iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD · ETF)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 06:36 UTC · Figures derived from the full chain (1,592 contracts, 18 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (15 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±1.0% (range 104.26–106.31) by Sep 18, 2026. ATM straddle: 1.02 @ strike 105.5 · ATM IV: 5.7%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 94.76 | -10% | 100.0% | 0.0% |
| 100.02 | -5% | 100.0% | 0.0% |
| 105.28 | -0% | 49.9% | 50.1% |
| 110.55 | +5% | 0.0% | 100.0% |
| 115.81 | +10% | 0.0% | 100.0% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | ±0.4% | 6.8% | 33.3K |
| Sep 11, 2026 | 8 | ±0.7% | 5.6% | 9,765 |
| Sep 18, 2026 | 15 | ±1.0% | 5.7% | 719.5K |
| Sep 25, 2026 | 22 | ±1.1% | 5.5% | 43.0K |
| Oct 02, 2026 | 29 | ±1.5% | 5.6% | 467 |
| Oct 09, 2026 | 36 | ±1.6% | 5.7% | 25 |
| Oct 16, 2026 | 43 | ±1.8% | 6.3% | 381.8K |
| Nov 20, 2026 | 78 | ±2.6% | 6.7% | 298.0K |
| Dec 18, 2026 | 106 | ±3.1% | 6.8% | 370.1K |
| Jan 15, 2027 | 134 | ±3.4% | 6.8% | 120.7K |
| Feb 19, 2027 | 169 | ±3.8% | 6.8% | 27.6K |
| Mar 19, 2027 | 197 | ±4.1% | 6.9% | 4,626 |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 104 P · 150.5K109 C · 117.3K105 P · 116.5K101 P · 104.2K111 C · 89.9K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
About iShares iBoxx $ Investment Grade Corporate Bond ETF
This exchange-traded fund (ETF) is engineered to closely mirror the financial performance of an underlying index. This benchmark comprises a selection of high-quality corporate bonds, all of which are issued and traded in U.S. dollars.
ETF · Asset Management - Bonds · AMEX · Profile: Financial Modeling Prep
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