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 ±4.5% (98.76–108.04) · ATM IV 9.5% · P/C open interest 0.80
| 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 | |
| 41.00 | 45.60 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.6700 | 1 | 51.2% | -0.01 | 0.0008 | -0.002 | ||||
| 36.65 | 39.60 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.6100 | 43.8% | -0.01 | 0.0011 | -0.002 | |||||
| 31.70 | 34.75 | 1.00 | 0.0001 | -0.000 | 70 | 0 | 0.6500 | 38.2% | -0.01 | 0.0017 | -0.002 | |||||
| 27.00 | 29.80 | 1.00 | 0.0002 | -0.000 | 75 | 0 | 0.6300 | 32.1% | -0.02 | 0.0025 | -0.002 | |||||
| 21.85 | 24.80 | 1.00 | 0.0008 | -0.000 | 80 | 0 | 0.6800 | 102 | 27.0% | -0.02 | 0.0040 | -0.003 | ||||
| 16.45 | 19.75 | 1.00 | 0.0022 | -0.001 | 85 | 0 | 0.7800 | 2 | 22.3% | -0.03 | 0.0069 | -0.003 | ||||
| 12.20 | 14.70 | 0.99 | 0.0069 | -0.002 | 90 | 0 | 0.6200 | 2 | 16.0% | -0.06 | 0.0129 | -0.004 | ||||
| 11.40 | 13.45 | 0.98 | 0.0089 | -0.002 | 91 | 0 | 0.8900 | 1 | 16.4% | -0.06 | 0.0149 | -0.004 | ||||
| 9.05 | 13.95 | 10.6% | 0.98 | 0.0116 | -0.003 | 92 | 0 | 0.9500 | 15.6% | -0.07 | 0.0173 | -0.004 | ||||
| 9.40 | 11.60 | 0.97 | 0.0152 | -0.003 | 93 | 0 | 0.8700 | 1 | 14.1% | -0.08 | 0.0202 | -0.004 | ||||
| 8.65 | 10.50 | 12.6% | 0.96 | 0.0201 | -0.004 | 94 | 0 | 0.9600 | 13.4% | -0.10 | 0.0239 | -0.005 | ||||
| 7.80 | 9.30 | 10.8% | 0.95 | 0.0267 | -0.005 | 95 | 0.2300 | 0.7700 | 6 | 12.4% | -0.11 | 0.0283 | -0.005 | |||
| 6.85 | 8.35 | 4 | 10.7% | 0.93 | 0.0346 | -0.006 | 96 | 0.1100 | 0.7500 | 1 | 10.7% | -0.14 | 0.0337 | -0.006 | ||
| 5.25 | 7.80 | 7.9% | 0.90 | 0.0442 | -0.007 | 97 | 0.2200 | 1.05 | 42 | 5,000 | 11.0% | -0.17 | 0.0400 | -0.006 | ||
| 5.30 | 6.35 | 10.5% | 0.86 | 0.0542 | -0.008 | 98 | 0.1500 | 1.27 | 8 | 745 | 10.2% | -0.20 | 0.0471 | -0.007 | ||
| 4.45 | 5.85 | 11.2% | 0.81 | 0.0629 | -0.009 | 99 | 0.3300 | 1.46 | 2 | 9.9% | -0.25 | 0.0547 | -0.007 | |||
| 3.00 | 5.20 | 1 | 9.5% | 0.75 | 0.0703 | -0.009 | 100 | 0.1300 | 1.79 | 8,113 | 8.8% | -0.30 | 0.0624 | -0.008 | ||
| 2.71 | 4.25 | 4 | 9.8% | 0.68 | 0.0761 | -0.009 | 101 | 0.7900 | 1.78 | 7,765 | 8.7% | -0.36 | 0.0693 | -0.008 | ||
| 2.25 | 3.80 | 3,000 | 10.4% | 0.60 | 0.0803 | -0.009 | 102 | 1.21 | 2.15 | 26 | 8,091 | 9.1% | -0.43 | 0.0749 | -0.008 | |
| 1.68 | 3.05 | 950 | 28.0K | 9.9% | 0.52 | 0.0825 | -0.009 | 103 | 1.61 | 2.94 | 842 | 9.1% | -0.51 | 0.0782 | -0.008 | |
| 1.19 | 2.33 | 91 | 9.2% | 0.44 | 0.0820 | -0.008 | 104 | 2.36 | 3.35 | 197 | 9.2% | -0.59 | 0.0785 | -0.008 | ||
| 0.6900 | 1.84 | 475 | 8.8% | 0.36 | 0.0782 | -0.008 | 105 | 2.45 | 3.90 | 7.8% | -0.67 | 0.0752 | -0.007 | |||
| 0.2400 | 1.41 | 1 | 8.1% | 0.29 | 0.0714 | -0.007 | 106 | 3.10 | 4.55 | 53 | 7.4% | -0.74 | 0.0686 | -0.006 | ||
| 0.0400 | 1.17 | 728 | 8.2% | 0.22 | 0.0624 | -0.006 | 107 | 4.00 | 5.40 | 7.8% | -0.80 | 0.0596 | -0.005 | |||
| 0 | 0.7500 | 5,223 | 7.9% | 0.16 | 0.0521 | -0.005 | 108 | 3.05 | 7.70 | 5,210 | 6.3% | -0.86 | 0.0492 | -0.004 | ||
| 0 | 0.6900 | 7,805 | 8.6% | 0.12 | 0.0420 | -0.004 | 109 | 4.00 | 8.80 | 3 | 7.6% | -0.90 | 0.0390 | -0.004 | ||
| 0 | 0.7500 | 28 | 9.8% | 0.09 | 0.0331 | -0.003 | 110 | 6.60 | 7.95 | 1 | 6.6% | -0.93 | 0.0301 | -0.003 | ||
| 0 | 0.8400 | 11.1% | 0.07 | 0.0262 | -0.003 | 111 | 7.40 | 9.00 | -0.95 | 0.0234 | -0.002 | |||||
| 0 | 0.5200 | 3 | 10.5% | 0.05 | 0.0211 | -0.002 | 112 | 8.35 | 9.85 | -0.96 | 0.0185 | -0.002 | ||||
| 0 | 0.6800 | 3 | 12.1% | 0.05 | 0.0174 | -0.002 | 113 | 8.85 | 11.00 | 3 | -0.96 | 0.0150 | -0.002 | |||
| 0 | 0.6700 | 12.9% | 0.04 | 0.0147 | -0.002 | 114 | 10.05 | 12.20 | 3 | -0.97 | 0.0125 | -0.002 | ||||
| 0 | 0.4800 | 12.7% | 0.03 | 0.0125 | -0.002 | 115 | 10.60 | 13.25 | 3 | -0.97 | 0.0106 | -0.002 | ||||
| 0 | 0.4700 | 13.4% | 0.03 | 0.0109 | -0.002 | 116 | 11.35 | 14.30 | -0.98 | 0.0091 | -0.001 | |||||
| 0 | 0.4600 | 14.0% | 0.03 | 0.0095 | -0.002 | 117 | 11.75 | 16.45 | 3 | -0.98 | 0.0079 | -0.001 | ||||
| 0 | 0.6200 | 15.8% | 0.03 | 0.0084 | -0.002 | 118 | 12.95 | 16.50 | -0.98 | 0.0068 | -0.001 | |||||
| 0 | 0.6900 | 16.9% | 0.02 | 0.0074 | -0.002 | 119 | 13.75 | 18.50 | 3 | -0.98 | 0.0060 | -0.001 | ||||
| 0 | 0.6900 | 17.6% | 0.02 | 0.0066 | -0.001 | 120 | 15.75 | 18.55 | 3 | -0.98 | 0.0053 | -0.001 | ||||
| 0 | 0.6800 | 18.3% | 0.02 | 0.0060 | -0.001 | 121 | 16.90 | 19.10 | 3 | -0.99 | 0.0047 | -0.001 | ||||
| 0 | 0.6400 | 18.7% | 0.02 | 0.0054 | -0.001 | 122 | 17.25 | 20.25 | 3 | -0.99 | 0.0042 | -0.001 | ||||
| 0 | 0.6200 | 19.3% | 0.02 | 0.0049 | -0.001 | 123 | 18.25 | 21.25 | 3 | -0.99 | 0.0038 | -0.001 | ||||
| 0 | 0.6900 | 20.4% | 0.02 | 0.0044 | -0.001 | 124 | 19.25 | 22.25 | -0.99 | 0.0034 | -0.001 | |||||
| 0 | 0.4500 | 19.3% | 0.01 | 0.0040 | -0.001 | 125 | 20.65 | 23.25 | -0.99 | 0.0031 | -0.001 | |||||
| 0 | 0.4500 | 20.0% | 0.01 | 0.0037 | -0.001 | 126 | 21.10 | 24.45 | -0.99 | 0.0028 | -0.001 | |||||
| 0 | 0.6500 | 24.0% | 0.01 | 0.0026 | -0.001 | 130 | 25.80 | 28.40 | 17.7% | -0.99 | 0.0019 | -0.001 | ||||
| 0 | 0.6800 | 27.2% | 0.01 | 0.0018 | -0.001 | 135 | 30.45 | 33.30 | -0.99 | 0.0012 | -0.001 | |||||
| 0 | 0.6600 | 29.9% | 0.01 | 0.0013 | -0.001 | 140 | 35.15 | 38.10 | -1.00 | 0.0009 | -0.001 | |||||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.