TLT option chain iShares 20+ Year Treasury Bond ETF
Cboe delayed options data · as of 16:05 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 ±2.2% (77.83–81.32) · ATM IV 12.4% · 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 | |
| 13.55 | 13.80 | 1.00 | 0.0010 | 0.000 | 66 | 0 | 0.0200 | 37.2% | -0.00 | 0.0014 | -0.001 | |||||
| 12.55 | 12.80 | 1.00 | 0.0012 | 0.000 | 67 | 0 | 0.0200 | 34.5% | -0.00 | 0.0017 | -0.001 | |||||
| 11.55 | 11.80 | 1.00 | 0.0016 | 0.000 | 68 | 0 | 0.0300 | 33.4% | -0.00 | 0.0022 | -0.001 | |||||
| 10.55 | 10.80 | 1.00 | 0.0021 | 0.000 | 69 | 0 | 0.0300 | 30.6% | -0.00 | 0.0030 | -0.002 | |||||
| 9.60 | 9.80 | 29.9% | 1.00 | 0.0028 | 0.000 | 70 | 0 | 0.0300 | 27.8% | -0.01 | 0.0040 | -0.002 | ||||
| 8.60 | 8.80 | 26.7% | 0.99 | 0.0039 | -0.000 | 71 | 0 | 0.0300 | 25.0% | -0.01 | 0.0056 | -0.002 | ||||
| 7.60 | 7.80 | 23.5% | 0.99 | 0.0056 | -0.001 | 72 | 0 | 0.0400 | 23.2% | -0.01 | 0.0080 | -0.003 | ||||
| 6.60 | 6.80 | 20.4% | 0.99 | 0.0086 | -0.002 | 73 | 0.0100 | 0.0400 | 21.0% | -0.01 | 0.0121 | -0.004 | ||||
| 5.60 | 5.80 | 17.3% | 0.98 | 0.0137 | -0.003 | 74 | 0.0100 | 0.0500 | 18.6% | -0.02 | 0.0190 | -0.005 | ||||
| 4.60 | 4.80 | 14.2% | 0.98 | 0.0231 | -0.004 | 75 | 0.0200 | 0.0600 | 16.4% | -0.04 | 0.0315 | -0.007 | ||||
| 3.65 | 3.85 | 15.7% | 0.96 | 0.0415 | -0.007 | 76 | 0.0400 | 0.0800 | 14.4% | -0.06 | 0.0549 | -0.010 | ||||
| 2.71 | 2.83 | 13.1% | 0.91 | 0.0787 | -0.012 | 77 | 0.1000 | 0.1300 | 1 | 13.0% | -0.12 | 0.0972 | -0.015 | |||
| 1.85 | 1.94 | 12.7% | 0.81 | 0.1377 | -0.019 | 78 | 0.2600 | 0.3000 | 26 | 12.7% | -0.24 | 0.1555 | -0.022 | |||
| 1.12 | 1.18 | 12.4% | 0.65 | 0.1959 | -0.026 | 79 | 0.5800 | 0.6200 | 20 | 12.4% | -0.42 | 0.2013 | -0.027 | |||
| 0.5900 | 0.6400 | 17 | 12.4% | 0.44 | 0.2072 | -0.028 | 80 | 1.10 | 1.16 | 1 | 12.4% | -0.62 | 0.1947 | -0.026 | ||
| 0.2900 | 0.3300 | 30 | 13.0% | 0.26 | 0.1640 | -0.024 | 81 | 1.82 | 1.91 | 20 | 12.8% | -0.78 | 0.1453 | -0.021 | ||
| 0.1400 | 0.1800 | 65 | 14.0% | 0.15 | 0.1078 | -0.017 | 82 | 2.69 | 2.80 | 13.9% | -0.88 | 0.0923 | -0.015 | |||
| 0.0700 | 0.0900 | 16 | 14.8% | 0.08 | 0.0656 | -0.012 | 83 | 3.60 | 3.80 | 5 | 15.7% | -0.93 | 0.0556 | -0.010 | ||
| 0.0400 | 0.0500 | 1 | 16.0% | 0.05 | 0.0402 | -0.009 | 84 | 4.55 | 4.75 | 15.9% | -0.96 | 0.0340 | -0.007 | |||
| 0.0100 | 0.0600 | 18.0% | 0.03 | 0.0254 | -0.006 | 85 | 5.55 | 5.75 | 18.7% | -0.97 | 0.0218 | -0.005 | ||||
| 0.0100 | 0.0500 | 20.1% | 0.02 | 0.0168 | -0.005 | 86 | 6.50 | 6.75 | 18.5% | -0.98 | 0.0146 | -0.003 | ||||
| 0.0100 | 0.0400 | 22.0% | 0.01 | 0.0116 | -0.004 | 87 | 7.50 | 7.70 | -0.99 | 0.0101 | -0.002 | |||||
| 0 | 0.0400 | 23.6% | 0.01 | 0.0083 | -0.003 | 88 | 8.50 | 8.70 | -0.99 | 0.0074 | -0.002 | |||||
| 0 | 0.0300 | 24.9% | 0.01 | 0.0061 | -0.003 | 89 | 9.50 | 9.70 | -0.99 | 0.0055 | -0.001 | |||||
| 0 | 0.0200 | 25.7% | 0.01 | 0.0047 | -0.002 | 90 | 10.50 | 10.70 | -0.99 | 0.0042 | -0.001 | |||||
| 0 | 0.0200 | 27.7% | 0.01 | 0.0036 | -0.002 | 91 | 11.50 | 11.70 | -1.00 | 0.0033 | -0.000 | |||||
| 0 | 0.0200 | 29.7% | 0.00 | 0.0029 | -0.002 | 92 | 12.50 | 12.70 | 23.5% | -1.00 | 0.0027 | 0.000 | ||||
| 0 | 0.0200 | 31.6% | 0.00 | 0.0024 | -0.002 | 93 | 13.50 | 13.70 | 27.8% | -1.00 | 0.0022 | 0.000 | ||||
| 0 | 0.0300 | 35.1% | 0.00 | 0.0020 | -0.001 | 94 | 14.50 | 14.70 | 31.0% | -1.00 | 0.0018 | 0.000 | ||||
| 0 | 0.0200 | 35.4% | 0.00 | 0.0016 | -0.001 | 95 | 15.45 | 15.70 | -1.00 | 0.0015 | 0.000 | |||||
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 — Nov 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs