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 41 strikes, with 1,807 calls and 11,415 puts traded in the latest session. At-the-money implied volatility is 8.4%. 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
4.4%
77 strike
EXPECTED MOVE
$0.69
ATM straddle
MAX PAIN
$77.00
-0.3%
PUT/CALL VOLUME
0.59
55 / 94
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 10.10 | 14.40 | 0.00 | 0.0% | 0.998 | 0.0013 | 0.000 | 65 | -0.004 | 0.0037 | -0.007 | 99.2% | 6 | 0.03 | 2.13 | 0.00 | |||
| 7.10 | 11.35 | 8.93 | 5 | 0.0% | 0.997 | 0.0021 | -0.000 | 68 | -0.004 | 0.0065 | -0.010 | 80.9% | 0.00 | 2.14 | 0.00 | |||
| 6.10 | 10.35 | 0.00 | 0.0% | 0.997 | 0.0026 | -0.000 | 69 | -0.004 | 0.0081 | -0.011 | 74.7% | 24 | 0.03 | 2.14 | 0.00 | |||
| 5.10 | 9.30 | 0.00 | 0.0% | 0.997 | 0.0033 | -0.000 | 70 | -0.005 | 0.0105 | -0.013 | 68.5% | 0.00 | 2.14 | 0.00 | ||||
| 4.10 | 8.35 | 0.00 | 0.0% | 0.996 | 0.0045 | -0.001 | 71 | -0.005 | 0.0142 | -0.017 | 56.5% | 9 | 0.04 | 2.14 | 0.00 | |||
| 3.05 | 7.35 | 0.00 | 0.0% | 0.995 | 0.0065 | -0.001 | 72 | -0.005 | 0.0204 | -0.021 | 55.8% | 2 | 0.04 | 2.14 | 0.00 | |||
| 2.59 | 6.85 | 0.00 | 0.0% | 0.994 | 0.0082 | -0.001 | 72.5 | -0.006 | 0.0253 | -0.025 | 29.7% | 3 | 0.03 | 0.49 | 0.00 | |||
| 2.09 | 6.35 | 0.00 | 0.0% | 0.993 | 0.0106 | -0.001 | 73 | -0.006 | 0.0322 | -0.031 | 49.3% | 38 | 0.05 | 2.15 | 0.00 | |||
| 1.60 | 5.85 | 0.00 | 0.0% | 0.991 | 0.0150 | -0.002 | 73.5 | -0.007 | 0.0424 | -0.039 | 46.1% | 18 | 0.05 | 2.16 | 0.00 | |||
| 1.10 | 5.35 | 0.00 | 0.0% | 0.988 | 0.0217 | -0.002 | 74 | -0.008 | 0.0577 | -0.051 | 42.7% | 11 | 0.10 | 2.16 | 0.00 | |||
| 1.69 | 3.80 | 0.00 | 0.0% | 0.982 | 0.0338 | -0.003 | 74.5 | -0.009 | 0.0809 | -0.069 | 13.1% | 19 | 0.08 | 0.13 | 0.00 | |||
| 1.06 | 3.20 | 0.00 | 0.0% | 0.972 | 0.0548 | -0.004 | 75 | -0.011 | 0.1167 | -0.097 | 11.4% | 381 | 11 | 0.06 | 0.15 | 0.00 | ||
| 0.79 | 2.97 | 1.49 | 10 | 14.3% | 0.953 | 0.0941 | -0.006 | 75.5 | -0.013 | 0.1726 | -0.143 | 12.3% | 52 | 10 | 0.09 | 0.36 | 0.00 | |
| 0.36 | 2.36 | 0.00 | 10.9% | 0.914 | 0.1710 | -0.010 | 76 | -0.016 | 0.2585 | -0.220 | 8.8% | 126 | 19 | 0.14 | 0.30 | 0.00 | ||
| 0.51 | 1.22 | 0.57 | 1 | 8.1% | 0.832 | 0.3187 | -0.014 | 76.5 | -0.017 | 0.3767 | -0.351 | 7.4% | 93 | 9 | 0.23 | 0.46 | 0.00 | |
| 0.00 | 0.62 | 0.40 | 21 | 217 | 3.0% | 0.658 | 0.5602 | -0.018 | 77 | -0.015 | 0.4872 | -0.562 | 5.9% | 160 | 6 | 0.41 | 0.65 | 0.11 |
| 0.00 | 0.34 | 0.10 | 49 | 184 | 4.1% | 0.330 | 0.6980 | -0.014 | 77.5 | -0.007 | 0.3911 | -0.838 | 7.2% | 12 | 0.95 | 1.02 | 0.53 | |
| 0.00 | 0.09 | 0.01 | 24 | 153 | 6.0% | 0.090 | 0.2928 | -0.006 | 78 | -0.003 | 0.1401 | -0.958 | 0.0% | 2 | 1.05 | 2.12 | 0.14 | |
| 0.00 | 0.08 | 0.01 | 171 | 8.1% | 0.031 | 0.1012 | -0.003 | 78.5 | -0.001 | 0.0559 | -0.983 | 0.0% | 0.00 | 2.75 | 0.48 | |||
| 0.00 | 0.07 | 0.01 | 15 | 9.8% | 0.019 | 0.0525 | -0.002 | 79 | -0.001 | 0.0345 | -0.988 | 14.1% | 5 | 2.47 | 4.30 | 0.21 | ||
| 0.00 | 2.13 | 0.01 | 6 | 14.9% | 0.015 | 0.0344 | -0.002 | 79.5 | -0.001 | 0.0251 | -0.989 | 12.5% | 0.00 | 4.80 | 0.55 | |||
| 0.00 | 0.01 | 0.01 | 6 | 9.9% | 0.013 | 0.0249 | -0.002 | 80 | -0.001 | 0.0193 | -0.991 | 14.3% | 133 | 3.09 | 5.30 | 1.05 | ||
| 0.00 | 2.13 | 0.00 | 36.8% | 0.011 | 0.0193 | -0.002 | 80.5 | -0.001 | 0.0154 | -0.992 | 16.1% | 0.00 | 5.80 | 1.55 | ||||
| 0.00 | 0.01 | 0.00 | 12.6% | 0.010 | 0.0155 | -0.002 | 81 | -0.001 | 0.0127 | -0.992 | 17.8% | 21 | 4.38 | 6.30 | 2.05 | |||
| 0.00 | 2.13 | 0.00 | 50.5% | 0.009 | 0.0128 | -0.002 | 81.5 | -0.001 | 0.0106 | -0.993 | 19.5% | 0.00 | 6.80 | 2.55 | ||||
| 0.00 | 2.13 | 0.00 | 53.2% | 0.008 | 0.0108 | -0.002 | 82 | -0.001 | 0.0091 | -0.993 | 18.3% | 0.00 | 7.30 | 3.00 | ||||
| 0.00 | 2.13 | 0.00 | 55.9% | 0.007 | 0.0092 | -0.002 | 82.5 | -0.001 | 0.0078 | -0.994 | 22.8% | 0.00 | 7.80 | 3.55 | ||||
| 0.00 | 2.13 | 0.00 | 58.4% | 0.007 | 0.0080 | -0.002 | 83 | -0.001 | 0.0068 | -0.994 | 24.4% | 0.00 | 8.30 | 4.05 | ||||
| 0.00 | 2.13 | 0.00 | 29.6% | 0.006 | 0.0070 | -0.002 | 83.5 | -0.001 | 0.0060 | -0.995 | 26.0% | 0.00 | 8.80 | 4.55 | ||||
| 0.00 | 2.13 | 0.00 | 63.4% | 0.006 | 0.0062 | -0.002 | 84 | -0.001 | 0.0054 | -0.995 | 27.6% | 0.00 | 9.30 | 5.05 | ||||
| 0.00 | 0.61 | 0.00 | 45.2% | 0.005 | 0.0050 | -0.002 | 85 | -0.001 | 0.0044 | -0.995 | 30.7% | 0.00 | 10.30 | 6.05 | ||||
How this is calculated: Options Chain methodology
