IEF option chain iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · as of 00:35 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 ±2.3% (90.15–94.31) · ATM IV 5.8% · P/C open interest 6.45
| 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 | |
| 9.85 | 13.45 | 17.3% | 0.99 | 0.0051 | 0.000 | 81 | 0.0100 | 0.0400 | 13.1% | -0.01 | 0.0061 | -0.001 | ||||
| 10.05 | 11.10 | 12.9% | 0.99 | 0.0064 | 0.000 | 82 | 0.0100 | 0.0400 | 12.0% | -0.02 | 0.0077 | -0.001 | ||||
| 7.35 | 11.85 | 12.7% | 0.98 | 0.0082 | 0.000 | 83 | 0.0200 | 0.0500 | 11.5% | -0.02 | 0.0098 | -0.001 | ||||
| 6.20 | 10.80 | 0.98 | 0.0107 | 0.000 | 84 | 0.0200 | 0.0500 | 10.4% | -0.02 | 0.0126 | -0.002 | |||||
| 6.50 | 8.40 | 0.98 | 0.0142 | 0.000 | 85 | 0.0300 | 0.0600 | 9.7% | -0.03 | 0.0166 | -0.002 | |||||
| 4.65 | 6.90 | 0.97 | 0.0194 | 0.000 | 86 | 0.0400 | 0.0700 | 8.9% | -0.04 | 0.0224 | -0.002 | |||||
| 5.35 | 5.75 | 0.96 | 0.0273 | 0.000 | 87 | 0.0600 | 0.0900 | 4 | 8.2% | -0.05 | 0.0313 | -0.002 | ||||
| 4.55 | 4.95 | 8.8% | 0.94 | 0.0400 | -0.001 | 88 | 0.0900 | 0.1200 | 10 | 7.5% | -0.07 | 0.0452 | -0.003 | |||
| 3.45 | 3.80 | 5.1% | 0.90 | 0.0608 | -0.002 | 89 | 0.1400 | 0.1800 | 5 | 6.9% | -0.11 | 0.0674 | -0.004 | |||
| 2.56 | 3.10 | 11 | 6.5% | 0.84 | 0.0919 | -0.003 | 90 | 0.2500 | 0.2900 | 21 | 6.4% | -0.18 | 0.0997 | -0.005 | ||
| 1.97 | 2.05 | 1 | 6.2% | 0.74 | 0.1293 | -0.005 | 91 | 0.4300 | 0.5000 | 16 | 6.1% | -0.29 | 0.1370 | -0.006 | ||
| 1.26 | 1.33 | 6 | 22 | 5.8% | 0.60 | 0.1617 | -0.006 | 92 | 0.7600 | 0.8100 | 8,088 | 5.8% | -0.44 | 0.1680 | -0.006 | |
| 0.7300 | 0.7900 | 3 | 145 | 5.7% | 0.44 | 0.1682 | -0.006 | 93 | 1.25 | 1.32 | 7 | 7 | 5.6% | -0.61 | 0.1714 | -0.006 |
| 0.4000 | 0.4400 | 203 | 5.7% | 0.29 | 0.1423 | -0.005 | 94 | 1.95 | 2.02 | 5.6% | -0.76 | 0.1416 | -0.005 | |||
| 0.2100 | 0.2500 | 254 | 5.9% | 0.18 | 0.1037 | -0.004 | 95 | 2.59 | 3.10 | 10 | 5.9% | -0.87 | 0.0982 | -0.003 | ||
| 0.1100 | 0.1500 | 606 | 6.2% | 0.11 | 0.0702 | -0.003 | 96 | 3.50 | 3.90 | -0.93 | 0.0616 | -0.001 | ||||
| 0.0700 | 0.1100 | 24 | 6.9% | 0.07 | 0.0475 | -0.003 | 97 | 4.65 | 5.05 | 8.8% | -0.96 | 0.0383 | -0.000 | |||
| 0.0500 | 0.0800 | 7.5% | 0.05 | 0.0332 | -0.002 | 98 | 5.45 | 6.05 | 8.2% | -0.98 | 0.0551 | 0.000 | ||||
| 0.0400 | 0.0700 | 8.2% | 0.04 | 0.0241 | -0.002 | 99 | 5.85 | 7.45 | -1.00 | 0.0150 | -0.006 | |||||
| 0.0300 | 0.0600 | 8.9% | 0.03 | 0.0182 | -0.002 | 100 | 5.25 | 10.00 | -1.00 | 0.0000 | -0.011 | |||||
| 0.0200 | 0.0500 | 9.5% | 0.02 | 0.0141 | -0.001 | 101 | 7.80 | 9.65 | 10.8% | -1.00 | 0.0000 | -0.015 | ||||
| 0.0200 | 0.0500 | 10.3% | 0.02 | 0.0112 | -0.001 | 102 | 9.05 | 10.45 | 12.9% | -1.00 | 0.0000 | -0.019 | ||||
| 0.0100 | 0.0400 | 10.7% | 0.02 | 0.0091 | -0.001 | 103 | 10.00 | 11.45 | 13.1% | -1.00 | 0.0000 | -0.023 | ||||
| 0.0100 | 0.0400 | 11.5% | 0.01 | 0.0075 | -0.001 | 104 | 10.75 | 12.80 | 15.8% | -1.00 | 0.0000 | -0.026 | ||||
| 0.0100 | 0.0300 | 11.9% | 0.01 | 0.0062 | -0.001 | 105 | 10.35 | 15.00 | -1.00 | 0.0000 | -0.029 | |||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs