LQD option chain iShares iBoxx $ Investment Grade Corporate Bond ETF
Cboe delayed options data · as of 15:36 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 ±3.7% (101.84–109.59) · ATM IV 6.5% · P/C open interest 1.10
| 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 | |
| 44.50 | 47.20 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.0200 | 1 | 29.2% | -0.00 | 0.0002 | -0.000 | ||||
| 39.55 | 42.20 | 36.0% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.0300 | 26.3% | -0.00 | 0.0004 | -0.000 | ||||
| 34.55 | 37.20 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.0300 | 22.6% | -0.00 | 0.0007 | -0.001 | |||||
| 29.55 | 32.25 | 21.2% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.0500 | 20.1% | -0.01 | 0.0013 | -0.001 | ||||
| 24.55 | 27.25 | 1.00 | 0.0001 | 0.000 | 80 | 0.0100 | 0.0800 | 102 | 17.9% | -0.01 | 0.0023 | -0.001 | ||||
| 19.60 | 22.25 | 1.00 | 0.0006 | 0.000 | 85 | 0.0400 | 0.1200 | 15.6% | -0.02 | 0.0043 | -0.002 | |||||
| 14.60 | 17.25 | 1.00 | 0.0025 | 0.000 | 90 | 0.0900 | 0.1800 | 13.1% | -0.04 | 0.0084 | -0.002 | |||||
| 9.85 | 12.30 | 12.3% | 0.98 | 0.0111 | 0.000 | 95 | 0.1600 | 0.2700 | 10.3% | -0.07 | 0.0184 | -0.003 | ||||
| 7.20 | 8.70 | 0.95 | 0.0272 | -0.002 | 98 | 0.2900 | 0.4200 | 800 | 8.9% | -0.12 | 0.0311 | -0.004 | ||||
| 6.20 | 7.65 | 0.92 | 0.0357 | -0.003 | 99 | 0.3700 | 0.5100 | 8.6% | -0.14 | 0.0373 | -0.004 | |||||
| 6.00 | 6.25 | 1 | 8.0% | 0.89 | 0.0459 | -0.004 | 100 | 0.4900 | 0.6300 | 112 | 8.3% | -0.18 | 0.0446 | -0.004 | ||
| 5.10 | 5.35 | 3 | 7.7% | 0.85 | 0.0570 | -0.004 | 101 | 0.6400 | 0.7800 | 7,765 | 8.0% | -0.22 | 0.0527 | -0.005 | ||
| 4.25 | 4.50 | 7.5% | 0.80 | 0.0678 | -0.005 | 102 | 0.8200 | 0.9700 | 15 | 7.6% | -0.27 | 0.0615 | -0.005 | |||
| 3.45 | 3.70 | 1 | 7.3% | 0.73 | 0.0776 | -0.005 | 103 | 1.05 | 1.21 | 809 | 7.3% | -0.33 | 0.0702 | -0.005 | ||
| 2.72 | 2.94 | 7.0% | 0.66 | 0.0855 | -0.006 | 104 | 1.38 | 1.52 | 20 | 7.1% | -0.40 | 0.0781 | -0.005 | |||
| 2.09 | 2.29 | 6.8% | 0.57 | 0.0911 | -0.006 | 105 | 1.71 | 1.90 | 6.8% | -0.48 | 0.0839 | -0.005 | ||||
| 1.52 | 1.71 | 6.5% | 0.48 | 0.0934 | -0.006 | 106 | 2.14 | 2.38 | 52 | 6.5% | -0.56 | 0.0866 | -0.005 | |||
| 1.05 | 1.20 | 360 | 6.2% | 0.39 | 0.0913 | -0.005 | 107 | 2.69 | 2.94 | 6.3% | -0.65 | 0.0849 | -0.004 | |||
| 0.6800 | 0.8400 | 5,211 | 6.1% | 0.30 | 0.0841 | -0.004 | 108 | 3.30 | 3.60 | 5,000 | 6.0% | -0.74 | 0.0781 | -0.004 | ||
| 0.4100 | 0.5500 | 7,805 | 5.9% | 0.21 | 0.0722 | -0.004 | 109 | 4.05 | 4.35 | 3 | 5.9% | -0.81 | 0.0664 | -0.003 | ||
| 0.2300 | 0.3600 | 12 | 5.8% | 0.15 | 0.0576 | -0.003 | 110 | 4.85 | 5.20 | 1 | 5.8% | -0.87 | 0.0520 | -0.002 | ||
| 0.1300 | 0.2600 | 5.9% | 0.10 | 0.0440 | -0.002 | 111 | 5.30 | 6.80 | 6.9% | -0.91 | 0.0388 | -0.001 | ||||
| 0.0800 | 0.2000 | 3 | 6.1% | 0.07 | 0.0333 | -0.002 | 112 | 6.35 | 8.00 | 8.6% | -0.94 | 0.0288 | -0.000 | |||
| 0.0500 | 0.1600 | 3 | 6.4% | 0.06 | 0.0256 | -0.002 | 113 | 7.20 | 8.85 | 3 | 8.4% | -0.95 | 0.0216 | 0.000 | ||
| 0.0300 | 0.1300 | 6.6% | 0.04 | 0.0199 | -0.001 | 114 | 8.20 | 10.00 | 3 | 9.8% | -0.96 | 0.0165 | 0.000 | |||
| 0.0200 | 0.1200 | 7.0% | 0.04 | 0.0159 | -0.001 | 115 | 9.15 | 10.85 | 3 | 9.9% | -0.97 | 0.0129 | 0.000 | |||
| 0.0100 | 0.1000 | 7.3% | 0.03 | 0.0129 | -0.001 | 116 | 10.10 | 12.05 | 11.3% | -0.98 | 0.0103 | 0.000 | ||||
| 0 | 0.0900 | 7.6% | 0.02 | 0.0107 | -0.001 | 117 | 10.70 | 13.05 | 3 | 10.2% | -0.98 | 0.0084 | 0.000 | |||
| 0 | 0.0800 | 8.0% | 0.02 | 0.0090 | -0.001 | 118 | 11.65 | 14.00 | 10.3% | -0.98 | 0.0070 | 0.000 | ||||
| 0 | 0.0700 | 8.3% | 0.02 | 0.0076 | -0.001 | 119 | 12.70 | 15.00 | 3 | 11.5% | -0.98 | 0.0059 | 0.000 | |||
| 0 | 0.0700 | 8.8% | 0.02 | 0.0066 | -0.001 | 120 | 13.70 | 16.00 | 3 | 12.2% | -0.99 | 0.0051 | 0.000 | |||
| 0 | 0.0600 | 9.1% | 0.01 | 0.0057 | -0.001 | 121 | 14.65 | 16.95 | 3 | 12.3% | -0.99 | 0.0044 | 0.000 | |||
| 0 | 0.0600 | 9.6% | 0.01 | 0.0050 | -0.001 | 122 | 15.55 | 17.95 | 3 | 12.3% | -0.99 | 0.0038 | 0.000 | |||
| 0 | 0.0500 | 9.8% | 0.01 | 0.0044 | -0.001 | 123 | 16.95 | 18.95 | 3 | 15.7% | -0.99 | 0.0033 | 0.000 | |||
| 0 | 0.0500 | 10.2% | 0.01 | 0.0040 | -0.001 | 124 | 17.80 | 19.95 | 15.6% | -0.99 | 0.0029 | 0.000 | ||||
| 0 | 0.0400 | 10.4% | 0.01 | 0.0035 | -0.001 | 125 | 18.50 | 20.90 | 13.7% | -0.99 | 0.0026 | 0.000 | ||||
| 0 | 0.0400 | 10.8% | 0.01 | 0.0032 | -0.001 | 126 | 19.55 | 21.95 | 15.4% | -0.99 | 0.0023 | 0.000 | ||||
| 0 | 0.0300 | 12.0% | 0.01 | 0.0021 | -0.000 | 130 | 23.35 | 25.90 | 16.0% | -0.99 | 0.0015 | 0.000 | ||||
| 0 | 0.0300 | 13.9% | 0.00 | 0.0013 | -0.000 | 135 | 28.25 | 30.85 | 18.0% | -0.99 | 0.0009 | 0.000 | ||||
| 0 | 0.0200 | 15.1% | 0.00 | 0.0009 | -0.000 | 140 | 33.20 | 35.75 | 19.9% | -1.00 | 0.0006 | 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 — 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.
callsputs