LQD option chain iShares iBoxx $ Investment Grade Corporate Bond ETF
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 ±0.2% (102.86–103.22) · ATM IV 8.8% · P/C open interest 0.84
| 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 | |
| 16.95 | 17.20 | 41 | 354.7% | 1.00 | 0.0008 | -0.003 | 86 | 0 | 0.0100 | 270.5% | -0.00 | 0.0008 | -0.003 | |||
| 15.95 | 16.15 | 62 | 2 | 304.6% | 1.00 | 0.0010 | -0.003 | 87 | 0 | 0.0100 | 254.6% | -0.00 | 0.0010 | -0.003 | ||
| 15.00 | 15.15 | 70 | 2 | 315.3% | 1.00 | 0.0011 | -0.003 | 88 | 0 | 0.0100 | 238.9% | -0.00 | 0.0011 | -0.003 | ||
| 13.95 | 14.20 | 49 | 295.7% | 1.00 | 0.0013 | -0.003 | 89 | 0 | 0.0100 | 223.3% | -0.00 | 0.0013 | -0.003 | |||
| 12.95 | 13.20 | 2 | 276.2% | 1.00 | 0.0015 | -0.003 | 90 | 0 | 0.0100 | 207.8% | -0.00 | 0.0015 | -0.003 | |||
| 11.95 | 12.20 | 36 | 5 | 256.8% | 1.00 | 0.0017 | -0.003 | 91 | 0 | 0.0100 | 192.3% | -0.00 | 0.0017 | -0.003 | ||
| 10.95 | 11.20 | 36 | 4 | 237.4% | 1.00 | 0.0021 | -0.004 | 92 | 0 | 0.0100 | 177.0% | -0.00 | 0.0021 | -0.004 | ||
| 9.95 | 10.20 | 1 | 218.0% | 1.00 | 0.0025 | -0.004 | 93 | 0 | 0.0100 | 161.6% | -0.00 | 0.0025 | -0.004 | |||
| 8.95 | 9.20 | 6 | 1 | 198.6% | 1.00 | 0.0030 | -0.004 | 94 | 0 | 0.0100 | 146.4% | -0.00 | 0.0030 | -0.004 | ||
| 7.95 | 8.20 | 6 | 21 | 179.2% | 1.00 | 0.0038 | -0.004 | 95 | 0 | 0.0100 | 131.1% | -0.00 | 0.0038 | -0.004 | ||
| 6.95 | 7.20 | 21 | 159.7% | 1.00 | 0.0048 | -0.004 | 96 | 0 | 0.0100 | 115.9% | -0.00 | 0.0048 | -0.004 | |||
| 5.95 | 6.20 | 140.0% | 0.99 | 0.0064 | -0.004 | 97 | 0 | 0.0100 | 100.6% | -0.01 | 0.0064 | -0.004 | ||||
| 4.95 | 5.20 | 120.2% | 0.99 | 0.0087 | -0.004 | 98 | 0 | 0.0100 | 85.2% | -0.01 | 0.0087 | -0.004 | ||||
| 3.95 | 4.20 | 1 | 100.0% | 0.99 | 0.0128 | -0.004 | 99 | 0 | 0.0100 | 69.8% | -0.01 | 0.0128 | -0.004 | |||
| 2.97 | 3.20 | 82.6% | 0.99 | 0.0205 | -0.004 | 100 | 0 | 0.0100 | 54.1% | -0.01 | 0.0205 | -0.004 | ||||
| 1.97 | 2.17 | 56.5% | 0.99 | 0.0389 | -0.005 | 101 | 0 | 0.0100 | 65 | 38.0% | -0.01 | 0.0389 | -0.005 | |||
| 0.9800 | 1.16 | 44 | 33.9% | 0.98 | 0.1101 | -0.005 | 102 | 0 | 0.0100 | 1 | 4 | 21.2% | -0.02 | 0.1101 | -0.005 | |
| 0.0800 | 0.1200 | 15 | 8.8% | 0.54 | 1.7218 | -0.080 | 103 | 0.0600 | 0.0900 | 1 | 40 | 8.8% | -0.46 | 1.7218 | -0.080 | |
| 0 | 0.0100 | 10 | 20.1% | 0.03 | 0.1237 | -0.005 | 104 | 0.8500 | 1.02 | -0.97 | 0.1237 | -0.005 | ||||
| 0 | 0.0100 | 1 | 36.5% | 0.02 | 0.0435 | -0.005 | 105 | 1.83 | 2.05 | -0.98 | 0.0435 | -0.005 | ||||
| 0 | 0.0100 | 51.8% | 0.01 | 0.0232 | -0.005 | 106 | 2.83 | 3.10 | -0.99 | 0.0232 | -0.005 | |||||
| 0 | 0.0100 | 66.4% | 0.01 | 0.0148 | -0.005 | 107 | 3.80 | 4.05 | -0.99 | 0.0148 | -0.005 | |||||
| 0 | 0.0100 | 80.5% | 0.01 | 0.0104 | -0.005 | 108 | 4.80 | 5.05 | -0.99 | 0.0104 | -0.005 | |||||
| 0 | 0.0100 | 94.2% | 0.01 | 0.0077 | -0.005 | 109 | 5.80 | 6.05 | -0.99 | 0.0078 | -0.005 | |||||
| 0 | 0.0100 | 107.5% | 0.01 | 0.0060 | -0.005 | 110 | 6.80 | 7.05 | -0.99 | 0.0060 | -0.005 | |||||
| 0 | 0.0100 | 120.6% | 0.01 | 0.0049 | -0.004 | 111 | 7.80 | 8.05 | -0.99 | 0.0049 | -0.004 | |||||
| 0 | 0.0100 | 133.4% | 0.00 | 0.0040 | -0.004 | 112 | 8.80 | 9.05 | -1.00 | 0.0040 | -0.004 | |||||
| 0 | 0.0100 | 146.0% | 0.00 | 0.0034 | -0.004 | 113 | 9.80 | 10.05 | -1.00 | 0.0034 | -0.004 | |||||
| 0 | 0.0100 | 158.3% | 0.00 | 0.0029 | -0.004 | 114 | 10.80 | 11.05 | -1.00 | 0.0029 | -0.004 | |||||
| 0 | 0.0100 | 170.5% | 0.00 | 0.0025 | -0.004 | 115 | 11.80 | 12.05 | -1.00 | 0.0025 | -0.004 | |||||
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 19, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.