iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD · ETF)
Overview · Option chain · Volatility · Expected-move history
Cboe delayed options data · as of 12:38 UTC · Figures derived from the full chain (2,072 contracts, 24 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 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 ±2.2% (range 101.08–105.72) by Nov 20, 2026. ATM straddle: 2.32 @ strike 103 · ATM IV: 8.9%.
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) |
|---|---|---|---|
| 93.06 | -10% | 100.0% | 0.0% |
| 98.23 | -5% | 97.4% | 2.6% |
| 103.40 | +0% | 49.5% | 50.5% |
| 108.57 | +5% | 3.1% | 96.9% |
| 113.74 | +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: Nov 20, 2026 · lognormal model with 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. |
|---|---|---|---|---|
| Oct 19, 2026 | 0 | ±0.6% | 6.9% | 191 |
| Oct 21, 2026 | 2 | ±4.7% | 50.7% | 1,798 |
| Oct 23, 2026 | 4 | ±3.4% | 30.3% | 9,278 |
| Oct 26, 2026 | 7 | ±0.6% | 3.9% | 30 |
| Oct 28, 2026 | 9 | ±1.2% | 7.7% | 38 |
| Oct 30, 2026 | 11 | ±3.0% | 19.1% | 11.6K |
| Nov 02, 2026 | 14 | — | — | 0 |
| Nov 06, 2026 | 18 | ±3.1% | 15.5% | 846 |
| Nov 13, 2026 | 25 | ±1.6% | 6.7% | 1,103 |
| Nov 20, 2026 | 32 | ±2.2% | 8.9% | 735.5K |
| Nov 27, 2026 | 39 | ±4.7% | 17.5% | 94 |
| Dec 18, 2026 | 60 | ±3.0% | 8.2% | 923.6K |
Open interest by strike · Nov 20
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): 105 C · 164.7K108 C · 148.9K80 P · 100.0K107 C · 98.4K104 C · 98.0K
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
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 49.5% of the time.
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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