ITB option chain iShares U.S. Home Construction ETF
Cboe delayed options data · as of 15:35 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 ±8.6% (84.82–100.82) · ATM IV 30.1% · P/C open interest 1.30
| 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 | |
| 36.00 | 40.00 | 66.3% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 0.1500 | 29 | 68.2% | -0.00 | 0.0002 | -0.001 | |||
| 31.10 | 35.20 | 1 | 66.4% | 1.00 | 0.0006 | 0.000 | 60 | 0 | 0.1500 | 1 | 58.0% | -0.00 | 0.0006 | -0.001 | ||
| 25.90 | 30.20 | 4 | 46.4% | 0.99 | 0.0014 | 0.000 | 65 | 0 | 0.3500 | 48 | 55.4% | -0.01 | 0.0014 | -0.003 | ||
| 21.10 | 25.10 | 39.7% | 0.98 | 0.0033 | -0.002 | 70 | 0 | 0.1500 | 1,377 | 39.6% | -0.02 | 0.0033 | -0.006 | |||
| 16.90 | 19.20 | 1 | 0.96 | 0.0072 | -0.008 | 75 | 0 | 0.4500 | 519 | 37.8% | -0.04 | 0.0073 | -0.011 | |||
| 12.50 | 14.50 | 22 | 33.0% | 0.91 | 0.0148 | -0.018 | 80 | 0.2000 | 0.7000 | 1 | 1,558 | 33.5% | -0.09 | 0.0149 | -0.020 | |
| 8.20 | 9.80 | 99 | 29.2% | 0.81 | 0.0264 | -0.029 | 85 | 0.8000 | 1.25 | 22 | 1,550 | 30.6% | -0.19 | 0.0268 | -0.031 | |
| 4.90 | 5.90 | 1 | 285 | 28.7% | 0.65 | 0.0384 | -0.040 | 90 | 2.25 | 2.80 | 126 | 2,087 | 30.6% | -0.36 | 0.0392 | -0.041 |
| 2.60 | 3.30 | 13 | 1,253 | 29.3% | 0.44 | 0.0423 | -0.041 | 95 | 4.70 | 5.40 | 241 | 1,002 | 30.9% | -0.57 | 0.0435 | -0.042 |
| 0.6000 | 3.00 | 150 | 28.3% | 0.33 | 0.0387 | -0.037 | 98 | 5.20 | 8.80 | 1 | 96 | 30.7% | -0.69 | 0.0402 | -0.038 | |
| 1.40 | 1.95 | 2 | 335 | 29.6% | 0.29 | 0.0368 | -0.036 | 99 | 6.90 | 8.10 | 309 | 28.6% | -0.73 | 0.0382 | -0.036 | |
| 1.25 | 1.80 | 9 | 240 | 30.5% | 0.26 | 0.0346 | -0.034 | 100 | 7.50 | 8.90 | 92 | 27.8% | -0.76 | 0.0360 | -0.034 | |
| 0.4000 | 1.85 | 42 | 28.6% | 0.23 | 0.0322 | -0.032 | 101 | 8.30 | 10.40 | 24 | 31.5% | -0.79 | 0.0336 | -0.031 | ||
| 0 | 1.95 | 1 | 73 | 29.0% | 0.20 | 0.0298 | -0.029 | 102 | 9.10 | 10.80 | 1 | 29.0% | -0.82 | 0.0309 | -0.029 | |
| 0.5000 | 1.30 | 38 | 30.0% | 0.17 | 0.0273 | -0.027 | 103 | 10.00 | 11.70 | 1 | 29.6% | -0.85 | 0.0283 | -0.026 | ||
| 0.5500 | 1.15 | 5 | 43 | 31.1% | 0.15 | 0.0249 | -0.025 | 104 | 10.50 | 12.60 | 17 | 26.9% | -0.87 | 0.0256 | -0.024 | |
| 0.2000 | 0.7500 | 7 | 34 | 27.6% | 0.13 | 0.0226 | -0.023 | 105 | 11.40 | 13.50 | 122 | 26.5% | -0.89 | 0.0230 | -0.021 | |
| 0 | 0.9000 | 86 | 28.7% | 0.12 | 0.0203 | -0.021 | 106 | 12.30 | 14.40 | 4 | 25.5% | -0.91 | 0.0205 | -0.019 | ||
| 0 | 0.8000 | 32 | 29.3% | 0.10 | 0.0182 | -0.019 | 107 | 13.30 | 15.30 | 1 | 25.3% | -0.92 | 0.0181 | -0.016 | ||
| 0.2000 | 0.5000 | 6 | 53 | 29.7% | 0.09 | 0.0163 | -0.017 | 108 | 14.20 | 16.20 | 1 | -0.93 | 0.0159 | -0.014 | ||
| 0 | 0.5500 | 5 | 60 | 29.5% | 0.08 | 0.0145 | -0.015 | 109 | 15.20 | 17.20 | 1 | -0.94 | 0.0139 | -0.012 | ||
| 0 | 0.5500 | 2,071 | 30.8% | 0.07 | 0.0129 | -0.014 | 110 | 16.20 | 18.40 | 38 | 29.2% | -0.95 | 0.0120 | -0.010 | ||
| 0 | 0.5500 | 96 | 32.0% | 0.06 | 0.0115 | -0.013 | 111 | 16.20 | 20.10 | -0.96 | 0.0104 | -0.008 | ||||
| 0 | 0.5000 | 5 | 32.6% | 0.05 | 0.0102 | -0.011 | 112 | 17.20 | 21.00 | -0.97 | 0.0089 | -0.006 | ||||
| 0 | 0.4000 | 2 | 32.4% | 0.04 | 0.0090 | -0.010 | 113 | 18.20 | 22.10 | -0.97 | 0.0076 | -0.005 | ||||
| 0 | 0.2500 | 30.9% | 0.04 | 0.0080 | -0.009 | 114 | 19.00 | 23.10 | -0.98 | 0.0065 | -0.004 | |||||
| 0 | 0.4000 | 83 | 34.7% | 0.03 | 0.0070 | -0.008 | 115 | 20.00 | 24.10 | -0.98 | 0.0055 | -0.003 | ||||
| 0 | 0.4000 | 1 | 35.9% | 0.03 | 0.0062 | -0.007 | 116 | 21.00 | 25.10 | -0.99 | 0.0047 | -0.001 | ||||
| 0 | 2.15 | 1 | 54.3% | 0.02 | 0.0055 | -0.007 | 117 | 22.00 | 26.10 | -0.99 | 0.0040 | -0.001 | ||||
| 0 | 0.3500 | 8 | 37.2% | 0.02 | 0.0049 | -0.006 | 118 | 23.00 | 27.10 | 20 | -0.99 | 0.0033 | 0.000 | |||
| 0 | 0.3500 | 1 | 38.2% | 0.02 | 0.0043 | -0.005 | 119 | 24.40 | 28.10 | 37.4% | -0.99 | 0.0028 | 0.000 | |||
| 0 | 0.3000 | 11 | 511 | 38.3% | 0.02 | 0.0038 | -0.005 | 120 | 25.00 | 29.10 | -0.99 | 0.0024 | 0.000 | |||
| 0 | 0.3500 | 40.3% | 0.01 | 0.0034 | -0.004 | 121 | 26.00 | 30.10 | -0.99 | 0.0020 | 0.000 | |||||
| 0 | 0.3500 | 982 | 41.3% | 0.01 | 0.0030 | -0.004 | 122 | 27.00 | 31.10 | -1.00 | 0.0017 | 0.000 | ||||
| 0 | 0.3500 | 57 | 42.3% | 0.01 | 0.0027 | -0.004 | 123 | 28.00 | 32.10 | -1.00 | 0.0014 | 0.000 | ||||
| 0 | 0.3500 | 43.3% | 0.01 | 0.0024 | -0.003 | 124 | 29.00 | 33.10 | -1.00 | 0.0012 | 0.000 | |||||
| 0 | 0.1500 | 105 | 39.0% | 0.01 | 0.0021 | -0.003 | 125 | 30.00 | 34.10 | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.3500 | 2 | 45.3% | 0.01 | 0.0019 | -0.003 | 126 | 31.00 | 35.10 | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.3500 | 13 | 49.1% | 0.00 | 0.0012 | -0.002 | 130 | 34.90 | 39.10 | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 1.15 | 13 | 66.3% | 0.00 | 0.0007 | -0.001 | 135 | 39.90 | 44.10 | -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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs