LQD option chain iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · as of 12:36 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 ±1.5% (103.75–106.82) · ATM IV 5.6% · P/C open interest 1.03
| 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 | |
| 25.30 | 25.70 | 38.9% | 1.00 | 0.0004 | 0.000 | 80 | 0 | 0.0200 | 35.5% | -0.00 | 0.0005 | -0.001 | ||||
| 20.30 | 20.70 | 23.0% | 1.00 | 0.0008 | 0.000 | 85 | 0 | 0.0200 | 28.3% | -0.00 | 0.0010 | -0.001 | ||||
| 15.30 | 15.70 | 1.00 | 0.0016 | 0.000 | 90 | 0 | 0.0200 | 21.3% | -0.00 | 0.0022 | -0.001 | |||||
| 10.35 | 10.75 | 16.4% | 0.99 | 0.0040 | 0.000 | 95 | 0 | 0.0300 | 15.3% | -0.01 | 0.0056 | -0.002 | ||||
| 9.35 | 9.75 | 14.5% | 0.99 | 0.0052 | -0.000 | 96 | 0 | 0.0300 | 13.9% | -0.01 | 0.0072 | -0.002 | ||||
| 8.35 | 8.75 | 12.7% | 0.99 | 0.0068 | -0.001 | 97 | 0.0100 | 0.0300 | 13.0% | -0.01 | 0.0095 | -0.002 | ||||
| 7.40 | 7.75 | 13.3% | 0.99 | 0.0092 | -0.001 | 98 | 0.0100 | 0.0400 | 12.0% | -0.02 | 0.0129 | -0.003 | ||||
| 6.40 | 6.75 | 11.5% | 0.98 | 0.0130 | -0.001 | 99 | 0.0100 | 0.0500 | 10.8% | -0.03 | 0.0182 | -0.003 | ||||
| 5.40 | 5.75 | 9.8% | 0.98 | 0.0195 | -0.002 | 100 | 0.0200 | 0.0600 | 9.7% | -0.04 | 0.0269 | -0.004 | ||||
| 4.45 | 4.80 | 10.1% | 0.96 | 0.0306 | -0.003 | 101 | 0.0400 | 0.0800 | 5 | 8.8% | -0.06 | 0.0417 | -0.005 | |||
| 3.45 | 3.80 | 8.2% | 0.94 | 0.0508 | -0.004 | 102 | 0.0700 | 0.1500 | 8.2% | -0.09 | 0.0672 | -0.006 | ||||
| 2.56 | 2.81 | 7.4% | 0.89 | 0.0877 | -0.006 | 103 | 0.1400 | 0.2000 | 7.1% | -0.15 | 0.1101 | -0.008 | ||||
| 2.14 | 2.29 | 6.8% | 0.85 | 0.1149 | -0.008 | 103.5 | 0.2100 | 0.2700 | 3 | 6.8% | -0.20 | 0.1389 | -0.010 | |||
| 1.70 | 1.85 | 1 | 6.4% | 0.80 | 0.1478 | -0.009 | 104 | 0.3000 | 0.3600 | 5 | 6.5% | -0.27 | 0.1708 | -0.011 | ||
| 1.30 | 1.43 | 6.1% | 0.73 | 0.1844 | -0.010 | 104.5 | 0.4100 | 0.4900 | 91 | 6.1% | -0.36 | 0.2018 | -0.011 | |||
| 0.9500 | 1.06 | 1 | 5.9% | 0.63 | 0.2186 | -0.011 | 105 | 0.5800 | 0.6700 | 656 | 11 | 5.9% | -0.46 | 0.2254 | -0.012 | |
| 0.6300 | 0.7300 | 4 | 1 | 5.5% | 0.52 | 0.2438 | -0.011 | 105.5 | 0.8000 | 0.9100 | 61 | 5.6% | -0.58 | 0.2340 | -0.011 | |
| 0.3900 | 0.4600 | 4 | 42 | 5.2% | 0.39 | 0.2482 | -0.010 | 106 | 1.08 | 1.20 | 1 | 5.3% | -0.70 | 0.2202 | -0.009 | |
| 0.2100 | 0.2800 | 63 | 5.1% | 0.27 | 0.2233 | -0.008 | 106.5 | 1.42 | 1.57 | 60 | 5.0% | -0.81 | 0.1808 | -0.007 | ||
| 0.1000 | 0.1600 | 80 | 5.0% | 0.16 | 0.1719 | -0.006 | 107 | 1.83 | 1.99 | 60 | 4.9% | -0.89 | 0.1275 | -0.004 | ||
| 0.0400 | 0.0900 | 25 | 5.0% | 0.10 | 0.1178 | -0.004 | 107.5 | 2.22 | 2.52 | 4.9% | -0.94 | 0.0822 | -0.003 | |||
| 0.0100 | 0.0600 | 1 | 5.1% | 0.06 | 0.0779 | -0.003 | 108 | 2.68 | 3.00 | 4.5% | -0.96 | 0.0528 | -0.002 | |||
| 0.0100 | 0.0500 | 16 | 5.7% | 0.04 | 0.0528 | -0.002 | 108.5 | 3.15 | 3.50 | -0.97 | 0.0358 | -0.001 | ||||
| 0 | 0.0400 | 6.0% | 0.03 | 0.0381 | -0.002 | 109 | 3.65 | 4.00 | 3 | -0.98 | 0.0262 | -0.001 | ||||
| 0 | 0.0300 | 6.5% | 0.02 | 0.0289 | -0.002 | 109.5 | 4.15 | 4.50 | -0.98 | 0.0204 | -0.001 | |||||
| 0 | 0.0300 | 7.1% | 0.02 | 0.0232 | -0.002 | 110 | 4.65 | 5.00 | 5.6% | -0.99 | 0.0168 | -0.001 | ||||
| 0 | 0.0300 | 7.8% | 0.02 | 0.0190 | -0.002 | 110.5 | 5.10 | 5.50 | -0.99 | 0.0142 | -0.001 | |||||
| 0 | 0.0300 | 8.4% | 0.02 | 0.0160 | -0.002 | 111 | 5.60 | 6.00 | -0.99 | 0.0122 | -0.001 | |||||
| 0 | 0.0300 | 9.1% | 0.01 | 0.0138 | -0.002 | 111.5 | 6.10 | 6.50 | -0.99 | 0.0106 | -0.000 | |||||
| 0 | 0.0300 | 9.7% | 0.01 | 0.0119 | -0.002 | 112 | 6.60 | 7.00 | -0.99 | 0.0094 | -0.000 | |||||
| 0 | 0.0200 | 10.3% | 0.01 | 0.0092 | -0.001 | 113 | 7.60 | 8.00 | -0.99 | 0.0075 | -0.000 | |||||
| 0 | 0.0200 | 11.5% | 0.01 | 0.0074 | -0.001 | 114 | 8.60 | 9.00 | -0.99 | 0.0062 | -0.000 | |||||
| 0 | 0.0200 | 12.6% | 0.01 | 0.0060 | -0.001 | 115 | 9.60 | 10.00 | -0.99 | 0.0051 | 0.000 | |||||
| 0 | 0.0200 | 13.7% | 0.01 | 0.0050 | -0.001 | 116 | 10.60 | 11.00 | -0.99 | 0.0043 | 0.000 | |||||
| 0 | 0.0200 | 14.8% | 0.01 | 0.0043 | -0.001 | 117 | 11.60 | 12.00 | 11.7% | -0.99 | 0.0037 | 0.000 | ||||
| 0 | 0.0200 | 15.8% | 0.01 | 0.0037 | -0.001 | 118 | 12.60 | 13.00 | 14.7% | -0.99 | 0.0032 | 0.000 | ||||
| 0 | 0.0200 | 16.9% | 0.01 | 0.0032 | -0.001 | 119 | 13.60 | 14.00 | 16.6% | -0.99 | 0.0028 | 0.000 | ||||
| 0 | 0.0200 | 17.9% | 0.01 | 0.0028 | -0.001 | 120 | 14.60 | 14.95 | -0.99 | 0.0025 | 0.000 | |||||
| 0 | 0.0200 | 18.9% | 0.00 | 0.0024 | -0.001 | 121 | 15.60 | 15.95 | -1.00 | 0.0022 | 0.000 | |||||
| 0 | 0.0200 | 22.8% | 0.00 | 0.0016 | -0.001 | 125 | 19.55 | 19.95 | -1.00 | 0.0014 | 0.000 | |||||
| 0 | 0.0200 | 27.4% | 0.00 | 0.0010 | -0.001 | 130 | 24.55 | 24.95 | -1.00 | 0.0009 | 0.000 | |||||
| 0 | 0.0200 | 31.7% | 0.00 | 0.0007 | -0.001 | 135 | 29.55 | 29.95 | 33.0% | -1.00 | 0.0006 | 0.000 | ||||
| 0 | 0.0200 | 35.8% | 0.00 | 0.0005 | -0.001 | 140 | 34.50 | 34.90 | -1.00 | 0.0004 | 0.000 | |||||
| 0 | 0.0200 | 39.8% | 0.00 | 0.0003 | -0.001 | 145 | 39.50 | 39.90 | -1.00 | 0.0000 | -0.007 | |||||
| 0 | 0.0200 | 43.5% | 0.00 | 0.0002 | -0.001 | 150 | 44.50 | 44.90 | -1.00 | 0.0000 | -0.011 | |||||
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 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs