TLT option chain iShares 20+ Year Treasury Bond ETF
Cboe delayed options data · as of 19:03 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 ±1.3% (81.14–83.23) · ATM IV 8.9% · P/C open interest 1.23
| 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 | |
| 13.20 | 13.35 | 39.1% | 1.00 | 0.0002 | 0.000 | 69 | 0 | 0.0100 | 37.5% | -0.00 | 0.0002 | -0.000 | ||||
| 12.20 | 12.35 | 35.5% | 1.00 | 0.0003 | 0.000 | 70 | 0 | 0.0100 | 34.7% | -0.00 | 0.0003 | -0.000 | ||||
| 11.20 | 11.35 | 31.9% | 1.00 | 0.0004 | 0.000 | 71 | 0 | 0.0100 | 31.9% | -0.00 | 0.0004 | -0.000 | ||||
| 10.20 | 10.35 | 7 | 28.2% | 1.00 | 0.0006 | 0.000 | 72 | 0 | 0.0100 | 29.2% | -0.00 | 0.0006 | -0.000 | |||
| 9.20 | 9.35 | 16 | 24.5% | 1.00 | 0.0010 | 0.000 | 73 | 0 | 0.0100 | 26.5% | -0.00 | 0.0010 | -0.000 | |||
| 8.20 | 8.35 | 20.3% | 1.00 | 0.0016 | 0.000 | 74 | 0 | 0.0100 | 23.7% | -0.00 | 0.0016 | -0.001 | ||||
| 7.20 | 7.35 | 2 | 1.00 | 0.0027 | 0.000 | 75 | 0 | 0.0100 | 21.0% | -0.00 | 0.0027 | -0.001 | ||||
| 6.20 | 6.35 | 1.00 | 0.0047 | 0.000 | 76 | 0 | 0.0100 | 18.3% | -0.00 | 0.0048 | -0.001 | |||||
| 5.20 | 5.35 | 0.99 | 0.0088 | 0.000 | 77 | 0 | 0.0100 | 1 | 2 | 15.6% | -0.01 | 0.0089 | -0.002 | |||
| 4.20 | 4.35 | 1 | 0.99 | 0.0175 | -0.001 | 78 | 0 | 0.0100 | 524 | 12.9% | -0.01 | 0.0177 | -0.003 | |||
| 3.25 | 3.35 | 3 | 3 | 12.4% | 0.97 | 0.0373 | -0.003 | 79 | 0.0100 | 0.0200 | 91 | 3,324 | 11.9% | -0.03 | 0.0372 | -0.005 |
| 2.28 | 2.36 | 1 | 9 | 10.4% | 0.93 | 0.0840 | -0.008 | 80 | 0.0400 | 0.0500 | 87 | 13.3K | 10.8% | -0.07 | 0.0846 | -0.009 |
| 1.38 | 1.44 | 7 | 210 | 9.6% | 0.83 | 0.1851 | -0.015 | 81 | 0.1200 | 0.1300 | 86 | 7,312 | 9.5% | -0.17 | 0.1878 | -0.016 |
| 0.6600 | 0.6700 | 51 | 3,439 | 8.9% | 0.59 | 0.3045 | -0.022 | 82 | 0.3800 | 0.3900 | 120 | 1,075 | 8.9% | -0.42 | 0.3143 | -0.023 |
| 0.2200 | 0.2300 | 464 | 450 | 8.8% | 0.29 | 0.2702 | -0.020 | 83 | 0.9500 | 0.9700 | 460 | 127 | 8.8% | -0.73 | 0.2825 | -0.020 |
| 0.0700 | 0.0800 | 254 | 2,053 | 9.7% | 0.11 | 0.1376 | -0.011 | 84 | 1.81 | 1.85 | 2 | 23 | 9.7% | -0.93 | 0.2006 | -0.015 |
| 0.0300 | 0.0400 | 848 | 183 | 11.4% | 0.05 | 0.0664 | -0.008 | 85 | 2.80 | 2.84 | 12.5% | -0.99 | 0.0457 | -0.023 | ||
| 0.0200 | 0.0300 | 2,602 | 7,873 | 13.7% | 0.03 | 0.0374 | -0.006 | 86 | 3.75 | 3.90 | 16.5% | -1.00 | 0.0077 | -0.028 | ||
| 0.0100 | 0.0200 | 619 | 6,650 | 15.3% | 0.02 | 0.0205 | -0.004 | 87 | 4.75 | 4.85 | -1.00 | 0.0000 | -0.032 | |||
| 0 | 0.0100 | 50 | 15.6% | 0.01 | 0.0095 | -0.002 | 88 | 5.75 | 5.85 | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0100 | 34 | 17.9% | 0.00 | 0.0039 | -0.001 | 89 | 6.75 | 6.90 | 25.8% | -1.00 | 0.0000 | -0.034 | |||
| 0 | 0.0100 | 6 | 20.2% | 0.00 | 0.0021 | -0.001 | 90 | 7.75 | 7.90 | 28.7% | -1.00 | 0.0000 | -0.034 | |||
| 0 | 0.0100 | 22.4% | 0.00 | 0.0014 | -0.000 | 91 | 8.75 | 8.90 | 31.5% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0100 | 24.5% | 0.00 | 0.0010 | -0.000 | 92 | 9.75 | 9.90 | 34.3% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0100 | 26.6% | 0.00 | 0.0006 | -0.000 | 93 | 10.75 | 10.90 | 37.0% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0100 | 28.7% | 0.00 | 0.0003 | -0.000 | 94 | 11.75 | 11.90 | 39.6% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0100 | 30.7% | 0.00 | 0.0001 | 0.000 | 95 | 12.75 | 12.90 | 42.2% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0100 | 32.7% | 0.00 | 0.0000 | 0.000 | 96 | 13.75 | 13.90 | 44.7% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0100 | 34.6% | 0.00 | 0.0000 | 0.000 | 97 | 14.75 | 14.90 | 47.2% | -1.00 | 0.0000 | -0.034 | ||||
| 0 | 0.0100 | 36.5% | 0.00 | 0.0000 | 0.000 | 98 | 15.75 | 15.90 | 49.6% | -1.00 | 0.0000 | -0.034 | ||||
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 14, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs