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 ±1.6% (88.69–91.66) · ATM IV 7.5% · P/C open interest 25.01
| 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 | 1.00 | 0.0020 | 0.000 | 80 | 0 | 0.0100 | 17.3% | -0.01 | 0.0043 | -0.002 | |||||
| 9.25 | 9.35 | 1.00 | 0.0026 | 0.000 | 81 | 0 | 0.0100 | 15.7% | -0.01 | 0.0055 | -0.002 | |||||
| 8.25 | 8.35 | 1.00 | 0.0034 | 0.000 | 82 | 0 | 0.0200 | 15.2% | -0.01 | 0.0071 | -0.002 | |||||
| 7.25 | 7.35 | 1.00 | 0.0047 | 0.000 | 83 | 0.0100 | 0.0200 | 4 | 14.2% | -0.01 | 0.0095 | -0.002 | ||||
| 6.75 | 6.85 | 15.0% | 0.99 | 0.0056 | 0.000 | 83.5 | 0.0100 | 0.0200 | 13.3% | -0.01 | 0.0112 | -0.002 | ||||
| 6.25 | 6.40 | 13.9% | 0.99 | 0.0068 | -0.000 | 84 | 0.0100 | 0.0200 | 12.4% | -0.02 | 0.0134 | -0.002 | ||||
| 5.75 | 5.90 | 12.8% | 0.99 | 0.0086 | -0.000 | 84.5 | 0.0100 | 0.0300 | 12.0% | -0.02 | 0.0162 | -0.002 | ||||
| 5.25 | 5.40 | 11.8% | 0.99 | 0.0111 | -0.001 | 85 | 0.0100 | 0.0300 | 1 | 11.1% | -0.02 | 0.0201 | -0.003 | |||
| 4.75 | 4.90 | 10.7% | 0.99 | 0.0146 | -0.001 | 85.5 | 0.0200 | 0.0300 | 1 | 10.5% | -0.03 | 0.0255 | -0.003 | |||
| 4.25 | 4.40 | 5 | 9.6% | 0.98 | 0.0204 | -0.001 | 86 | 0.0200 | 0.0400 | 9.8% | -0.04 | 0.0332 | -0.004 | |||
| 3.75 | 3.90 | 8.6% | 0.98 | 0.0292 | -0.002 | 86.5 | 0.0300 | 0.0500 | 5 | 9.3% | -0.05 | 0.0443 | -0.004 | |||
| 3.30 | 3.40 | 9.4% | 0.97 | 0.0434 | -0.003 | 87 | 0.0500 | 0.0700 | 2 | 8.9% | -0.06 | 0.0606 | -0.005 | |||
| 2.81 | 2.88 | 8.0% | 0.95 | 0.0655 | -0.005 | 87.5 | 0.0800 | 0.0900 | 152 | 8.5% | -0.09 | 0.0833 | -0.006 | |||
| 2.35 | 2.41 | 8.1% | 0.91 | 0.0976 | -0.007 | 88 | 0.1200 | 0.1400 | 8.2% | -0.13 | 0.1131 | -0.008 | ||||
| 1.89 | 1.95 | 4 | 7.8% | 0.86 | 0.1386 | -0.009 | 88.5 | 0.1900 | 0.2100 | 6,971 | 8.0% | -0.19 | 0.1484 | -0.010 | ||
| 1.48 | 1.52 | 8 | 7.7% | 0.78 | 0.1830 | -0.012 | 89 | 0.3000 | 0.3200 | 5 | 9 | 7.8% | -0.27 | 0.1851 | -0.012 | |
| 1.11 | 1.14 | 7.6% | 0.69 | 0.2216 | -0.014 | 89.5 | 0.4500 | 0.4700 | 38 | 7.6% | -0.37 | 0.2163 | -0.014 | |||
| 0.8000 | 0.8300 | 270 | 7.5% | 0.57 | 0.2423 | -0.015 | 90 | 0.6500 | 0.6800 | 3 | 10 | 7.5% | -0.48 | 0.2327 | -0.015 | |
| 0.5600 | 0.5800 | 26 | 7.6% | 0.45 | 0.2373 | -0.015 | 90.5 | 0.9300 | 0.9600 | 7.5% | -0.60 | 0.2270 | -0.015 | |||
| 0.3800 | 0.4100 | 24 | 7.8% | 0.34 | 0.2108 | -0.014 | 91 | 1.27 | 1.31 | 3 | 7.7% | -0.70 | 0.2017 | -0.013 | ||
| 0.2600 | 0.2800 | 1 | 7.9% | 0.25 | 0.1750 | -0.012 | 91.5 | 1.64 | 1.70 | 7.9% | -0.79 | 0.1666 | -0.011 | |||
| 0.1700 | 0.1900 | 20 | 8.1% | 0.18 | 0.1386 | -0.010 | 92 | 2.06 | 2.12 | 1,983 | 7.9% | -0.85 | 0.1299 | -0.009 | ||
| 0.1100 | 0.1200 | 8.3% | 0.13 | 0.1058 | -0.008 | 92.5 | 2.51 | 2.58 | 8.2% | -0.90 | 0.0966 | -0.007 | ||||
| 0.0700 | 0.0800 | 1 | 8.6% | 0.09 | 0.0789 | -0.006 | 93 | 2.98 | 3.10 | 9.2% | -0.93 | 0.0693 | -0.005 | |||
| 0.0500 | 0.0600 | 8 | 8.9% | 0.06 | 0.0586 | -0.005 | 93.5 | 3.45 | 3.55 | 8.8% | -0.96 | 0.0491 | -0.004 | |||
| 0.0300 | 0.0400 | 9.0% | 0.05 | 0.0436 | -0.004 | 94 | 3.95 | 4.05 | 9.8% | -0.97 | 0.0350 | -0.003 | ||||
| 0.0200 | 0.0400 | 9.7% | 0.03 | 0.0330 | -0.003 | 94.5 | 4.45 | 4.55 | 10.8% | -0.98 | 0.0255 | -0.002 | ||||
| 0.0100 | 0.0300 | 9.9% | 0.03 | 0.0255 | -0.003 | 95 | 4.95 | 5.05 | 11.8% | -0.98 | 0.0192 | -0.001 | ||||
| 0.0100 | 0.0200 | 11.1% | 0.02 | 0.0163 | -0.002 | 96 | 5.95 | 6.05 | 11.7% | -0.99 | 0.0117 | -0.001 | ||||
| 0.0100 | 0.0200 | 12.6% | 0.01 | 0.0113 | -0.002 | 97 | 6.90 | 7.05 | 13.5% | -0.99 | 0.0078 | -0.000 | ||||
| 0 | 0.0100 | 12.4% | 0.01 | 0.0083 | -0.002 | 98 | 7.90 | 8.05 | 15.2% | -0.99 | 0.0057 | 0.000 | ||||
| 0 | 0.0100 | 13.7% | 0.01 | 0.0064 | -0.001 | 99 | 8.90 | 9.05 | 17.0% | -1.00 | 0.0044 | 0.000 | ||||
| 0 | 0.0100 | 15.0% | 0.01 | 0.0052 | -0.001 | 100 | 9.90 | 10.05 | 18.8% | -1.00 | 0.0035 | 0.000 | ||||
| 0 | 0.0100 | 16.3% | 0.01 | 0.0042 | -0.001 | 101 | 10.90 | 11.05 | 20.5% | -1.00 | 0.0028 | 0.000 | ||||
| 0 | 0.0100 | 21.2% | 0.00 | 0.0023 | -0.001 | 105 | 14.90 | 15.00 | 21.2% | -1.00 | 0.0015 | 0.000 | ||||
| 0 | 0.0100 | 26.9% | 0.00 | 0.0013 | -0.001 | 110 | 19.90 | 20.00 | 30.9% | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.0100 | 32.3% | 0.00 | 0.0008 | -0.001 | 115 | 24.90 | 25.00 | 39.1% | -1.00 | 0.0005 | 0.000 | ||||
| 0 | 0.0100 | 37.3% | 0.00 | 0.0005 | -0.001 | 120 | 29.90 | 30.00 | 46.7% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 0.0100 | 42.1% | 0.00 | 0.0004 | -0.001 | 125 | 34.85 | 35.00 | 48.4% | -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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs