ITB option chain iShares U.S. Home Construction ETF
Cboe delayed options data · as of 18:38 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 ±10.9% (77.61–96.61) · ATM IV 32.9% · P/C open interest 2.38
| 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 | |
| 12.40 | 15.80 | 0.90 | 0.0138 | -0.018 | 73 | 0.4500 | 1.15 | 107 | 37.6% | -0.10 | 0.0142 | -0.018 | ||||
| 11.70 | 14.90 | 23.3% | 0.89 | 0.0154 | -0.019 | 74 | 0.2000 | 1.45 | 35.8% | -0.12 | 0.0158 | -0.020 | ||||
| 10.50 | 14.40 | 25.4% | 0.87 | 0.0171 | -0.021 | 75 | 0.4500 | 1.65 | 36.5% | -0.14 | 0.0176 | -0.022 | ||||
| 9.90 | 13.70 | 29.4% | 0.85 | 0.0189 | -0.023 | 76 | 0.4500 | 1.60 | 34.0% | -0.16 | 0.0194 | -0.023 | ||||
| 9.10 | 12.70 | 28.7% | 0.83 | 0.0208 | -0.025 | 77 | 0.6500 | 1.75 | 33.8% | -0.18 | 0.0211 | -0.025 | ||||
| 8.30 | 11.90 | 28.9% | 0.81 | 0.0226 | -0.026 | 78 | 0.4500 | 2.45 | 34.1% | -0.20 | 0.0230 | -0.027 | ||||
| 7.50 | 11.20 | 29.3% | 0.79 | 0.0245 | -0.028 | 79 | 0.8500 | 2.55 | 34.1% | -0.22 | 0.0248 | -0.029 | ||||
| 6.90 | 10.50 | 30.3% | 0.76 | 0.0263 | -0.030 | 80 | 0.8000 | 3.10 | 1 | 33.8% | -0.25 | 0.0266 | -0.030 | |||
| 5.90 | 9.80 | 29.1% | 0.73 | 0.0280 | -0.031 | 81 | 1.35 | 2.95 | 32.8% | -0.28 | 0.0284 | -0.032 | ||||
| 5.50 | 8.80 | 29.0% | 0.70 | 0.0296 | -0.033 | 82 | 1.20 | 4.10 | 34.1% | -0.31 | 0.0300 | -0.033 | ||||
| 4.70 | 8.20 | 28.7% | 0.67 | 0.0311 | -0.034 | 83 | 1.35 | 4.50 | 33.4% | -0.34 | 0.0314 | -0.034 | ||||
| 4.40 | 7.60 | 29.9% | 0.64 | 0.0323 | -0.035 | 84 | 1.90 | 4.80 | 33.5% | -0.37 | 0.0327 | -0.035 | ||||
| 4.10 | 7.20 | 1 | 1 | 31.6% | 0.61 | 0.0334 | -0.036 | 85 | 2.55 | 4.50 | 31.6% | -0.41 | 0.0338 | -0.036 | ||
| 3.30 | 7.00 | 31.8% | 0.57 | 0.0341 | -0.036 | 86 | 2.90 | 4.80 | 30.6% | -0.44 | 0.0346 | -0.037 | ||||
| 4.00 | 5.80 | 14 | 33.5% | 0.54 | 0.0346 | -0.037 | 87 | 3.90 | 5.30 | 1 | 1 | 32.3% | -0.48 | 0.0352 | -0.037 | |
| 2.05 | 6.10 | 31.0% | 0.50 | 0.0349 | -0.037 | 88 | 3.80 | 6.60 | 32.7% | -0.51 | 0.0355 | -0.037 | ||||
| 2.80 | 5.50 | 34.5% | 0.47 | 0.0348 | -0.036 | 89 | 4.00 | 7.90 | 33.9% | -0.55 | 0.0356 | -0.037 | ||||
| 3.00 | 3.60 | 55 | 27 | 31.3% | 0.43 | 0.0345 | -0.036 | 90 | 4.70 | 8.50 | 1 | 1 | 34.2% | -0.58 | 0.0355 | -0.037 |
| 1.55 | 4.50 | 31.9% | 0.40 | 0.0339 | -0.035 | 91 | 5.70 | 9.10 | 35.4% | -0.61 | 0.0351 | -0.036 | ||||
| 1.30 | 4.10 | 32.0% | 0.37 | 0.0331 | -0.035 | 92 | 6.00 | 9.90 | 34.6% | -0.65 | 0.0345 | -0.036 | ||||
| 1.15 | 3.70 | 32.2% | 0.34 | 0.0321 | -0.033 | 93 | 6.70 | 10.50 | 34.3% | -0.68 | 0.0338 | -0.035 | ||||
| 1.15 | 3.10 | 2 | 32.0% | 0.31 | 0.0309 | -0.032 | 94 | 7.40 | 10.00 | 29.1% | -0.71 | 0.0329 | -0.034 | |||
| 1.55 | 2.60 | 1 | 1 | 33.6% | 0.28 | 0.0296 | -0.031 | 95 | 8.20 | 11.80 | 33.7% | -0.74 | 0.0318 | -0.033 | ||
| 1.00 | 2.55 | 33.1% | 0.26 | 0.0282 | -0.029 | 96 | 9.00 | 12.50 | 33.5% | -0.77 | 0.0306 | -0.032 | ||||
| 1.00 | 2.15 | 2 | 2 | 33.2% | 0.23 | 0.0267 | -0.028 | 97 | 10.20 | 13.30 | 2 | 2 | 35.3% | -0.79 | 0.0295 | -0.031 |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs