IEF option chain iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · as of 18:35 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 ±4.7% (88.00–96.73) · ATM IV 6.4% · P/C open interest 0.19
| 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 | |
| 42.45 | 42.60 | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0200 | 28.0% | -0.00 | 0.0003 | -0.000 | |||||
| 37.50 | 37.60 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.0200 | 23.9% | -0.00 | 0.0004 | -0.000 | |||||
| 32.50 | 32.60 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.0200 | 20.2% | -0.00 | 0.0007 | -0.000 | |||||
| 27.50 | 27.65 | 1.00 | 0.0001 | 0.000 | 65 | 0 | 0.0300 | 17.5% | -0.01 | 0.0012 | -0.000 | |||||
| 22.55 | 22.65 | 1.00 | 0.0010 | 0.000 | 70 | 0.0100 | 0.0500 | 15.3% | -0.01 | 0.0021 | -0.001 | |||||
| 17.55 | 17.70 | 1 | 0.99 | 0.0030 | 0.000 | 75 | 0.0300 | 0.0700 | 7 | 12.8% | -0.01 | 0.0042 | -0.001 | |||
| 12.65 | 12.90 | 18 | 10.5% | 0.98 | 0.0082 | 0.000 | 80 | 0.0700 | 0.1000 | 27 | 10.2% | -0.03 | 0.0094 | -0.001 | ||
| 7.85 | 8.10 | 188 | 8.1% | 0.93 | 0.0236 | -0.001 | 85 | 0.1700 | 0.2100 | 42 | 7.9% | -0.08 | 0.0257 | -0.002 | ||
| 3.55 | 3.70 | 97 | 6.5% | 0.76 | 0.0708 | -0.003 | 90 | 0.7000 | 0.7800 | 64 | 6.3% | -0.27 | 0.0753 | -0.003 | ||
| 0.8400 | 0.9100 | 186 | 5.9% | 0.33 | 0.0868 | -0.003 | 95 | 3.05 | 3.20 | 44 | 5.9% | -0.72 | 0.0894 | -0.003 | ||
| 0.1600 | 0.2000 | 200 | 6.7% | 0.09 | 0.0332 | -0.002 | 100 | 7.55 | 7.70 | 7.6% | -1.00 | 0.0000 | -0.013 | |||
| 0.0700 | 0.1000 | 168 | 8.5% | 0.04 | 0.0135 | -0.001 | 105 | 12.55 | 12.70 | 11.5% | -1.00 | 0.0000 | -0.013 | |||
| 0.0500 | 0.0700 | 88 | 10.5% | 0.02 | 0.0068 | -0.001 | 110 | 17.55 | 17.70 | 15.1% | -1.00 | 0.0000 | -0.013 | |||
| 0.0200 | 0.0500 | 11.9% | 0.01 | 0.0040 | -0.001 | 115 | 22.55 | 22.70 | 18.5% | -1.00 | 0.0000 | -0.013 | ||||
| 0.0100 | 0.0400 | 13.4% | 0.01 | 0.0025 | -0.001 | 120 | 27.55 | 27.70 | 21.7% | -1.00 | 0.0000 | -0.013 | ||||
| 0.0100 | 0.0300 | 5 | 14.8% | 0.01 | 0.0018 | -0.000 | 125 | 32.55 | 32.70 | 24.7% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.0200 | 15.4% | 0.01 | 0.0013 | -0.000 | 130 | 37.55 | 37.70 | 27.6% | -1.00 | 0.0000 | -0.013 | ||||
| 0 | 0.0200 | 16.9% | 0.00 | 0.0010 | -0.000 | 135 | 42.55 | 42.70 | 30.3% | -1.00 | 0.0000 | -0.013 | ||||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs