IEF option chain iShares 7-10 Year Treasury Bond ETF

Expiration Cboe delayed options data · as of 18:39 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 ±5.9% (84.85–95.50) · ATM IV 7.8% · P/C open interest 1.59

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
10.80	11.10			10.3%	0.93	0.0170	-0.000	80	0.2400	0.3200		1	9.6%	-0.08	0.0182	-0.002
9.90	10.20			10.0%	0.92	0.0203	-0.001	81	0.2900	0.3800		2	9.3%	-0.09	0.0216	-0.002
9.00	9.30			9.6%	0.90	0.0241	-0.001	82	0.3600	0.4600		1	9.0%	-0.11	0.0255	-0.002
8.10	8.40			9.1%	0.88	0.0284	-0.001	83	0.4700	0.5500			8.8%	-0.14	0.0300	-0.002
7.25	7.55			8.9%	0.85	0.0332	-0.002	84	0.5700	0.6800			8.6%	-0.16	0.0348	-0.003
6.45	6.75		15	8.7%	0.82	0.0383	-0.002	85	0.7400	1.01		16.6K	8.8%	-0.20	0.0401	-0.003
5.65	5.95		1	8.5%	0.78	0.0436	-0.002	86	0.9300	1.03		1	8.3%	-0.24	0.0456	-0.003
4.95	5.20		1	8.3%	0.74	0.0488	-0.003	87	1.16	1.27		8	8.2%	-0.28	0.0511	-0.003
4.25	4.50		189	8.2%	0.69	0.0538	-0.003	88	1.43	1.54		75	8.0%	-0.33	0.0565	-0.004
3.60	3.85		75	8.0%	0.64	0.0582	-0.003	89	1.72	1.89		160	7.8%	-0.39	0.0618	-0.004
3.00	3.25		25	7.9%	0.58	0.0616	-0.003	90	2.12	2.28		220	7.7%	-0.45	0.0664	-0.004
2.49	2.70		10.1K	7.8%	0.52	0.0633	-0.004	91	2.63	2.76		158	7.7%	-0.52	0.0700	-0.004
2.05	2.25	2	6	7.8%	0.46	0.0630	-0.004	92	3.20	3.35		1	7.7%	-0.59	0.0719	-0.004
1.71	1.88	2	3	7.9%	0.40	0.0608	-0.004	93	3.85	4.05			7.9%	-0.66	0.0714	-0.004
1.40	1.56	2	25	7.9%	0.35	0.0574	-0.004	94	4.55	4.75			7.9%	-0.72	0.0685	-0.004
1.13	1.28		123	8.0%	0.30	0.0531	-0.003	95	5.35	5.55			8.1%	-0.78	0.0633	-0.004
0.9100	1.05		2	8.0%	0.26	0.0486	-0.003	96	6.20	6.40			8.3%	-0.83	0.0569	-0.003
0.7500	0.8600			8.1%	0.22	0.0439	-0.003	97	7.10	7.30			8.6%	-0.88	0.0505	-0.003
0.6000	0.7100		1	8.2%	0.19	0.0392	-0.003	98	8.05	8.20			9.0%	-0.91	0.0434	-0.002
0.5000	0.5900			8.4%	0.16	0.0348	-0.003	99	9.00	9.15			9.4%	-0.95	0.0344	-0.002
0.3900	0.5000		262	8.5%	0.14	0.0307	-0.002	100	9.95	10.10			9.7%	-0.97	0.0250	-0.001
0.3300	0.4300			8.7%	0.12	0.0269	-0.002	101	10.95	11.10			10.4%	-0.98	0.0148	0.000
0.2800	0.3700			8.9%	0.10	0.0235	-0.002	102	11.95	12.10			11.1%	-0.99	0.0078	0.000
0.2400	0.3200			9.1%	0.08	0.0206	-0.002	103	12.95	13.05			11.5%	-1.00	0.0033	0.000
0.2000	0.2800			9.3%	0.07	0.0180	-0.002	104	13.90	14.05			11.8%	-1.00	0.0012	0.000
0.1700	0.2500			9.6%	0.06	0.0158	-0.001	105	14.90	15.05			12.4%	-1.00	0.0004	0.000
0.1600	0.2200			9.8%	0.06	0.0139	-0.001	106	15.90	16.05			13.1%	-1.00	0.0000	0.000
0.1400	0.2000			10.1%	0.05	0.0124	-0.001	107	16.90	17.05			13.7%	-1.00	0.0000	0.000
0.1100	0.1800			10.2%	0.04	0.0110	-0.001	108	17.90	18.05			14.4%	-1.00	0.0000	0.000
0.1000	0.1600			10.4%	0.04	0.0099	-0.001	109	18.90	19.05			15.0%	-1.00	0.0000	0.000
0.0900	0.1500			10.7%	0.04	0.0090	-0.001	110	19.90	20.05			15.6%	-1.00	0.0000	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 — Sep 17, 2027

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 — Sep 17, 2027

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