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 ±1.9% (101.08–105.00) · ATM IV 8.7% · P/C open interest 0.11
| 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 | |
| 22.90 | 23.35 | 40.3% | 1.00 | 0.0004 | 0.000 | 80 | 0 | 0.0200 | 35.9% | -0.00 | 0.0011 | -0.002 | ||||
| 17.90 | 18.35 | 1.00 | 0.0010 | 0.000 | 85 | 0 | 0.0200 | 28.0% | -0.01 | 0.0022 | -0.003 | |||||
| 12.90 | 13.35 | 0.99 | 0.0025 | 0.000 | 90 | 0 | 0.0300 | 21.3% | -0.01 | 0.0051 | -0.004 | |||||
| 8.95 | 9.35 | 17.0% | 0.99 | 0.0064 | -0.001 | 94 | 0.0100 | 0.0600 | 16.9% | -0.02 | 0.0116 | -0.005 | ||||
| 7.95 | 8.35 | 15.0% | 0.99 | 0.0086 | -0.002 | 95 | 0.0200 | 0.0700 | 15.9% | -0.03 | 0.0150 | -0.005 | ||||
| 6.95 | 7.35 | 13.1% | 0.98 | 0.0120 | -0.002 | 96 | 0.0300 | 0.0800 | 14.6% | -0.04 | 0.0199 | -0.006 | ||||
| 6.45 | 6.85 | 12.0% | 0.98 | 0.0145 | -0.003 | 96.5 | 0.0400 | 0.0900 | 14.1% | -0.04 | 0.0232 | -0.006 | ||||
| 5.95 | 6.35 | 11.0% | 0.98 | 0.0175 | -0.003 | 97 | 0.0400 | 0.1000 | 13.4% | -0.05 | 0.0273 | -0.007 | ||||
| 5.45 | 5.85 | 10.0% | 0.97 | 0.0217 | -0.004 | 97.5 | 0.0500 | 0.1100 | 12.8% | -0.06 | 0.0325 | -0.007 | ||||
| 5.05 | 5.35 | 13.1% | 0.97 | 0.0272 | -0.005 | 98 | 0.0600 | 0.1200 | 1 | 12.1% | -0.07 | 0.0389 | -0.008 | |||
| 4.60 | 4.90 | 13.8% | 0.96 | 0.0344 | -0.006 | 98.5 | 0.0800 | 0.1300 | 1 | 11.5% | -0.08 | 0.0470 | -0.009 | |||
| 4.10 | 4.40 | 12.6% | 0.95 | 0.0441 | -0.007 | 99 | 0.1000 | 0.1600 | 6 | 11.0% | -0.10 | 0.0570 | -0.010 | |||
| 3.60 | 3.90 | 11.5% | 0.93 | 0.0568 | -0.009 | 99.5 | 0.1300 | 0.2000 | 6 | 10.6% | -0.12 | 0.0695 | -0.011 | |||
| 3.15 | 3.40 | 10.8% | 0.90 | 0.0734 | -0.011 | 100 | 0.1800 | 0.2400 | 49 | 10.2% | -0.15 | 0.0844 | -0.013 | |||
| 2.70 | 2.83 | 9.4% | 0.87 | 0.0936 | -0.013 | 100.5 | 0.2500 | 0.3100 | 3 | 10.0% | -0.19 | 0.1016 | -0.014 | |||
| 2.28 | 2.39 | 9.3% | 0.82 | 0.1170 | -0.015 | 101 | 0.3400 | 0.4000 | 2 | 9.7% | -0.24 | 0.1204 | -0.016 | |||
| 1.85 | 1.97 | 9.0% | 0.77 | 0.1415 | -0.018 | 101.5 | 0.4500 | 0.5000 | 9.3% | -0.30 | 0.1390 | -0.018 | ||||
| 1.50 | 1.59 | 1 | 9.0% | 0.69 | 0.1641 | -0.020 | 102 | 0.5900 | 0.6600 | 37 | 9.1% | -0.37 | 0.1556 | -0.019 | ||
| 1.16 | 1.24 | 1 | 8.8% | 0.61 | 0.1817 | -0.021 | 102.5 | 0.7800 | 0.8500 | 2 | 8.9% | -0.45 | 0.1681 | -0.019 | ||
| 0.8700 | 0.9500 | 958 | 8.7% | 0.52 | 0.1910 | -0.021 | 103 | 1.01 | 1.09 | 8.8% | -0.53 | 0.1743 | -0.019 | |||
| 0.6300 | 0.6900 | 7 | 8.5% | 0.42 | 0.1886 | -0.020 | 103.5 | 1.27 | 1.37 | 2 | 8.6% | -0.62 | 0.1714 | -0.018 | ||
| 0.4400 | 0.5000 | 5 | 8.4% | 0.33 | 0.1736 | -0.018 | 104 | 1.59 | 1.70 | 8.5% | -0.71 | 0.1582 | -0.016 | |||
| 0.2900 | 0.3600 | 13 | 8.4% | 0.25 | 0.1504 | -0.015 | 104.5 | 1.95 | 2.09 | 8.5% | -0.78 | 0.1376 | -0.014 | |||
| 0.1900 | 0.2500 | 4 | 8.4% | 0.18 | 0.1239 | -0.012 | 105 | 2.36 | 2.50 | 8.5% | -0.84 | 0.1134 | -0.011 | |||
| 0.1100 | 0.1800 | 8.4% | 0.13 | 0.0970 | -0.010 | 105.5 | 2.79 | 2.94 | 8.6% | -0.89 | 0.0883 | -0.008 | ||||
| 0.0600 | 0.1200 | 5 | 8.4% | 0.09 | 0.0728 | -0.007 | 106 | 3.10 | 3.40 | 4.2% | -0.93 | 0.0648 | -0.006 | |||
| 0.0400 | 0.0800 | 2 | 8.5% | 0.06 | 0.0528 | -0.005 | 106.5 | 3.60 | 3.90 | 5.5% | -0.95 | 0.0454 | -0.004 | |||
| 0.0100 | 0.0600 | 8.5% | 0.04 | 0.0381 | -0.004 | 107 | 4.10 | 4.40 | 6.4% | -0.97 | 0.0315 | -0.003 | ||||
| 0 | 0.0500 | 8.8% | 0.03 | 0.0284 | -0.003 | 107.5 | 4.55 | 5.00 | 9.7% | -0.98 | 0.0227 | -0.002 | ||||
| 0 | 0.0400 | 9.2% | 0.02 | 0.0220 | -0.003 | 108 | 5.05 | 5.50 | 10.5% | -0.98 | 0.0176 | -0.001 | ||||
| 0 | 0.0400 | 10.7% | 0.02 | 0.0158 | -0.002 | 109 | 6.05 | 6.50 | 12.2% | -0.99 | 0.0124 | -0.001 | ||||
| 0 | 0.0300 | 11.6% | 0.02 | 0.0122 | -0.002 | 110 | 7.05 | 7.50 | 13.8% | -0.99 | 0.0096 | -0.001 | ||||
| 0 | 0.0300 | 12.9% | 0.01 | 0.0098 | -0.002 | 111 | 8.05 | 8.50 | 15.4% | -0.99 | 0.0077 | -0.001 | ||||
| 0 | 0.0300 | 14.2% | 0.01 | 0.0080 | -0.002 | 112 | 9.05 | 9.50 | 17.0% | -0.99 | 0.0064 | -0.000 | ||||
| 0 | 0.0300 | 15.5% | 0.01 | 0.0067 | -0.002 | 113 | 10.05 | 10.50 | 18.6% | -0.99 | 0.0053 | -0.000 | ||||
| 0 | 0.0300 | 16.8% | 0.01 | 0.0057 | -0.002 | 114 | 11.05 | 11.50 | 20.1% | -0.99 | 0.0045 | 0.000 | ||||
| 0 | 0.0300 | 18.0% | 0.01 | 0.0049 | -0.002 | 115 | 12.05 | 12.50 | 21.6% | -0.99 | 0.0039 | 0.000 | ||||
| 0 | 0.0300 | 19.2% | 0.01 | 0.0042 | -0.002 | 116 | 13.05 | 13.50 | 23.1% | -0.99 | 0.0034 | 0.000 | ||||
| 0 | 0.0200 | 22.8% | 0.01 | 0.0026 | -0.002 | 120 | 17.05 | 17.50 | 29.0% | -1.00 | 0.0020 | 0.000 | ||||
| 0 | 0.0200 | 28.0% | 0.00 | 0.0016 | -0.002 | 125 | 22.05 | 22.50 | 36.0% | -1.00 | 0.0012 | 0.000 | ||||
| 0 | 0.0200 | 33.0% | 0.00 | 0.0010 | -0.001 | 130 | 27.00 | 27.45 | 36.8% | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.0200 | 37.7% | 0.00 | 0.0007 | -0.001 | 135 | 32.00 | 32.45 | 43.5% | -1.00 | 0.0005 | 0.000 | ||||
| 0 | 0.0200 | 42.1% | 0.00 | 0.0005 | -0.001 | 140 | 37.00 | 37.45 | 50.0% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.0200 | 46.4% | 0.00 | 0.0003 | -0.001 | 145 | 42.00 | 42.45 | 56.2% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.0200 | 50.4% | 0.00 | 0.0002 | -0.001 | 150 | 47.00 | 47.45 | 62.1% | -1.00 | 0.0002 | 0.000 | ||||
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 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.