IEF option chain iShares 7-10 Year Treasury Bond ETF
Cboe delayed options data · as of 12:35 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 ±6.3% (86.31–97.90) · ATM IV 6.7% · 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 | |
| 25.80 | 28.95 | 20 | 1.00 | 0.0010 | 0.000 | 65 | 0.0200 | 0.1100 | 337 | 14.3% | -0.01 | 0.0024 | -0.001 | |||
| 20.00 | 25.00 | 0.99 | 0.0029 | 0.000 | 70 | 0.0600 | 0.1500 | 4 | 12.6% | -0.02 | 0.0040 | -0.001 | ||||
| 15.05 | 20.00 | 2 | 0.97 | 0.0067 | 0.000 | 75 | 0.1500 | 0.2000 | 156 | 10.9% | -0.04 | 0.0073 | -0.001 | |||
| 10.60 | 15.50 | 20 | 7.5% | 0.94 | 0.0133 | 0.000 | 80 | 0.2300 | 0.3300 | 796 | 9.1% | -0.07 | 0.0142 | -0.001 | ||
| 6.50 | 11.50 | 39 | 8.7% | 0.87 | 0.0270 | -0.001 | 85 | 0.5600 | 0.6800 | 677 | 7.9% | -0.15 | 0.0285 | -0.002 | ||
| 6.20 | 10.50 | 30 | 9.0% | 0.85 | 0.0308 | -0.001 | 86 | 0.6700 | 0.8000 | 6,793 | 7.7% | -0.17 | 0.0326 | -0.002 | ||
| 4.50 | 9.50 | 76 | 6.8% | 0.82 | 0.0350 | -0.001 | 87 | 0.8100 | 0.9300 | 84 | 7.5% | -0.20 | 0.0371 | -0.002 | ||
| 6.15 | 7.15 | 35 | 8.1% | 0.79 | 0.0395 | -0.001 | 88 | 0.9700 | 1.10 | 389 | 7.2% | -0.23 | 0.0420 | -0.002 | ||
| 5.60 | 5.80 | 3,847 | 7.3% | 0.75 | 0.0441 | -0.002 | 89 | 1.16 | 1.30 | 3,015 | 7.0% | -0.27 | 0.0471 | -0.002 | ||
| 4.90 | 5.10 | 264 | 7.1% | 0.71 | 0.0486 | -0.002 | 90 | 1.40 | 1.55 | 606 | 6.9% | -0.32 | 0.0524 | -0.002 | ||
| 4.20 | 4.40 | 86 | 6.9% | 0.67 | 0.0527 | -0.002 | 91 | 1.69 | 1.84 | 87 | 6.7% | -0.37 | 0.0576 | -0.003 | ||
| 3.55 | 3.80 | 2 | 15 | 6.7% | 0.62 | 0.0560 | -0.002 | 92 | 2.04 | 2.20 | 120 | 6.6% | -0.43 | 0.0626 | -0.003 | |
| 3.00 | 3.20 | 69 | 6.6% | 0.56 | 0.0583 | -0.002 | 93 | 2.47 | 2.64 | 2 | 436 | 6.5% | -0.49 | 0.0670 | -0.003 | |
| 2.53 | 2.69 | 45 | 6.6% | 0.51 | 0.0593 | -0.002 | 94 | 2.99 | 3.20 | 1,596 | 6.6% | -0.56 | 0.0704 | -0.003 | ||
| 2.10 | 2.26 | 2,423 | 6.5% | 0.45 | 0.0590 | -0.002 | 95 | 3.60 | 3.80 | 436 | 6.6% | -0.63 | 0.0730 | -0.003 | ||
| 1.74 | 1.90 | 217 | 6.5% | 0.40 | 0.0576 | -0.002 | 96 | 4.25 | 4.50 | 305 | 6.6% | -0.70 | 0.0748 | -0.003 | ||
| 1.44 | 1.59 | 2,484 | 6.6% | 0.35 | 0.0550 | -0.002 | 97 | 5.05 | 5.25 | 55 | 6.8% | -0.77 | 0.0758 | -0.003 | ||
| 1.17 | 1.32 | 14.1K | 6.6% | 0.30 | 0.0516 | -0.002 | 98 | 5.90 | 6.10 | 5 | 7.0% | -0.85 | 0.0798 | -0.003 | ||
| 0.9500 | 1.09 | 2,605 | 6.6% | 0.26 | 0.0476 | -0.002 | 99 | 6.35 | 7.25 | 5 | 6.7% | -0.93 | 0.1013 | -0.002 | ||
| 0.7600 | 0.8900 | 5 | 32.9K | 6.7% | 0.22 | 0.0433 | -0.002 | 100 | 7.25 | 7.95 | 246 | -0.98 | 0.0270 | -0.008 | ||
| 0.6100 | 0.7300 | 2,213 | 6.7% | 0.19 | 0.0390 | -0.002 | 101 | 6.50 | 11.50 | 9.2% | -1.00 | 0.0000 | -0.011 | |||
| 0.4800 | 0.6100 | 47 | 6.8% | 0.16 | 0.0347 | -0.002 | 102 | 7.50 | 12.50 | 9.8% | -1.00 | 0.0000 | -0.012 | |||
| 0.3900 | 0.5100 | 8 | 6.9% | 0.14 | 0.0307 | -0.002 | 103 | 8.50 | 13.50 | 10.5% | -1.00 | 0.0000 | -0.012 | |||
| 0.3200 | 0.4300 | 8 | 7.0% | 0.12 | 0.0271 | -0.001 | 104 | 9.50 | 14.50 | 11.2% | -1.00 | 0.0000 | -0.012 | |||
| 0.2700 | 0.3800 | 7,630 | 7.1% | 0.10 | 0.0238 | -0.001 | 105 | 10.50 | 15.50 | 11.8% | -1.00 | 0.0000 | -0.013 | |||
| 0.2200 | 0.3300 | 30.1K | 7.5% | 0.09 | 0.0210 | -0.001 | 106 | 12.25 | 15.40 | 11.4% | -1.00 | 0.0000 | -0.013 | |||
| 0.1900 | 0.2900 | 2 | 7.5% | 0.08 | 0.0185 | -0.001 | 107 | 12.50 | 17.50 | 13.1% | -1.00 | 0.0000 | -0.013 | |||
| 0.1700 | 0.2700 | 64 | 7.7% | 0.07 | 0.0164 | -0.001 | 108 | 13.50 | 18.50 | 13.7% | -1.00 | 0.0000 | -0.013 | |||
| 0.1500 | 0.2400 | 6 | 7.9% | 0.06 | 0.0146 | -0.001 | 109 | 14.50 | 19.50 | 14.3% | -1.00 | 0.0000 | -0.013 | |||
| 0.1300 | 0.2300 | 7 | 8.1% | 0.05 | 0.0130 | -0.001 | 110 | 15.50 | 20.50 | 14.9% | -1.00 | 0.0000 | -0.013 | |||
| 0.0700 | 0.1700 | 9 | 9.2% | 0.03 | 0.0080 | -0.001 | 115 | 20.50 | 25.50 | 17.7% | -1.00 | 0.0000 | -0.013 | |||
| 0.0400 | 0.1300 | 216 | 10.2% | 0.02 | 0.0054 | -0.001 | 120 | 25.50 | 30.50 | 20.4% | -1.00 | 0.0000 | -0.013 | |||
| 0.0200 | 0.1100 | 6 | 11.1% | 0.02 | 0.0039 | -0.001 | 125 | 32.05 | 33.60 | 21.5% | -1.00 | 0.0000 | -0.013 | |||
| 0.0100 | 0.1000 | 463 | 12.1% | 0.01 | 0.0029 | -0.000 | 130 | 37.30 | 38.30 | 23.6% | -1.00 | 0.0000 | -0.013 | |||
| 0.0100 | 0.0900 | 353 | 13.2% | 0.01 | 0.0023 | -0.000 | 135 | 42.50 | 43.10 | 25.8% | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs