TLT option chain iShares 20+ Year Treasury Bond ETF

Expiration Cboe delayed options data · as of 16:03 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 ±3.2% (79.75–84.97) · ATM IV 10.5% · P/C open interest —

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
6.60	6.70			14.0%	0.96	0.0223	0.000	76	0.0800	0.0900	3		13.6%	-0.05	0.0246	-0.004
6.10	6.20			13.1%	0.95	0.0269	-0.001	76.5	0.0900	0.1000	90		13.0%	-0.06	0.0292	-0.004
5.60	5.75			12.9%	0.94	0.0326	-0.001	77	0.1100	0.1200	10		12.6%	-0.07	0.0348	-0.005
5.15	5.25			12.6%	0.93	0.0393	-0.002	77.5	0.1400	0.1500	2		12.4%	-0.08	0.0414	-0.006
4.70	4.80			12.6%	0.91	0.0473	-0.004	78	0.1700	0.1800	31		12.0%	-0.10	0.0492	-0.006
4.20	4.30			11.5%	0.89	0.0566	-0.005	78.5	0.2200	0.2300			11.8%	-0.13	0.0585	-0.007
3.75	3.85			11.3%	0.86	0.0669	-0.006	79	0.2800	0.2900	100		11.6%	-0.15	0.0686	-0.008
3.35	3.45	5		11.5%	0.83	0.0780	-0.007	79.5	0.3500	0.3600	15		11.3%	-0.19	0.0797	-0.009
2.94	2.99			11.1%	0.79	0.0894	-0.008	80	0.4400	0.4500	15		11.1%	-0.23	0.0912	-0.010
2.56	2.59			10.9%	0.74	0.1004	-0.010	80.5	0.5500	0.5700	100		10.9%	-0.27	0.1026	-0.011
2.20	2.22			10.8%	0.69	0.1104	-0.011	81	0.6900	0.7100	3		10.8%	-0.33	0.1131	-0.012
1.86	1.89			10.6%	0.64	0.1184	-0.011	81.5	0.8600	0.8800	1		10.7%	-0.38	0.1218	-0.012
1.56	1.58			10.6%	0.58	0.1240	-0.012	82	1.06	1.08	9		10.5%	-0.45	0.1279	-0.013
1.29	1.31	18		10.5%	0.52	0.1263	-0.012	82.5	1.30	1.32	18		10.5%	-0.51	0.1306	-0.013
1.05	1.07			10.5%	0.45	0.1253	-0.012	83	1.57	1.59			10.4%	-0.58	0.1295	-0.012
0.8500	0.8700			10.5%	0.39	0.1210	-0.012	83.5	1.88	1.91	15		10.5%	-0.64	0.1247	-0.012
0.6800	0.7000			10.5%	0.33	0.1140	-0.011	84	2.23	2.25			10.5%	-0.70	0.1166	-0.011
0.5400	0.5600			10.6%	0.28	0.1049	-0.011	84.5	2.60	2.63			10.6%	-0.75	0.1062	-0.009
0.4300	0.4500	5		10.7%	0.24	0.0946	-0.010	85	2.99	3.05			10.8%	-0.80	0.0944	-0.008
0.3500	0.3600			10.9%	0.20	0.0838	-0.009	85.5	3.40	3.50			11.0%	-0.83	0.0822	-0.007
0.2800	0.2900	6		11.1%	0.16	0.0733	-0.008	86	3.80	3.90	2		10.5%	-0.87	0.0705	-0.006
0.2300	0.2400			11.3%	0.14	0.0636	-0.007	86.5	4.25	4.35			10.5%	-0.89	0.0599	-0.004
0.1900	0.2000	23		11.6%	0.12	0.0551	-0.007	87	4.75	4.85			11.5%	-0.91	0.0507	-0.003
0.1600	0.1700	61		12.0%	0.10	0.0476	-0.006	87.5	5.20	5.30			11.1%	-0.93	0.0430	-0.002
0.1300	0.1400	62		12.2%	0.08	0.0413	-0.006	88	5.70	5.80			11.9%	-0.94	0.0365	-0.002

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 — Oct 23, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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TLT option chain iShares 20+ Year Treasury Bond ETF

Volatility smile — Oct 23, 2026

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