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 ±5.1% (98.09–108.71) · ATM IV 9.1% · P/C open interest 173.75
| 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 | |
| 46.95 | 49.75 | 1.00 | 0.0000 | 0.000 | 55 | 0 | 0.7300 | 49.6K | 49.3% | -0.01 | 0.0007 | -0.001 | ||||
| 41.95 | 44.50 | 1.00 | 0.0000 | 0.000 | 60 | 0 | 0.7300 | 43.2% | -0.01 | 0.0009 | -0.001 | |||||
| 36.90 | 39.80 | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.7400 | 37.7% | -0.01 | 0.0013 | -0.002 | |||||
| 31.00 | 35.80 | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.4700 | 29.8% | -0.01 | 0.0020 | -0.002 | |||||
| 26.75 | 29.80 | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.8500 | 28.3% | -0.02 | 0.0030 | -0.002 | |||||
| 21.75 | 24.80 | 1.00 | 0.0004 | 0.000 | 80 | 0 | 0.5600 | 1 | 21.5% | -0.03 | 0.0047 | -0.002 | ||||
| 17.25 | 19.80 | 18.6% | 1.00 | 0.0017 | 0.000 | 85 | 0 | 0.6300 | 17.6% | -0.04 | 0.0080 | -0.003 | ||||
| 11.55 | 15.90 | 17.1% | 0.99 | 0.0078 | -0.001 | 90 | 0 | 0.7300 | 13.7% | -0.07 | 0.0147 | -0.004 | ||||
| 10.70 | 13.85 | 0.98 | 0.0105 | -0.002 | 91 | 0 | 1.21 | 14.8% | -0.08 | 0.0169 | -0.004 | |||||
| 9.70 | 12.60 | 0.98 | 0.0144 | -0.002 | 92 | 0 | 1.18 | 13.7% | -0.09 | 0.0194 | -0.004 | |||||
| 9.45 | 11.80 | 12.8% | 0.96 | 0.0192 | -0.003 | 93 | 0 | 1.01 | 12.1% | -0.11 | 0.0224 | -0.004 | ||||
| 7.15 | 12.00 | 11.1% | 0.95 | 0.0256 | -0.004 | 94 | 0 | 1.33 | 12.2% | -0.13 | 0.0260 | -0.004 | ||||
| 6.10 | 10.95 | 8.8% | 0.93 | 0.0325 | -0.005 | 95 | 0.1500 | 1.04 | 10.8% | -0.15 | 0.0300 | -0.005 | ||||
| 5.60 | 9.95 | 11.1% | 0.90 | 0.0405 | -0.006 | 96 | 0.1500 | 1.36 | 10.7% | -0.17 | 0.0347 | -0.005 | ||||
| 4.30 | 9.00 | 9.0% | 0.86 | 0.0474 | -0.006 | 97 | 0.2600 | 1.59 | 10.4% | -0.20 | 0.0398 | -0.005 | ||||
| 3.50 | 8.20 | 2 | 9.4% | 0.82 | 0.0534 | -0.007 | 98 | 0.3900 | 1.70 | 15 | 9.9% | -0.24 | 0.0451 | -0.006 | ||
| 4.00 | 6.25 | 9.6% | 0.77 | 0.0582 | -0.007 | 99 | 0.6600 | 2.09 | 10.0% | -0.29 | 0.0506 | -0.006 | ||||
| 3.65 | 5.55 | 10.3% | 0.71 | 0.0623 | -0.007 | 100 | 0.9400 | 2.35 | 108 | 9.8% | -0.34 | 0.0558 | -0.006 | |||
| 2.87 | 4.85 | 1 | 9.9% | 0.65 | 0.0658 | -0.007 | 101 | 1.02 | 2.62 | 11 | 9.0% | -0.39 | 0.0603 | -0.007 | ||
| 1.65 | 4.20 | 66 | 8.6% | 0.59 | 0.0686 | -0.007 | 102 | 1.57 | 3.05 | 42 | 9.2% | -0.45 | 0.0638 | -0.007 | ||
| 1.77 | 3.75 | 161 | 9.9% | 0.52 | 0.0701 | -0.007 | 103 | 1.30 | 3.80 | 10.0K | 8.3% | -0.51 | 0.0658 | -0.007 | ||
| 1.09 | 3.20 | 9.3% | 0.45 | 0.0700 | -0.007 | 104 | 2.30 | 3.90 | 8.2% | -0.58 | 0.0659 | -0.006 | ||||
| 0.8600 | 2.32 | 8.7% | 0.38 | 0.0678 | -0.006 | 105 | 2.86 | 4.50 | 233 | 8.0% | -0.65 | 0.0639 | -0.006 | |||
| 0.1100 | 2.20 | 5 | 8.3% | 0.31 | 0.0636 | -0.006 | 106 | 3.55 | 5.15 | 1 | 8.0% | -0.71 | 0.0598 | -0.005 | ||
| 0.2500 | 1.47 | 25 | 8.1% | 0.25 | 0.0578 | -0.005 | 107 | 2.55 | 6.90 | 6.1% | -0.76 | 0.0542 | -0.004 | |||
| 0.0200 | 1.25 | 8.1% | 0.20 | 0.0508 | -0.004 | 108 | 3.50 | 7.95 | 42 | 7.1% | -0.81 | 0.0473 | -0.004 | |||
| 0.0100 | 1.10 | 40 | 8.6% | 0.15 | 0.0432 | -0.004 | 109 | 5.70 | 7.40 | 6.9% | -0.86 | 0.0401 | -0.003 | |||
| 0.0100 | 0.7600 | 25 | 8.4% | 0.12 | 0.0360 | -0.003 | 110 | 6.70 | 8.25 | 7.1% | -0.89 | 0.0332 | -0.003 | |||
| 0 | 1.12 | 1 | 10.2% | 0.09 | 0.0296 | -0.003 | 111 | 7.60 | 9.15 | 6.9% | -0.91 | 0.0273 | -0.002 | |||
| 0 | 0.6400 | 12 | 9.4% | 0.08 | 0.0245 | -0.002 | 112 | 8.05 | 10.00 | -0.93 | 0.0225 | -0.002 | ||||
| 0 | 0.7500 | 8 | 10.5% | 0.06 | 0.0204 | -0.002 | 113 | 8.40 | 11.45 | -0.94 | 0.0188 | -0.001 | ||||
| 0 | 0.5700 | 10.5% | 0.05 | 0.0173 | -0.002 | 114 | 10.30 | 12.40 | 9.2% | -0.95 | 0.0159 | -0.001 | ||||
| 0 | 0.8300 | 12.2% | 0.05 | 0.0148 | -0.002 | 115 | 11.20 | 13.40 | 9.4% | -0.95 | 0.0136 | -0.001 | ||||
| 0 | 0.5300 | 11.6% | 0.04 | 0.0128 | -0.002 | 116 | 11.00 | 15.30 | -0.96 | 0.0120 | -0.001 | |||||
| 0 | 0.5300 | 12.2% | 0.04 | 0.0112 | -0.002 | 117 | 12.90 | 15.35 | -0.96 | 0.0107 | -0.001 | |||||
| 0 | 0.5100 | 12.7% | 0.03 | 0.0099 | -0.001 | 118 | 13.15 | 16.50 | -0.97 | 0.0095 | -0.001 | |||||
| 0 | 0.5000 | 13.2% | 0.03 | 0.0088 | -0.001 | 119 | 14.65 | 17.50 | -0.97 | 0.0085 | -0.001 | |||||
| 0 | 0.5000 | 13.8% | 0.03 | 0.0079 | -0.001 | 120 | 15.75 | 18.55 | 10.2% | -0.98 | 0.0075 | -0.001 | ||||
| 0 | 0.4900 | 14.3% | 0.03 | 0.0071 | -0.001 | 121 | 15.75 | 20.50 | 9.8% | -0.98 | 0.0067 | -0.000 | ||||
| 0 | 0.4900 | 14.9% | 0.02 | 0.0064 | -0.001 | 122 | 17.95 | 19.85 | -0.98 | 0.0059 | -0.000 | |||||
| 0 | 0.4800 | 15.4% | 0.02 | 0.0059 | -0.001 | 123 | 18.70 | 21.30 | -0.98 | 0.0053 | -0.000 | |||||
| 0 | 0.4700 | 15.8% | 0.02 | 0.0054 | -0.001 | 124 | 19.65 | 22.45 | -0.98 | 0.0047 | -0.000 | |||||
| 0 | 0.4800 | 16.4% | 0.02 | 0.0049 | -0.001 | 125 | 20.75 | 23.10 | 1 | -0.99 | 0.0042 | 0.000 | ||||
| 0 | 0.4600 | 18.9% | 0.01 | 0.0033 | -0.001 | 130 | 25.80 | 28.20 | -0.99 | 0.0025 | 0.000 | |||||
| 0 | 0.8200 | 23.7% | 0.01 | 0.0024 | -0.001 | 135 | 29.60 | 34.00 | -0.99 | 0.0015 | 0.000 | |||||
| 0 | 0.4400 | 23.3% | 0.01 | 0.0018 | -0.001 | 140 | 35.75 | 38.15 | -1.00 | 0.0010 | 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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.