7.5% | -0.49 | 0.2687 | -0.017 | |
| 0.4500 | 0.4800 | 106 | 90 | 7.5% | 0.45 | 0.2825 | -0.018 | 90.5 | 0.8600 | 0.8900 | 7.6% | -0.62 | 0.2550 | -0.016 | ||
| 0.2800 | 0.3000 | 87 | 7.8% | 0.32 | 0.2468 | -0.016 | 91 | 1.21 | 1.24 | 11 | 9 | 7.7% | -0.73 | 0.2156 | -0.014 | |
| 0.1700 | 0.1900 | 171 | 7.9% | 0.21 | 0.1944 | -0.013 | 91.5 | 1.59 | 1.65 | 7.8% | -0.82 | 0.1668 | -0.011 | |||
| 0.1000 | 0.1100 | 976 | 8.2% | 0.14 | 0.1421 | -0.010 | 92 | 2.03 | 2.09 | 12 | 7.8% | -0.88 | 0.1209 | -0.009 | ||
| 0.0600 | 0.0700 | 167 | 8.4% | 0.09 | 0.0994 | -0.008 | 92.5 | 2.50 | 2.57 | 8.5% | -0.93 | 0.0843 | -0.006 | |||
| 0.0400 | 0.0500 | 691 | 9.0% | 0.06 | 0.0686 | -0.006 | 93 | 2.98 | 3.05 | 11 | 1 | 9.0% | -0.95 | 0.0583 | -0.004 | |
| 0.0200 | 0.0400 | 9.4% | 0.04 | 0.0480 | -0.004 | 93.5 | 3.45 | 3.55 | 9.3% | -0.97 | 0.0408 | -0.003 | ||||
| 0.0100 | 0.0300 | 9.8% | 0.03 | 0.0344 | -0.004 | 94 | 3.95 | 4.05 | 10.4% | -0.98 | 0.0294 | -0.003 | ||||
| 0.0100 | 0.0200 | 66 | 10.3% | 0.02 | 0.0256 | -0.003 | 94.5 | 4.45 | 4.55 | 11.5% | -0.98 | 0.0217 | -0.002 | |||
| 0.0100 | 0.0200 | 33 | 11.3% | 0.02 | 0.0194 | -0.003 | 95 | 4.95 | 5.05 | 12.6% | -0.99 | 0.0165 | -0.001 | |||
| 0.0100 | 0.0200 | 33 | 12.2% | 0.01 | 0.0151 | -0.002 | 95.5 | 5.45 | 5.55 | 13.7% | -0.99 | 0.0128 | -0.001 | |||
| 0 | 0.0200 | 132 | 12.5% | 0.01 | 0.0120 | -0.002 | 96 | 5.90 | 6.05 | 10.4% | -0.99 | 0.0103 | -0.001 | |||
| 0 | 0.0100 | 33 | 13.1% | 0.01 | 0.0082 | -0.002 | 97 | 6.90 | 7.05 | 12.9% | -0.99 | 0.0070 | -0.000 | |||
| 0 | 0.0100 | 33 | 14.7% | 0.01 | 0.0059 | -0.001 | 98 | 7.90 | 8.05 | 15.1% | -0.99 | 0.0051 | 0.000 | |||
| 0 | 0.0100 | 16.3% | 0.01 | 0.0045 | -0.001 | 99 | 8.90 | 9.05 | 17.3% | -1.00 | 0.0039 | 0.000 | ||||
| 0 | 0.0100 | 33 | 17.8% | 0.00 | 0.0036 | -0.001 | 100 | 9.90 | 10.05 | 19.4% | -1.00 | 0.0031 | 0.000 | |||
| 0 | 0.0100 | 19.3% | 0.00 | 0.0029 | -0.001 | 101 | 10.90 | 11.05 | 21.4% | -1.00 | 0.0025 | 0.000 | ||||
| 0 | 0.0100 | 20.8% | 0.00 | 0.0024 | -0.001 | 102 | 11.90 | 12.05 | 23.4% | -1.00 | 0.0021 | 0.000 | ||||
| 0 | 0.0100 | 22.2% | 0.00 | 0.0020 | -0.001 | 103 | 12.90 | 13.05 | 25.4% | -1.00 | 0.0018 | 0.000 | ||||
| 0 | 0.0100 | 25.1% | 0.00 | 0.0015 | -0.001 | 105 | 14.90 | 15.00 | -1.00 | 0.0013 | 0.000 | |||||
| 0 | 0.0100 | 31.8% | 0.00 | 0.0008 | -0.001 | 110 | 19.90 | 20.00 | 29.9% | -1.00 | 0.0007 | 0.000 | ||||
| 0 | 0.0100 | 38.1% | 0.00 | 0.0005 | -0.001 | 115 | 24.90 | 25.00 | 41.8% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.0100 | 44.0% | 0.00 | 0.0003 | -0.001 | 120 | 29.90 | 30.00 | 51.2% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 0.0100 | 49.6% | 0.00 | 0.0002 | -0.000 | 125 | 34.85 | 35.00 | 49.9% | -1.00 | 0.0002 | 0.000 | ||||
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 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs