HYG Options Chain
HYG $77.20 · Updated Oct 26, 4:00 PM ET
HYG is at $77.20. The nearest expiration, Oct 30, 2026 (4 days out), lists 24 strikes, with 3,346 calls and 17,614 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $0.52 (0.7%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
0.4%
77 strike
EXPECTED MOVE
$0.52
ATM straddle
MAX PAIN
$65.00
-15.8%
PUT/CALL VOLUME
5.26
17,614 / 3,346
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 12.29 | 2 | 0.0% | 1.000 | 0.0000 | -0.008 | 65 | ||||||||||
| 68 | -0.000 | 0.0000 | -0.000 | 25.0% | 11 | 0.01 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 8.10 | 1,300 | 0.0% | 1.000 | 0.0000 | -0.009 | 69 | -0.000 | 0.0000 | -0.000 | 25.0% | 4 | 0.03 | 0.00 | 0.00 | ||
| 4.95 | 9.50 | 8.51 | 166.7% | 0.749 | 0.0246 | -0.565 | 70 | -0.000 | 0.0001 | -0.000 | 25.0% | 3 | 0.02 | 0.00 | 0.00 | |||
| 71 | -0.000 | 0.0007 | -0.000 | 25.0% | 3 | 0.05 | 0.00 | 0.00 | ||||||||||
| 72 | -0.000 | 0.0000 | -0.000 | 12.5% | 500 | 0.01 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 3.95 | 0.0% | 1.000 | 0.0000 | -0.009 | 73 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.02 | 0.00 | 0.00 | |||
| 73.5 | -0.000 | 0.0002 | -0.000 | 12.5% | 6 | 0.03 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 3.24 | 0.0% | 1.000 | 0.0000 | -0.009 | 74 | -0.000 | 0.0012 | -0.000 | 12.5% | 2 | 0.03 | 0.00 | 0.00 | |||
| 74.5 | -0.001 | 0.0065 | -0.002 | 12.5% | 100 | 0.01 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 2.09 | 0.0% | 1.000 | 0.0000 | -0.009 | 75 | -0.000 | 0.0000 | -0.000 | 6.3% | 36 | 0.03 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 1.96 | 1 | 0.0% | 1.000 | 0.0000 | -0.009 | 75.5 | -0.000 | 0.0012 | -0.000 | 6.3% | 146 | 0.01 | 0.00 | 0.00 | ||
| 76 | -0.000 | 0.0000 | -0.000 | 3.1% | 42 | 0.03 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 0.87 | 10 | 0.0% | 1.000 | 0.0000 | -0.009 | 76.5 | -0.000 | 0.0158 | -0.001 | 3.1% | 716 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.37 | 1,109 | 0.0% | 1.000 | 0.0000 | -0.009 | 77 | -0.000 | 0.0035 | -0.000 | 0.8% | 10,104 | 0.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 668 | 1.6% | 0.015 | 0.3055 | -0.001 | 77.5 | 0.010 | 0.0000 | -1.000 | 0.0% | 105 | 0.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 20 | 3.1% | 0.001 | 0.0120 | -0.000 | 78 | 0.010 | 0.0000 | -1.000 | 0.0% | 202 | 0.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 1 | 6.3% | 0.005 | 0.0292 | -0.001 | 78.5 | 0.010 | 0.0000 | -1.000 | 0.0% | 2 | 1.23 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 50 | 6.3% | 0.000 | 0.0013 | -0.000 | 79 | 0.010 | 0.0000 | -1.000 | 0.0% | 10 | 2.26 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 3 | 6.3% | 0.000 | 0.0000 | -0.000 | 79.5 | ||||||||||
| 0.00 | 0.00 | 0.01 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 80 | 0.010 | 0.0000 | -1.000 | 0.0% | 1 | 2.84 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 41 | 12.5% | 0.000 | 0.0018 | -0.000 | 80.5 | 0.010 | 0.0000 | -1.000 | 0.0% | 2,836 | 3.59 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 140 | 12.5% | 0.000 | 0.0003 | -0.000 | 81 | 0.010 | 0.0000 | -1.000 | 0.0% | 2,782 | 4.25 | 0.00 | 0.00 | ||
| 0.00 | 4.90 | 0.01 | 40 | 128.7% | 0.363 | 0.0376 | -0.511 | 81.5 | -0.125 | 0.0599 | -0.840 | 52.3% | 2 | 3.35 | 7.00 | 2.34 | ||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology