TLT option chain iShares 20+ Year Treasury Bond ETF
Cboe delayed options data · as of 19:05 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% (78.27–81.84) · ATM IV 12.9% · 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 | |
| 15.00 | 15.25 | 1.00 | 0.0006 | 0.000 | 65 | 0 | 0.0200 | 39.9% | -0.00 | 0.0010 | -0.001 | |||||
| 14.00 | 14.20 | 1.00 | 0.0007 | 0.000 | 66 | 0 | 0.0200 | 37.2% | -0.00 | 0.0012 | -0.001 | |||||
| 13.00 | 13.25 | 1.00 | 0.0008 | 0.000 | 67 | 0 | 0.0200 | 34.5% | -0.00 | 0.0016 | -0.001 | |||||
| 12.00 | 12.20 | 1.00 | 0.0011 | 0.000 | 68 | 0 | 0.0300 | 33.5% | -0.00 | 0.0020 | -0.001 | |||||
| 11.00 | 11.20 | 1.00 | 0.0014 | 0.000 | 69 | 0 | 0.0300 | 30.8% | -0.00 | 0.0026 | -0.002 | |||||
| 10.00 | 10.25 | 1.00 | 0.0020 | 0.000 | 70 | 0 | 0.0100 | 24.7% | -0.01 | 0.0035 | -0.002 | |||||
| 9.05 | 9.25 | 25.9% | 1.00 | 0.0028 | 0.000 | 71 | 0 | 0.0300 | 25.4% | -0.01 | 0.0048 | -0.002 | ||||
| 8.05 | 8.30 | 27.7% | 0.99 | 0.0041 | -0.000 | 72 | 0 | 0.0400 | 23.6% | -0.01 | 0.0070 | -0.003 | ||||
| 7.05 | 7.25 | 19.6% | 0.99 | 0.0065 | -0.001 | 73 | 0.0100 | 0.0400 | 21.6% | -0.01 | 0.0107 | -0.003 | ||||
| 6.05 | 6.25 | 16.5% | 0.99 | 0.0108 | -0.002 | 74 | 0.0100 | 0.0500 | 19.3% | -0.02 | 0.0169 | -0.005 | ||||
| 5.05 | 5.25 | 13.3% | 0.98 | 0.0189 | -0.004 | 75 | 0.0200 | 0.0600 | 1 | 17.3% | -0.04 | 0.0279 | -0.007 | |||
| 4.05 | 4.30 | 14.9% | 0.96 | 0.0344 | -0.007 | 76 | 0.0500 | 0.0900 | 16.0% | -0.06 | 0.0471 | -0.010 | ||||
| 3.10 | 3.30 | 13.5% | 0.92 | 0.0636 | -0.011 | 77 | 0.1200 | 0.1400 | 11 | 14.8% | -0.11 | 0.0792 | -0.015 | |||
| 2.24 | 2.34 | 13.1% | 0.85 | 0.1105 | -0.018 | 78 | 0.2400 | 0.2900 | 20 | 14.1% | -0.20 | 0.1246 | -0.021 | |||
| 1.45 | 1.53 | 13.0% | 0.72 | 0.1669 | -0.026 | 79 | 0.4800 | 0.5400 | 8 | 13.5% | -0.34 | 0.1710 | -0.026 | |||
| 0.8400 | 0.8700 | 9 | 12.7% | 0.53 | 0.2002 | -0.030 | 80 | 0.8900 | 0.9700 | 15 | 13.1% | -0.53 | 0.1895 | -0.028 | ||
| 0.4200 | 0.4800 | 37 | 13.0% | 0.34 | 0.1808 | -0.028 | 81 | 1.52 | 1.59 | 13.1% | -0.70 | 0.1628 | -0.025 | |||
| 0.2200 | 0.2400 | 104 | 13.7% | 0.20 | 0.1306 | -0.021 | 82 | 2.32 | 2.42 | 2 | 13.9% | -0.83 | 0.1151 | -0.018 | ||
| 0.1000 | 0.1400 | 18 | 14.6% | 0.11 | 0.0824 | -0.015 | 83 | 3.20 | 3.35 | 14.9% | -0.90 | 0.0727 | -0.013 | |||
| 0.0500 | 0.0800 | 5 | 15.6% | 0.06 | 0.0507 | -0.011 | 84 | 4.15 | 4.30 | 16.1% | -0.94 | 0.0452 | -0.009 | |||
| 0.0300 | 0.0600 | 30 | 17.2% | 0.04 | 0.0324 | -0.008 | 85 | 5.10 | 5.30 | 17.4% | -0.96 | 0.0294 | -0.006 | |||
| 0.0100 | 0.0500 | 18.5% | 0.03 | 0.0222 | -0.006 | 86 | 6.10 | 6.30 | 20.2% | -0.97 | 0.0202 | -0.005 | ||||
| 0 | 0.0400 | 19.7% | 0.02 | 0.0159 | -0.005 | 87 | 7.10 | 7.30 | 22.8% | -0.98 | 0.0146 | -0.004 | ||||
| 0 | 0.0400 | 22.0% | 0.02 | 0.0119 | -0.005 | 88 | 8.10 | 8.25 | 22.6% | -0.98 | 0.0110 | -0.003 | ||||
| 0 | 0.0300 | 23.3% | 0.01 | 0.0091 | -0.004 | 89 | 9.00 | 9.25 | -0.99 | 0.0086 | -0.003 | |||||
| 0 | 0.0300 | 25.3% | 0.01 | 0.0073 | -0.004 | 90 | 10.05 | 10.25 | 19.8% | -0.99 | 0.0069 | -0.002 | ||||
| 0 | 0.0300 | 27.4% | 0.01 | 0.0059 | -0.003 | 91 | 11.05 | 11.25 | 23.2% | -0.99 | 0.0056 | -0.002 | ||||
| 0 | 0.0300 | 29.3% | 0.01 | 0.0049 | -0.003 | 92 | 12.05 | 12.25 | 26.0% | -0.99 | 0.0046 | -0.001 | ||||
| 0 | 0.0300 | 31.3% | 0.01 | 0.0041 | -0.003 | 93 | 13.05 | 13.25 | 28.7% | -0.99 | 0.0039 | -0.001 | ||||
| 0 | 0.0300 | 33.2% | 0.01 | 0.0035 | -0.003 | 94 | 14.05 | 14.25 | 31.2% | -0.99 | 0.0033 | -0.001 | ||||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs