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 ±0.8% (102.23–103.85) · ATM IV 6.9% · P/C open interest 0.00
| 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 | |
| 17.00 | 17.25 | 57.0% | 1.00 | 0.0014 | -0.002 | 86 | 0 | 0.0100 | 46.6% | -0.00 | 0.0014 | -0.004 | ||||
| 16.00 | 16.25 | 53.6% | 1.00 | 0.0016 | -0.002 | 87 | 0 | 0.0100 | 43.9% | -0.00 | 0.0016 | -0.004 | ||||
| 15.00 | 15.25 | 50.2% | 1.00 | 0.0019 | -0.002 | 88 | 0 | 0.0100 | 41.2% | -0.00 | 0.0019 | -0.004 | ||||
| 14.00 | 14.25 | 46.9% | 1.00 | 0.0022 | -0.002 | 89 | 0 | 0.0100 | 38.6% | -0.00 | 0.0022 | -0.004 | ||||
| 13.00 | 13.25 | 43.6% | 0.99 | 0.0026 | -0.003 | 90 | 0 | 0.0100 | 35.9% | -0.00 | 0.0026 | -0.004 | ||||
| 12.00 | 12.25 | 40.3% | 0.99 | 0.0031 | -0.003 | 91 | 0 | 0.0100 | 33.2% | -0.01 | 0.0031 | -0.004 | ||||
| 11.00 | 11.25 | 37.0% | 0.99 | 0.0036 | -0.003 | 92 | 0 | 0.0100 | 30.6% | -0.01 | 0.0036 | -0.004 | ||||
| 10.00 | 10.25 | 33.8% | 0.99 | 0.0044 | -0.004 | 93 | 0 | 0.0100 | 28.0% | -0.01 | 0.0044 | -0.005 | ||||
| 9.00 | 9.25 | 30.6% | 0.99 | 0.0054 | -0.004 | 94 | 0 | 0.0100 | 25.4% | -0.01 | 0.0054 | -0.005 | ||||
| 8.00 | 8.25 | 27.4% | 0.99 | 0.0068 | -0.004 | 95 | 0 | 0.0100 | 22.7% | -0.01 | 0.0068 | -0.005 | ||||
| 7.00 | 7.25 | 24.2% | 0.99 | 0.0087 | -0.004 | 96 | 0 | 0.0200 | 21.8% | -0.01 | 0.0087 | -0.005 | ||||
| 6.00 | 6.25 | 21.0% | 0.99 | 0.0115 | -0.005 | 97 | 0 | 0.0200 | 19.0% | -0.01 | 0.0115 | -0.005 | ||||
| 5.00 | 5.25 | 17.9% | 0.98 | 0.0160 | -0.005 | 98 | 0 | 0.0200 | 16.2% | -0.02 | 0.0160 | -0.006 | ||||
| 4.00 | 4.25 | 14.7% | 0.98 | 0.0241 | -0.006 | 99 | 0.0100 | 0.0200 | 14.2% | -0.02 | 0.0241 | -0.006 | ||||
| 3.05 | 3.25 | 13.5% | 0.97 | 0.0416 | -0.007 | 100 | 0.0100 | 0.0300 | 11.7% | -0.03 | 0.0417 | -0.007 | ||||
| 2.08 | 2.24 | 10.4% | 0.94 | 0.0882 | -0.011 | 101 | 0.0300 | 0.0500 | 9.7% | -0.06 | 0.0886 | -0.011 | ||||
| 1.15 | 1.26 | 10 | 7.8% | 0.83 | 0.2158 | -0.020 | 102 | 0.0900 | 0.1100 | 7.9% | -0.17 | 0.2177 | -0.020 | |||
| 0.4300 | 0.4700 | 10 | 6.8% | 0.55 | 0.3952 | -0.028 | 103 | 0.3400 | 0.3800 | 7.1% | -0.46 | 0.4066 | -0.029 | |||
| 0.0800 | 0.1100 | 357 | 6.7% | 0.18 | 0.2720 | -0.018 | 104 | 0.9700 | 1.06 | 7.0% | -0.84 | 0.3036 | -0.020 | |||
| 0.0100 | 0.0300 | 6 | 7.6% | 0.04 | 0.0791 | -0.005 | 105 | 1.85 | 2.01 | -0.99 | 0.0396 | -0.009 | ||||
| 0 | 0.0200 | 9.6% | 0.02 | 0.0311 | -0.003 | 106 | 2.85 | 3.05 | -1.00 | 0.0042 | -0.009 | |||||
| 0 | 0.0100 | 11.2% | 0.01 | 0.0191 | -0.003 | 107 | 3.80 | 4.05 | -1.00 | 0.0024 | -0.009 | |||||
| 0 | 0.0100 | 13.6% | 0.01 | 0.0132 | -0.003 | 108 | 4.80 | 5.05 | -1.00 | 0.0017 | -0.009 | |||||
| 0 | 0.0100 | 16.0% | 0.01 | 0.0097 | -0.003 | 109 | 5.80 | 6.05 | -1.00 | 0.0013 | -0.009 | |||||
| 0 | 0.0100 | 18.3% | 0.01 | 0.0075 | -0.003 | 110 | 6.80 | 7.05 | -1.00 | 0.0010 | -0.009 | |||||
| 0 | 0.0100 | 20.5% | 0.01 | 0.0060 | -0.003 | 111 | 7.80 | 8.05 | -1.00 | 0.0008 | -0.009 | |||||
| 0 | 0.0100 | 22.8% | 0.01 | 0.0048 | -0.003 | 112 | 8.80 | 9.05 | -1.00 | 0.0006 | -0.009 | |||||
| 0 | 0.0100 | 24.9% | 0.01 | 0.0040 | -0.003 | 113 | 9.80 | 10.05 | -1.00 | 0.0005 | -0.009 | |||||
| 0 | 0.0100 | 27.1% | 0.00 | 0.0034 | -0.003 | 114 | 10.80 | 11.05 | -1.00 | 0.0004 | -0.009 | |||||
| 0 | 0.0100 | 29.1% | 0.00 | 0.0029 | -0.003 | 115 | 11.80 | 12.05 | -1.00 | 0.0003 | -0.009 | |||||
| 0 | 0.0100 | 31.2% | 0.00 | 0.0025 | -0.003 | 116 | 12.80 | 13.05 | -1.00 | 0.0003 | -0.009 | |||||
| 0 | 0.0100 | 33.2% | 0.00 | 0.0022 | -0.003 | 117 | 13.80 | 14.05 | -1.00 | 0.0002 | -0.009 | |||||
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 26, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs