TLT option chain iShares 20+ Year Treasury Bond ETF
Cboe delayed options data · as of 13:03 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 ±1.1% (81.37–83.23) · ATM IV 9.1% · P/C open interest 0.36
| 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 | |
| 14.95 | 15.10 | 61.3% | 1.00 | 0.0000 | 0.000 | 67 | 0 | 0.0100 | 53.4% | 0.00 | 0.0000 | 0.000 | ||||
| 13.95 | 14.10 | 56.9% | 1.00 | 0.0000 | 0.000 | 68 | 0 | 0.0100 | 49.9% | 0.00 | 0.0000 | 0.000 | ||||
| 12.95 | 13.10 | 52.6% | 1.00 | 0.0000 | 0.000 | 69 | 0 | 0.0100 | 46.3% | 0.00 | 0.0000 | 0.000 | ||||
| 11.95 | 12.10 | 48.4% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.0100 | 1 | 42.8% | 0.00 | 0.0000 | 0.000 | |||
| 10.95 | 11.10 | 44.2% | 1.00 | 0.0001 | 0.000 | 71 | 0 | 0.0100 | 39.3% | -0.00 | 0.0001 | 0.000 | ||||
| 9.95 | 10.10 | 40.1% | 1.00 | 0.0001 | 0.000 | 72 | 0 | 0.0100 | 35.9% | -0.00 | 0.0001 | 0.000 | ||||
| 8.95 | 9.10 | 36.0% | 1.00 | 0.0002 | 0.000 | 73 | 0 | 0.0100 | 32.4% | -0.00 | 0.0002 | -0.000 | ||||
| 7.95 | 8.10 | 32.0% | 1.00 | 0.0005 | 0.000 | 74 | 0 | 0.0100 | 29.0% | -0.00 | 0.0005 | -0.000 | ||||
| 6.95 | 7.10 | 28.0% | 1.00 | 0.0011 | 0.000 | 75 | 0 | 0.0100 | 25.6% | -0.00 | 0.0011 | -0.000 | ||||
| 5.95 | 6.10 | 24.1% | 1.00 | 0.0025 | 0.000 | 76 | 0 | 0.0100 | 22.2% | -0.00 | 0.0025 | -0.001 | ||||
| 4.95 | 5.10 | 20.2% | 1.00 | 0.0057 | -0.001 | 77 | 0 | 0.0100 | 18.8% | -0.00 | 0.0057 | -0.001 | ||||
| 3.95 | 4.10 | 1 | 1 | 16.4% | 0.99 | 0.0124 | -0.002 | 78 | 0 | 0.0100 | 2 | 112 | 15.3% | -0.01 | 0.0125 | -0.002 |
| 2.98 | 3.10 | 14.3% | 0.98 | 0.0278 | -0.003 | 79 | 0 | 0.0100 | 368 | 3,814 | 11.9% | -0.02 | 0.0279 | -0.004 | ||
| 2.00 | 2.09 | 16 | 42 | 10.6% | 0.95 | 0.0785 | -0.007 | 80 | 0.0200 | 0.0300 | 147 | 1,068 | 10.9% | -0.05 | 0.0790 | -0.007 |
| 1.52 | 1.61 | 19 | 45 | 10.0% | 0.91 | 0.1417 | -0.013 | 80.5 | 0.0400 | 0.0500 | 148 | 619 | 9.9% | -0.09 | 0.1428 | -0.013 |
| 1.10 | 1.15 | 65 | 59 | 9.6% | 0.82 | 0.2334 | -0.020 | 81 | 0.1000 | 0.1100 | 272 | 1,926 | 9.7% | -0.18 | 0.2358 | -0.021 |
| 0.7300 | 0.7400 | 2,427 | 2,671 | 9.4% | 0.69 | 0.3298 | -0.028 | 81.5 | 0.2100 | 0.2200 | 297 | 1,159 | 9.4% | -0.31 | 0.3338 | -0.028 |
| 0.4200 | 0.4300 | 1,295 | 2,569 | 9.2% | 0.51 | 0.3808 | -0.031 | 82 | 0.4000 | 0.4100 | 459 | 2,026 | 9.1% | -0.50 | 0.3871 | -0.031 |
| 0.2200 | 0.2300 | 540 | 1,402 | 9.0% | 0.33 | 0.3460 | -0.027 | 82.5 | 0.7000 | 0.7100 | 1,150 | 1,641 | 9.1% | -0.69 | 0.3637 | -0.028 |
| 0.1000 | 0.1100 | 475 | 1,828 | 9.4% | 0.18 | 0.2488 | -0.020 | 83 | 1.06 | 1.12 | 34 | 710 | 9.4% | -0.84 | 0.2877 | -0.023 |
| 0.0400 | 0.0500 | 86 | 11.1K | 9.6% | 0.09 | 0.1516 | -0.013 | 83.5 | 1.50 | 1.60 | 249 | 9.7% | -0.94 | 0.1845 | -0.016 | |
| 0.0200 | 0.0300 | 200 | 1,013 | 10.5% | 0.05 | 0.0889 | -0.008 | 84 | 1.99 | 2.09 | 12 | -0.99 | 0.0718 | -0.010 | ||
| 0.0100 | 0.0200 | 6 | 1,374 | 11.4% | 0.03 | 0.0535 | -0.006 | 84.5 | 2.48 | 2.59 | 1 | -1.00 | 0.0173 | -0.009 | ||
| 0.0100 | 0.0200 | 8 | 1,812 | 13.2% | 0.02 | 0.0334 | -0.004 | 85 | 2.99 | 3.10 | 5 | -1.00 | 0.0025 | -0.009 | ||
| 0 | 0.0100 | 2 | 1,990 | 12.9% | 0.01 | 0.0216 | -0.003 | 85.5 | 3.45 | 3.60 | -1.00 | 0.0003 | -0.009 | |||
| 0 | 0.0100 | 2,381 | 14.4% | 0.01 | 0.0145 | -0.002 | 86 | 3.95 | 4.10 | 19.2% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 2,668 | 16.0% | 0.01 | 0.0100 | -0.002 | 86.5 | 4.45 | 4.60 | 1 | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 22 | 4,034 | 17.5% | 0.00 | 0.0070 | -0.001 | 87 | 4.95 | 5.10 | 9 | -1.00 | 0.0000 | -0.009 | ||
| 0 | 0.0100 | 421 | 19.0% | 0.00 | 0.0051 | -0.001 | 87.5 | 5.45 | 5.60 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 272 | 20.5% | 0.00 | 0.0037 | -0.001 | 88 | 5.95 | 6.10 | 26.5% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.0100 | 100 | 21.9% | 0.00 | 0.0028 | -0.001 | 88.5 | 6.45 | 6.60 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 200 | 23.3% | 0.00 | 0.0021 | -0.001 | 89 | 6.95 | 7.10 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 24.8% | 0.00 | 0.0016 | -0.000 | 89.5 | 7.45 | 7.60 | 31.6% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 1 | 50 | 26.2% | 0.00 | 0.0013 | -0.000 | 90 | 7.95 | 8.10 | 33.3% | -1.00 | 0.0000 | -0.009 | ||
| 0 | 0.0100 | 956 | 28.9% | 0.00 | 0.0008 | -0.000 | 91 | 8.95 | 9.10 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 31.6% | 0.00 | 0.0005 | -0.000 | 92 | 9.95 | 10.10 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.0100 | 34.2% | 0.00 | 0.0003 | -0.000 | 93 | 10.95 | 11.10 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.0100 | 36.8% | 0.00 | 0.0002 | -0.000 | 94 | 11.95 | 12.10 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.0100 | 39.4% | 0.00 | 0.0002 | -0.000 | 95 | 12.95 | 13.10 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.0100 | 41.8% | 0.00 | 0.0001 | -0.000 | 96 | 13.95 | 14.10 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.0100 | 44.3% | 0.00 | 0.0001 | 0.000 | 97 | 14.95 | 15.10 | 54.8% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 46.7% | 0.00 | 0.0001 | 0.000 | 98 | 15.95 | 16.10 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.0100 | 49.1% | 0.00 | 0.0000 | 0.000 | 99 | 16.95 | 17.10 | 60.4% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.0100 | 51.4% | 0.00 | 0.0000 | 0.000 | 100 | 17.95 | 18.10 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.0100 | 53.8% | 0.00 | 0.0000 | 0.000 | 101 | 18.95 | 19.10 | -1.00 | 0.0000 | -0.009 | |||||
| 0 | 0.0100 | 56.0% | 0.00 | 0.0000 | 0.000 | 102 | 19.95 | 20.10 | -1.00 | 0.0000 | -0.009 | |||||
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 — Sep 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs