ITB option chain iShares U.S. Home Construction ETF

Expiration Cboe delayed options data · as of 12:37 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 ±8.2% (80.01–94.21) · ATM IV 32.9% · P/C open interest 2.29

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
9.80	13.30		1		0.92	0.0162	-0.021	75	0.3000	0.5000	12	35	36.2%	-0.09	0.0164	-0.022
8.60	12.10			32.5%	0.88	0.0215	-0.028	77	0.4000	0.7500	7	21	34.8%	-0.13	0.0218	-0.028
7.60	11.10			29.8%	0.85	0.0245	-0.031	78	0.5500	1.15	1	203	36.6%	-0.15	0.0249	-0.031
6.70	10.30			29.9%	0.83	0.0276	-0.034	79	0.5500	1.10		8,302	33.4%	-0.18	0.0280	-0.035
5.80	9.60		8	30.1%	0.80	0.0306	-0.037	80	0.9000	1.35	13	163	34.5%	-0.21	0.0312	-0.038
6.40	8.90		1	38.9%	0.77	0.0336	-0.040	81	1.05	1.85	2	195	35.4%	-0.24	0.0343	-0.041
4.40	8.10		3	30.9%	0.73	0.0365	-0.043	82	0.7500	2.90		408	36.2%	-0.28	0.0372	-0.044
5.00	6.20	2	3	31.3%	0.69	0.0391	-0.046	83	1.65	2.25	2	20	33.9%	-0.32	0.0400	-0.047
4.60	6.10	250	176	35.2%	0.65	0.0414	-0.048	84	2.05	2.65	9	1,219	34.2%	-0.36	0.0423	-0.049
2.40	6.50		3	32.1%	0.61	0.0432	-0.049	85	2.65	3.10	1,662	5,046	35.2%	-0.40	0.0443	-0.050
3.60	4.10	2	27	31.6%	0.56	0.0444	-0.050	86	3.00	3.50	10	83	34.3%	-0.45	0.0457	-0.052
3.10	3.60	13	28	31.6%	0.52	0.0452	-0.051	87	3.50	4.00	5	20	34.2%	-0.49	0.0466	-0.052
2.60	3.10	27	1,997	31.1%	0.47	0.0452	-0.050	88	4.10	4.80	6	36	35.6%	-0.54	0.0468	-0.052
1.20	3.10		532	28.3%	0.43	0.0448	-0.049	89	3.20	5.60		13	29.4%	-0.58	0.0466	-0.051
1.95	2.30	9	630	31.6%	0.39	0.0437	-0.048	90	3.70	6.70	7	37	30.9%	-0.63	0.0457	-0.050
1.65	2.00	13	188	31.8%	0.35	0.0422	-0.046	91	4.40	8.00		12	34.1%	-0.67	0.0443	-0.048
1.35	1.70	2	1,203	31.6%	0.31	0.0402	-0.044	92	5.10	7.50		9	27.0%	-0.71	0.0426	-0.046
1.15	1.50	11	1,028	32.1%	0.27	0.0378	-0.041	93	5.80	8.50		2	27.5%	-0.75	0.0404	-0.044
0.7500	1.25		550	30.8%	0.24	0.0353	-0.038	94	6.60	10.20		7	33.3%	-0.79	0.0381	-0.041
0.7500	1.00	3	32	31.5%	0.21	0.0325	-0.035	95	7.60	10.60	6	13	31.5%	-0.82	0.0355	-0.039
0.3000	1.40	4	25	33.4%	0.18	0.0297	-0.032	96	8.30	10.80		4		-0.85	0.0328	-0.036
0.2500	1.20		221	33.7%	0.15	0.0269	-0.029	97	9.80	11.70		1	28.7%	-0.88	0.0301	-0.033
0.1500	1.05		6	33.7%	0.13	0.0242	-0.026	98	10.20	13.70			35.2%	-0.90	0.0271	-0.030
0.3000	0.6000	2	26	32.9%	0.11	0.0216	-0.024	99	11.50	14.50			38.1%	-0.93	0.0240	-0.027
0.1000	0.8500		22	35.2%	0.10	0.0191	-0.021	100	12.60	14.80		4	32.2%	-0.94	0.0208	-0.024
0.1500	0.6000		182	34.8%	0.08	0.0168	-0.019	101	13.30	15.60				-0.96	0.0172	-0.020
0.0500	0.3000	7	24	35.2%	0.04	0.0097	-0.011	105	16.90	20.70			43.9%	-0.99	0.0053	-0.005

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

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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ITB option chain iShares U.S. Home Construction ETF

Volatility smile — Nov 20, 2026

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