IWM option chain iShares Russell 2000 ETF

Expiration Cboe delayed options data · as of 19:04 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 ±2.9% (267.88–283.63) · ATM IV 18.1% · P/C open interest —

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
55.79	56.51			50.2%	0.99	0.0008	-0.009	220	0.0600	0.0700			48.5%	-0.01	0.0008	-0.017
45.84	46.56			42.9%	0.99	0.0014	-0.017	230	0.0900	0.1000			42.0%	-0.01	0.0014	-0.023
35.89	36.62			35.8%	0.98	0.0026	-0.027	240	0.1300	0.1500	1		35.3%	-0.02	0.0026	-0.032
26.09	26.75			30.1%	0.96	0.0054	-0.042	250	0.2400	0.2600	18		29.2%	-0.04	0.0054	-0.046
16.68	16.84			24.1%	0.90	0.0131	-0.075	260	0.5700	0.6100	59		23.9%	-0.10	0.0132	-0.077
15.76	15.90			23.7%	0.89	0.0144	-0.080	261	0.6300	0.6800	15		23.4%	-0.11	0.0145	-0.082
14.82	14.98			23.3%	0.88	0.0158	-0.085	262	0.7000	0.7500	58		22.9%	-0.12	0.0159	-0.087
13.90	14.06			22.8%	0.87	0.0174	-0.090	263	0.7900	0.8400	47		22.6%	-0.13	0.0174	-0.092
13.01	13.17	1		22.4%	0.85	0.0190	-0.095	264	0.8900	0.9400	133		22.2%	-0.15	0.0191	-0.097
12.12	12.28			21.9%	0.84	0.0208	-0.101	265	1.00	1.05	3		21.7%	-0.16	0.0209	-0.103
11.25	11.40	2		21.5%	0.82	0.0227	-0.106	266	1.13	1.18	119		21.3%	-0.18	0.0228	-0.109
10.40	10.54	2		21.2%	0.80	0.0246	-0.112	267	1.28	1.32	184		21.0%	-0.20	0.0248	-0.114
9.60	9.71	1		20.8%	0.78	0.0267	-0.118	268	1.44	1.49	221		20.6%	-0.23	0.0268	-0.120
8.79	8.90	23		20.4%	0.75	0.0287	-0.123	269	1.64	1.68	60		20.3%	-0.25	0.0290	-0.125
8.01	8.11	37		20.1%	0.72	0.0308	-0.128	270	1.83	1.90	220		19.9%	-0.28	0.0311	-0.130
7.22	7.36	132		19.8%	0.69	0.0329	-0.132	271	2.09	2.14	27		19.6%	-0.31	0.0332	-0.135
6.53	6.63	43		19.4%	0.66	0.0348	-0.136	272	2.36	2.42	516		19.2%	-0.34	0.0352	-0.138
5.84	5.94	56		19.2%	0.63	0.0366	-0.139	273	2.67	2.73	20		19.0%	-0.37	0.0371	-0.141
5.18	5.28	74		18.8%	0.59	0.0382	-0.141	274	3.02	3.09	41		18.7%	-0.41	0.0387	-0.143
4.56	4.65	510		18.5%	0.55	0.0394	-0.141	275	3.40	3.47	1		18.4%	-0.45	0.0401	-0.144
3.99	4.04	33		18.2%	0.51	0.0404	-0.141	276	3.82	3.90	2		18.1%	-0.49	0.0411	-0.143
3.45	3.51	146		17.9%	0.47	0.0409	-0.138	277	4.29	4.38	8		17.9%	-0.53	0.0417	-0.141
2.97	3.02	44		17.7%	0.43	0.0409	-0.135	278	4.80	4.91			17.7%	-0.57	0.0418	-0.138
2.52	2.58	60		17.5%	0.39	0.0404	-0.130	279	5.36	5.46	5		17.4%	-0.62	0.0415	-0.133
2.12	2.18	61		17.3%	0.35	0.0395	-0.124	280	5.97	6.08			17.2%	-0.66	0.0406	-0.127
0.2300	0.2700	26		16.3%	0.07	0.0147	-0.040	290	13.90	14.68			16.0%	-0.96	0.0174	-0.043
0.0200	0.0400	27		17.8%	0.01	0.0029	-0.009	300	23.89	24.62			22.0%	-1.00	0.0000	-0.030
0	0.0200			21.2%	0.00	0.0010	-0.004	310	33.89	34.62				-1.00	0.0000	-0.030
0	0.0200			26.4%	0.00	0.0005	-0.003	320	43.89	44.62				-1.00	0.0000	-0.030

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 03, 2026

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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IWM option chain iShares Russell 2000 ETF

Volatility smile — Nov 03, 2026

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