LQD option chain iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · as of 15:40 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 ±0.5% (102.53–103.56) · ATM IV 8.0% · P/C open interest 131.03
| 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 | |
| 16.95 | 17.20 | 105.6% | 1.00 | 0.0012 | -0.003 | 86 | 0 | 0.0100 | 84.0% | -0.00 | 0.0012 | -0.005 | ||||
| 16.00 | 16.20 | 107.3% | 1.00 | 0.0013 | -0.003 | 87 | 0 | 0.0100 | 79.0% | -0.00 | 0.0013 | -0.005 | ||||
| 15.00 | 15.20 | 2 | 101.0% | 1.00 | 0.0015 | -0.003 | 88 | 0 | 0.0100 | 74.2% | -0.00 | 0.0015 | -0.005 | |||
| 14.00 | 14.20 | 2 | 1 | 94.7% | 1.00 | 0.0018 | -0.004 | 89 | 0 | 0.0100 | 69.3% | -0.00 | 0.0018 | -0.005 | ||
| 13.00 | 13.15 | 46 | 1 | 81.7% | 1.00 | 0.0021 | -0.004 | 90 | 0 | 0.0100 | 64.5% | -0.00 | 0.0021 | -0.006 | ||
| 12.00 | 12.15 | 46 | 75.8% | 1.00 | 0.0025 | -0.004 | 91 | 0 | 0.0100 | 59.7% | -0.00 | 0.0025 | -0.006 | |||
| 11.00 | 11.20 | 6 | 76.0% | 1.00 | 0.0030 | -0.005 | 92 | 0 | 0.0100 | 55.0% | -0.00 | 0.0030 | -0.006 | |||
| 10.00 | 10.20 | 6 | 69.8% | 0.99 | 0.0036 | -0.005 | 93 | 0 | 0.0100 | 50.2% | -0.01 | 0.0036 | -0.006 | |||
| 9.00 | 9.20 | 63.6% | 0.99 | 0.0044 | -0.006 | 94 | 0 | 0.0100 | 45.5% | -0.01 | 0.0044 | -0.007 | ||||
| 7.95 | 8.20 | 52.5% | 0.99 | 0.0055 | -0.006 | 95 | 0 | 0.0100 | 40.7% | -0.01 | 0.0055 | -0.007 | ||||
| 6.95 | 7.20 | 46.6% | 0.99 | 0.0070 | -0.006 | 96 | 0 | 0.0100 | 36.0% | -0.01 | 0.0070 | -0.007 | ||||
| 5.95 | 6.20 | 40.8% | 0.99 | 0.0092 | -0.007 | 97 | 0 | 0.0100 | 31.3% | -0.01 | 0.0092 | -0.007 | ||||
| 4.95 | 5.20 | 34.9% | 0.99 | 0.0126 | -0.007 | 98 | 0 | 0.0100 | 26.5% | -0.01 | 0.0126 | -0.008 | ||||
| 3.95 | 4.20 | 28.9% | 0.99 | 0.0184 | -0.007 | 99 | 0 | 0.0200 | 23.8% | -0.01 | 0.0184 | -0.008 | ||||
| 3.00 | 3.20 | 25.6% | 0.98 | 0.0296 | -0.008 | 100 | 0 | 0.0200 | 40.0K | 18.6% | -0.02 | 0.0296 | -0.009 | |||
| 1.97 | 2.18 | 16.5% | 0.97 | 0.0611 | -0.011 | 101 | 0.0100 | 0.0200 | 1 | 14.1% | -0.03 | 0.0611 | -0.011 | |||
| 1.05 | 1.18 | 132 | 12.3% | 0.90 | 0.2131 | -0.027 | 102 | 0.0300 | 0.0400 | 3 | 40.4K | 9.9% | -0.10 | 0.2136 | -0.028 | |
| 0.2600 | 0.3000 | 429 | 8.1% | 0.53 | 0.6187 | -0.066 | 103 | 0.2200 | 0.2500 | 1,006 | 8 | 8.0% | -0.48 | 0.6256 | -0.067 | |
| 0.0200 | 0.0300 | 2 | 51 | 8.5% | 0.08 | 0.2169 | -0.018 | 104 | 0.8700 | 1.02 | -0.94 | 0.2235 | -0.020 | |||
| 0 | 0.0100 | 11.2% | 0.02 | 0.0481 | -0.005 | 105 | 1.84 | 2.03 | -0.99 | 0.0390 | -0.011 | |||||
| 0 | 0.0100 | 16.0% | 0.01 | 0.0255 | -0.005 | 106 | 2.85 | 3.05 | -0.99 | 0.0207 | -0.011 | |||||
| 0 | 0.0100 | 20.5% | 0.01 | 0.0160 | -0.005 | 107 | 3.80 | 4.05 | -0.99 | 0.0131 | -0.011 | |||||
| 0 | 0.0100 | 24.9% | 0.01 | 0.0112 | -0.005 | 108 | 4.80 | 5.05 | -1.00 | 0.0091 | -0.011 | |||||
| 0 | 0.0100 | 29.1% | 0.01 | 0.0084 | -0.005 | 109 | 5.80 | 6.05 | -1.00 | 0.0067 | -0.011 | |||||
| 0 | 0.0100 | 33.3% | 0.01 | 0.0065 | -0.005 | 110 | 6.80 | 7.05 | -1.00 | 0.0052 | -0.011 | |||||
| 0 | 0.0100 | 37.3% | 0.01 | 0.0052 | -0.005 | 111 | 7.80 | 8.05 | -1.00 | 0.0041 | -0.011 | |||||
| 0 | 0.0100 | 41.3% | 0.00 | 0.0042 | -0.005 | 112 | 8.80 | 9.05 | -1.00 | 0.0034 | -0.011 | |||||
| 0 | 0.0100 | 45.2% | 0.00 | 0.0035 | -0.004 | 113 | 9.80 | 10.05 | -1.00 | 0.0028 | -0.010 | |||||
| 0 | 0.0100 | 49.0% | 0.00 | 0.0030 | -0.004 | 114 | 10.80 | 11.05 | -1.00 | 0.0023 | -0.010 | |||||
| 0 | 0.0100 | 52.8% | 0.00 | 0.0026 | -0.004 | 115 | 11.80 | 12.05 | -1.00 | 0.0020 | -0.010 | |||||
| 0 | 0.0100 | 56.5% | 0.00 | 0.0022 | -0.004 | 116 | 12.80 | 13.05 | -1.00 | 0.0017 | -0.010 | |||||
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 21, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs