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
5.3%
77 strike
EXPECTED MOVE
$0.75
ATM straddle
MAX PAIN
$77.00
-0.3%
PUT/CALL VOLUME
14.00
56 / 4
NOV 13, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 11.15 | 14.30 | 0.00 | 67.8% | 0.999 | 0.0007 | 0.000 | 65 | -0.003 | 0.0042 | -0.008 | 36.6% | 3 | 1 | 0.05 | 0.08 | 0.00 | ||
| 6.20 | 10.25 | 0.00 | 0.0% | 0.998 | 0.0020 | 0.000 | 69 | -0.004 | 0.0099 | -0.015 | 25.7% | 0.00 | 0.09 | 0.00 | ||||
| 5.10 | 9.35 | 0.00 | 0.0% | 0.998 | 0.0028 | 0.000 | 70 | -0.004 | 0.0131 | -0.019 | 53.7% | 3 | 0.03 | 2.14 | 0.00 | |||
| 4.10 | 8.35 | 0.00 | 0.0% | 0.997 | 0.0043 | 0.000 | 71 | -0.005 | 0.0182 | -0.025 | 48.9% | 9 | 0.02 | 2.15 | 0.00 | |||
| 4.60 | 7.35 | 0.00 | 31.8% | 0.996 | 0.0056 | -0.000 | 71.5 | -0.005 | 0.0218 | -0.028 | 18.8% | 6 | 0.04 | 0.10 | 0.00 | |||
| 4.10 | 6.85 | 0.00 | 29.7% | 0.995 | 0.0073 | -0.001 | 72 | -0.005 | 0.0265 | -0.033 | 17.7% | 6 | 10 | 0.03 | 0.11 | 0.00 | ||
| 3.75 | 6.80 | 0.00 | 35.4% | 0.994 | 0.0097 | -0.001 | 72.5 | -0.006 | 0.0327 | -0.040 | 16.2% | 12 | 0.09 | 0.11 | 0.00 | |||
| 2.09 | 6.35 | 4.45 | 5 | 0.0% | 0.992 | 0.0135 | -0.001 | 73 | -0.006 | 0.0411 | -0.048 | 39.0% | 4 | 0.07 | 2.17 | 0.00 | ||
| 1.60 | 5.85 | 0.00 | 0.0% | 0.988 | 0.0197 | -0.002 | 73.5 | -0.007 | 0.0526 | -0.060 | 36.3% | 9 | 0.10 | 2.17 | 0.00 | |||
| 1.10 | 5.35 | 0.00 | 0.0% | 0.984 | 0.0290 | -0.003 | 74 | -0.008 | 0.0685 | -0.076 | 33.8% | 11 | 0.08 | 2.19 | 0.00 | |||
| 0.60 | 4.85 | 0.00 | 0.0% | 0.974 | 0.0458 | -0.004 | 74.5 | -0.009 | 0.0910 | -0.099 | 31.3% | 9 | 0.16 | 2.21 | 0.00 | |||
| 0.24 | 4.35 | 0.00 | 10.6% | 0.959 | 0.0744 | -0.006 | 75 | -0.011 | 0.1229 | -0.134 | 28.7% | 21 | 0.20 | 2.24 | 0.00 | |||
| 0.73 | 2.78 | 0.00 | 0.0% | 0.929 | 0.1242 | -0.008 | 75.5 | -0.012 | 0.1674 | -0.185 | 10.8% | 35 | 0.24 | 0.46 | 0.00 | |||
| 0.33 | 2.27 | 0.00 | 7.2% | 0.874 | 0.2074 | -0.012 | 76 | -0.013 | 0.2266 | -0.262 | 8.1% | 27 | 10 | 0.24 | 0.39 | 0.02 | ||
| 0.52 | 1.14 | 0.82 | 6.2% | 0.776 | 0.3324 | -0.016 | 76.5 | -0.014 | 0.2991 | -0.375 | 7.2% | 50 | 25 | 0.33 | 0.50 | 0.12 | ||
| 0.10 | 0.69 | 0.35 | 12 | 6.0% | 0.609 | 0.4832 | -0.017 | 77 | -0.013 | 0.3740 | -0.538 | 4.5% | 61 | 10 | 0.45 | 0.72 | 0.00 | |
| 0.00 | 0.37 | 0.13 | 84 | 5.5% | 0.351 | 0.5247 | -0.013 | 77.5 | -0.009 | 0.3712 | -0.756 | 4.5% | 2 | 0.79 | 1.04 | 0.37 | ||
| 0.00 | 0.12 | 0.02 | 1,375 | 5.4% | 0.137 | 0.2855 | -0.006 | 78 | -0.004 | 0.2079 | -0.914 | 14.8% | 0.00 | 3.30 | 0.00 | |||
| 0.00 | 2.14 | 0.01 | 3 | 25.2% | 0.060 | 0.1278 | -0.003 | 78.5 | -0.002 | 0.0916 | -0.967 | 12.8% | 0.00 | 3.80 | 0.00 | |||
| 0.00 | 0.08 | 0.01 | 27 | 7.9% | 0.032 | 0.0662 | -0.002 | 79 | -0.001 | 0.0432 | -0.985 | 11.6% | 0.00 | 4.30 | 0.22 | |||
| 0.00 | 0.08 | 0.01 | 3 | 9.4% | 0.019 | 0.0386 | -0.002 | 79.5 | -0.000 | 0.0225 | -0.992 | 0.0% | 0.00 | 3.60 | 1.31 | |||
| 0.00 | 0.01 | 0.02 | 4 | 7.7% | 0.014 | 0.0257 | -0.001 | 80 | -0.000 | 0.0140 | -0.994 | 0.0% | 0.00 | 4.60 | 1.58 | |||
| 0.00 | 0.08 | 0.00 | 12.1% | 0.011 | 0.0191 | -0.001 | 80.5 | 0.000 | 0.0102 | -0.996 | 0.0% | 0.00 | 4.70 | 2.55 | ||||
| 0.00 | 0.01 | 0.00 | 9.8% | 0.010 | 0.0152 | -0.001 | 81 | 0.000 | 0.0081 | -0.996 | 14.9% | 0.00 | 6.30 | 2.06 | ||||
| 0.00 | 2.13 | 0.00 | 39.5% | 0.009 | 0.0125 | -0.001 | 81.5 | 0.000 | 0.0068 | -0.996 | 16.3% | 0.00 | 6.80 | 2.56 | ||||
| 0.00 | 2.13 | 0.00 | 41.6% | 0.008 | 0.0106 | -0.001 | 82 | 0.000 | 0.0058 | -0.997 | 15.1% | 0.00 | 7.30 | 3.00 | ||||
| 0.00 | 2.13 | 0.00 | 43.6% | 0.007 | 0.0091 | -0.001 | 82.5 | 0.000 | 0.0051 | -0.997 | 18.6% | 0.00 | 7.80 | 3.55 | ||||
| 0.00 | 2.13 | 0.00 | 45.6% | 0.007 | 0.0079 | -0.001 | 83 | 0.000 | 0.0045 | -0.997 | 20.0% | 0.00 | 8.30 | 4.05 | ||||
| 0.00 | 2.13 | 0.00 | 49.5% | 0.006 | 0.0062 | -0.001 | 84 | 0.000 | 0.0035 | -0.997 | 22.5% | 0.00 | 9.30 | 5.05 | ||||
| 0.00 | 2.13 | 0.00 | 53.3% | 0.005 | 0.0050 | -0.001 | 85 | 0.000 | 0.0029 | -0.997 | 24.9% | 0.00 | 10.30 | 6.05 | ||||
| 0.00 | 2.13 | 0.00 | 56.9% | 0.005 | 0.0041 | -0.001 | 86 | 0.000 | 0.0024 | -0.998 | 27.4% | 0.00 | 11.30 | 7.05 | ||||
How this is calculated: Options Chain methodology
