LQD option chain iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · as of 21:51 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 ±2.9% (102.44–108.50) · ATM IV 7.5% · P/C open interest 2.36
| 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 | |
| 24.55 | 27.80 | 43.4% | 1.00 | 0.0003 | 0.000 | 80 | 0 | 0.6100 | 36.0% | -0.00 | 0.0011 | -0.001 | ||||
| 19.55 | 22.75 | 35.1% | 1.00 | 0.0008 | 0.000 | 85 | 0 | 0.2300 | 50 | 24.5% | -0.01 | 0.0022 | -0.001 | |||
| 14.55 | 17.15 | 22.1% | 0.99 | 0.0023 | 0.000 | 90 | 0 | 0.2500 | 100 | 19.2% | -0.01 | 0.0046 | -0.002 | |||
| 10.05 | 12.05 | 18.8% | 0.99 | 0.0078 | 0.000 | 95 | 0 | 0.2800 | 61 | 56 | 13.9% | -0.03 | 0.0118 | -0.003 | ||
| 9.00 | 10.65 | 13.7% | 0.98 | 0.0103 | 0.000 | 96 | 0 | 0.3200 | 65 | 13.1% | -0.04 | 0.0147 | -0.003 | |||
| 8.05 | 9.65 | 13.0% | 0.98 | 0.0138 | 0.000 | 97 | 0 | 0.5100 | 13.4% | -0.05 | 0.0185 | -0.003 | ||||
| 7.15 | 8.65 | 12.6% | 0.97 | 0.0186 | 0.000 | 98 | 0 | 0.5300 | 12.2% | -0.06 | 0.0237 | -0.004 | ||||
| 6.15 | 7.35 | 7.4% | 0.96 | 0.0256 | -0.001 | 99 | 0 | 0.5600 | 2 | 11.1% | -0.07 | 0.0307 | -0.004 | |||
| 5.15 | 6.70 | 10.2% | 0.94 | 0.0356 | -0.002 | 100 | 0 | 0.4300 | 16.3K | 9.1% | -0.10 | 0.0403 | -0.005 | |||
| 4.45 | 5.60 | 9.9% | 0.91 | 0.0494 | -0.003 | 101 | 0 | 1.47 | 38.1K | 12.1% | -0.13 | 0.0533 | -0.005 | |||
| 3.25 | 4.45 | 6.5% | 0.86 | 0.0679 | -0.005 | 102 | 0.1400 | 0.6400 | 31.8K | 8.0% | -0.18 | 0.0703 | -0.006 | |||
| 2.60 | 3.55 | 7.3% | 0.80 | 0.0903 | -0.006 | 103 | 0.3100 | 0.7700 | 4,008 | 7.5% | -0.25 | 0.0908 | -0.007 | |||
| 1.82 | 2.73 | 6.9% | 0.71 | 0.1136 | -0.007 | 104 | 0 | 1.41 | 10 | 21.7K | 6.7% | -0.34 | 0.1124 | -0.008 | ||
| 0 | 4.80 | 25 | 10.9% | 0.59 | 0.1325 | -0.008 | 105 | 0 | 1.25 | 15 | 72.6K | 4.1% | -0.45 | 0.1299 | -0.008 | |
| 0.5200 | 1.48 | 21 | 25 | 6.2% | 0.46 | 0.1406 | -0.008 | 106 | 0.9200 | 2.01 | 10.1K | 5.8% | -0.59 | 0.1357 | -0.007 | |
| 0 | 0.7900 | 3 | 35.2K | 4.9% | 0.32 | 0.1314 | -0.006 | 107 | 1.71 | 2.50 | 437 | 5.6% | -0.73 | 0.1234 | -0.005 | |
| 0.0700 | 0.5500 | 20.1K | 5.8% | 0.19 | 0.1040 | -0.005 | 108 | 2.44 | 3.30 | 668 | 5.3% | -0.84 | 0.0932 | -0.003 | ||
| 0 | 0.5600 | 23.6K | 7.0% | 0.11 | 0.0699 | -0.003 | 109 | 3.25 | 4.25 | 10.0K | 5.1% | -0.92 | 0.0593 | -0.001 | ||
| 0 | 0.2900 | 77 | 6.8% | 0.06 | 0.0442 | -0.002 | 110 | 3.35 | 5.80 | 6,910 | -0.95 | 0.0358 | 0.000 | |||
| 0 | 1.70 | 218 | 13.9% | 0.04 | 0.0288 | -0.002 | 111 | 5.15 | 6.15 | 2 | -0.97 | 0.0227 | 0.000 | |||
| 0 | 0.7300 | 17 | 11.4% | 0.03 | 0.0200 | -0.001 | 112 | 5.85 | 7.40 | 99 | -0.98 | 0.0155 | 0.000 | |||
| 0 | 0.2400 | 10.9K | 9.5% | 0.02 | 0.0148 | -0.001 | 113 | 6.75 | 8.35 | 2 | -0.98 | 0.0114 | 0.000 | |||
| 0 | 0.2300 | 10.3% | 0.02 | 0.0115 | -0.001 | 114 | 7.65 | 9.35 | 2 | -0.99 | 0.0089 | 0.000 | ||||
| 0 | 0.2400 | 11.4% | 0.02 | 0.0094 | -0.001 | 115 | 8.75 | 10.40 | 1 | -0.99 | 0.0072 | 0.000 | ||||
| 0 | 0.2300 | 2 | 12.2% | 0.01 | 0.0078 | -0.001 | 116 | 9.80 | 11.40 | 1 | -0.99 | 0.0060 | 0.000 | |||
| 0 | 1.20 | 19.3% | 0.01 | 0.0066 | -0.001 | 117 | 10.70 | 12.70 | 2 | 12.5% | -0.99 | 0.0051 | 0.000 | |||
| 0 | 0.2300 | 13.9% | 0.01 | 0.0057 | -0.001 | 118 | 11.40 | 13.55 | 4 | -0.99 | 0.0044 | 0.000 | ||||
| 0 | 0.4200 | 16.6% | 0.01 | 0.0049 | -0.001 | 119 | 12.40 | 14.70 | 1 | -0.99 | 0.0039 | 0.000 | ||||
| 0 | 0.2200 | 15.4% | 0.01 | 0.0043 | -0.001 | 120 | 13.35 | 15.75 | 3 | -0.99 | 0.0034 | 0.000 | ||||
| 0 | 0.4200 | 18.3% | 0.01 | 0.0038 | -0.001 | 121 | 14.50 | 16.75 | 13.7% | -0.99 | 0.0030 | 0.000 | ||||
| 0 | 0.7300 | 21.6% | 0.01 | 0.0034 | -0.001 | 122 | 15.30 | 17.90 | 3 | 12.6% | -0.99 | 0.0028 | 0.000 | |||
| 0 | 0.8200 | 23.2% | 0.01 | 0.0030 | -0.001 | 123 | 16.50 | 18.60 | -0.99 | 0.0025 | 0.000 | |||||
| 0 | 0.2200 | 18.5% | 0.01 | 0.0027 | -0.001 | 124 | 17.85 | 19.70 | 21.2% | -0.99 | 0.0022 | 0.000 | ||||
| 0 | 0.7500 | 24.5% | 0.01 | 0.0025 | -0.001 | 125 | 18.25 | 20.75 | 1 | -1.00 | 0.0019 | 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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs