TLT option chain iShares 20+ Year Treasury Bond ETF
Cboe delayed options data · as of 09:43 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 ±3.9% (76.97–83.22) · ATM IV 13.8% · P/C open interest 0.09
| 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 | |
| 20.00 | 20.25 | 3 | 30.0% | 1.00 | 0.0003 | -0.000 | 60 | 0 | 0.0100 | 11 | 29.3% | -0.00 | 0.0009 | -0.001 | ||
| 15.00 | 15.25 | 4 | 1.00 | 0.0014 | -0.001 | 65 | 0.0100 | 0.0200 | 227 | 24.5% | -0.01 | 0.0026 | -0.001 | |||
| 14.00 | 14.25 | 1.00 | 0.0020 | -0.001 | 66 | 0.0100 | 0.0200 | 349 | 22.9% | -0.01 | 0.0034 | -0.002 | ||||
| 13.00 | 13.25 | 18 | 1.00 | 0.0028 | -0.001 | 67 | 0.0100 | 0.0300 | 243 | 22.1% | -0.01 | 0.0043 | -0.002 | |||
| 12.00 | 12.25 | 0.99 | 0.0039 | -0.001 | 68 | 0.0200 | 0.0300 | 305 | 21.0% | -0.01 | 0.0056 | -0.002 | ||||
| 11.00 | 11.25 | 2 | 0.99 | 0.0056 | -0.002 | 69 | 0.0300 | 0.0400 | 10 | 245 | 20.3% | -0.02 | 0.0073 | -0.003 | ||
| 10.00 | 10.25 | 1 | 0.99 | 0.0079 | -0.002 | 70 | 0.0400 | 0.0500 | 3 | 1,115 | 19.4% | -0.02 | 0.0097 | -0.003 | ||
| 9.05 | 9.30 | 18.6% | 0.98 | 0.0114 | -0.003 | 71 | 0.0500 | 0.0600 | 379 | 18.2% | -0.03 | 0.0129 | -0.004 | |||
| 8.05 | 8.30 | 6 | 16.6% | 0.97 | 0.0163 | -0.004 | 72 | 0.0700 | 0.0800 | 572 | 17.3% | -0.04 | 0.0175 | -0.005 | ||
| 7.10 | 7.30 | 4 | 38 | 16.1% | 0.96 | 0.0231 | -0.005 | 73 | 0.1000 | 0.1200 | 62 | 6,111 | 16.8% | -0.05 | 0.0237 | -0.006 |
| 6.15 | 6.35 | 109 | 15.8% | 0.93 | 0.0325 | -0.007 | 74 | 0.1500 | 0.1600 | 23 | 1,607 | 16.0% | -0.08 | 0.0323 | -0.007 | |
| 5.20 | 5.40 | 1 | 759 | 14.9% | 0.90 | 0.0444 | -0.009 | 75 | 0.2200 | 0.2400 | 105 | 4,798 | 15.4% | -0.11 | 0.0436 | -0.009 |
| 4.35 | 4.50 | 15 | 1,207 | 14.8% | 0.85 | 0.0586 | -0.011 | 76 | 0.3300 | 0.3500 | 19 | 4,159 | 14.9% | -0.15 | 0.0577 | -0.011 |
| 3.55 | 3.65 | 81 | 1,291 | 14.6% | 0.79 | 0.0735 | -0.013 | 77 | 0.4900 | 0.5200 | 198 | 2,494 | 14.5% | -0.22 | 0.0734 | -0.013 |
| 2.81 | 2.85 | 74 | 6,865 | 14.2% | 0.71 | 0.0874 | -0.015 | 78 | 0.7300 | 0.7600 | 38 | 8,240 | 14.1% | -0.30 | 0.0889 | -0.016 |
| 2.14 | 2.17 | 635 | 3,836 | 13.9% | 0.62 | 0.0978 | -0.017 | 79 | 1.06 | 1.10 | 137 | 1,200 | 13.9% | -0.39 | 0.1013 | -0.017 |
| 1.58 | 1.61 | 687 | 6,357 | 13.8% | 0.52 | 0.1025 | -0.017 | 80 | 1.51 | 1.55 | 256 | 1,741 | 13.8% | -0.50 | 0.1076 | -0.018 |
| 1.14 | 1.16 | 42 | 6,531 | 13.9% | 0.42 | 0.1002 | -0.017 | 81 | 2.08 | 2.12 | 19 | 1,244 | 13.9% | -0.60 | 0.1060 | -0.018 |
| 0.8000 | 0.8300 | 212 | 5,763 | 14.0% | 0.33 | 0.0915 | -0.016 | 82 | 2.76 | 2.81 | 122 | 1,358 | 14.0% | -0.70 | 0.0968 | -0.017 |
| 0.5600 | 0.5800 | 2,172 | 90.3K | 14.2% | 0.25 | 0.0789 | -0.014 | 83 | 3.50 | 3.60 | 11 | 1,026 | 14.1% | -0.78 | 0.0824 | -0.015 |
| 0.3900 | 0.4100 | 462 | 15.6K | 14.6% | 0.19 | 0.0651 | -0.012 | 84 | 4.35 | 4.50 | 3 | 212 | 14.8% | -0.84 | 0.0663 | -0.012 |
| 0.2800 | 0.3000 | 1,084 | 170.6K | 15.1% | 0.14 | 0.0522 | -0.010 | 85 | 5.25 | 5.40 | 7 | 15.2% | -0.89 | 0.0512 | -0.010 | |
| 0.2000 | 0.2200 | 160 | 88.9K | 15.7% | 0.10 | 0.0412 | -0.009 | 86 | 6.15 | 6.35 | 3 | 15.3% | -0.92 | 0.0386 | -0.008 | |
| 0.1500 | 0.1600 | 6 | 779 | 16.2% | 0.08 | 0.0322 | -0.007 | 87 | 7.10 | 7.30 | 15 | 15.4% | -0.95 | 0.0287 | -0.006 | |
| 0.1100 | 0.1300 | 18 | 2,561 | 16.9% | 0.06 | 0.0253 | -0.006 | 88 | 8.10 | 8.30 | 300 | 17.0% | -0.96 | 0.0213 | -0.005 | |
| 0.0900 | 0.1000 | 430 | 17.7% | 0.05 | 0.0199 | -0.005 | 89 | 9.05 | 9.30 | 2 | 7 | 17.3% | -0.97 | 0.0159 | -0.004 | |
| 0.0700 | 0.0800 | 25 | 1,479 | 18.3% | 0.04 | 0.0159 | -0.004 | 90 | 10.05 | 10.30 | 2 | 18.8% | -0.98 | 0.0119 | -0.003 | |
| 0.0500 | 0.0600 | 368 | 18.7% | 0.03 | 0.0127 | -0.004 | 91 | 11.00 | 11.30 | 4 | 18.0% | -0.98 | 0.0090 | -0.003 | ||
| 0.0400 | 0.0500 | 2 | 296 | 19.4% | 0.02 | 0.0104 | -0.003 | 92 | 12.00 | 12.25 | -0.99 | 0.0070 | -0.002 | |||
| 0.0300 | 0.0500 | 3 | 303 | 20.3% | 0.02 | 0.0086 | -0.003 | 93 | 13.00 | 13.25 | -0.99 | 0.0055 | -0.002 | |||
| 0.0300 | 0.0400 | 223 | 347 | 21.2% | 0.02 | 0.0071 | -0.003 | 94 | 14.00 | 14.25 | -0.99 | 0.0044 | -0.002 | |||
| 0.0200 | 0.0300 | 160 | 21.3% | 0.01 | 0.0060 | -0.002 | 95 | 15.00 | 15.25 | -0.99 | 0.0035 | -0.001 | ||||
| 0.0100 | 0.0200 | 1 | 72 | 25.2% | 0.01 | 0.0031 | -0.002 | 100 | 20.00 | 20.25 | 26.3% | -1.00 | 0.0016 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs