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
5.8%
77 strike
EXPECTED MOVE
$0.99
ATM straddle
MAX PAIN
$78.00
+1.0%
PUT/CALL VOLUME
1.19
31,052 / 26,035
NOV 20, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 10.30 | 12.15 | 0.00 | 0.0% | 0.999 | 0.0006 | 0.000 | 66 | -0.003 | 0.0056 | -0.011 | 25.1% | 4 | 2 | 0.02 | 0.03 | 0.00 | ||
| 9.30 | 11.15 | 0.00 | 0.0% | 0.999 | 0.0008 | 0.000 | 67 | -0.003 | 0.0068 | -0.013 | 26.8% | 1,766 | 0.02 | 0.09 | 0.00 | |||
| 7.10 | 11.35 | 10.40 | 0.0% | 0.999 | 0.0012 | 0.000 | 68 | -0.003 | 0.0086 | -0.015 | 24.4% | 9 | 0.02 | 0.09 | 0.00 | |||
| 6.10 | 10.35 | 0.00 | 0.0% | 0.998 | 0.0018 | 0.000 | 69 | -0.004 | 0.0110 | -0.018 | 49.9% | 6,487 | 0.06 | 2.14 | 0.00 | |||
| 5.10 | 9.35 | 7.92 | 0.0% | 0.998 | 0.0027 | 0.000 | 70 | -0.004 | 0.0146 | -0.023 | 20.2% | 36,021 | 0.05 | 0.11 | 0.00 | |||
| 5.60 | 6.85 | 0.00 | 0.0% | 0.997 | 0.0042 | 0.000 | 71 | -0.004 | 0.0202 | -0.030 | 17.6% | 32,099 | 0.07 | 0.11 | 0.00 | |||
| 4.30 | 6.10 | 0.00 | 0.0% | 0.995 | 0.0081 | -0.000 | 72 | -0.005 | 0.0293 | -0.040 | 15.4% | 190,388 | 1 | 0.04 | 0.12 | 0.00 | ||
| 3.60 | 5.20 | 4.00 | 22 | 20.0% | 0.991 | 0.0162 | -0.001 | 73 | -0.006 | 0.0445 | -0.058 | 13.2% | 60,068 | 0.08 | 0.14 | 0.00 | ||
| 2.70 | 5.25 | 0.00 | 20.3% | 0.986 | 0.0243 | -0.002 | 73.5 | -0.006 | 0.0560 | -0.071 | 12.0% | 103 | 0.09 | 0.15 | 0.00 | |||
| 2.06 | 4.00 | 6.90 | 0.0% | 0.980 | 0.0366 | -0.003 | 74 | -0.007 | 0.0717 | -0.089 | 11.0% | 161,330 | 4 | 0.09 | 0.17 | 0.00 | ||
| 2.02 | 3.30 | 0.00 | 0.0% | 0.967 | 0.0580 | -0.004 | 74.5 | -0.008 | 0.0929 | -0.115 | 10.0% | 15,010 | 3 | 0.11 | 0.20 | 0.00 | ||
| 1.81 | 2.77 | 2.29 | 2 | 10 | 9.1% | 0.946 | 0.0927 | -0.006 | 75 | -0.009 | 0.1218 | -0.151 | 9.8% | 229,291 | 9 | 0.16 | 0.24 | 0.08 |
| 1.16 | 2.88 | 0.00 | 13.4% | 0.909 | 0.1490 | -0.009 | 75.5 | -0.010 | 0.1605 | -0.202 | 8.8% | 5,851 | 1 | 0.22 | 0.28 | 0.12 | ||
| 1.11 | 1.59 | 1.19 | 5,091 | 8.0% | 0.844 | 0.2325 | -0.012 | 76 | -0.011 | 0.2102 | -0.276 | 7.8% | 238,565 | 203 | 0.27 | 0.38 | 0.13 | |
| 0.69 | 1.11 | 0.00 | 6.9% | 0.737 | 0.3361 | -0.015 | 76.5 | -0.011 | 0.2696 | -0.380 | 18.4% | 40,906 | 17,339 | 0.38 | 2.51 | 0.00 | ||
| 0.20 | 0.69 | 0.49 | 2,887 | 44,170 | 5.1% | 0.574 | 0.4326 | -0.014 | 77 | -0.011 | 0.3332 | -0.526 | 6.4% | 336,832 | 13,461 | 0.52 | 0.74 | 0.35 |
| 0.07 | 0.31 | 0.22 | 1,351 | 8,130 | 4.8% | 0.353 | 0.4336 | -0.010 | 77.5 | -0.008 | 0.3607 | -0.727 | 5.1% | 6 | 0.73 | 0.98 | 0.55 | |
| 0.01 | 0.16 | 0.08 | 21,153 | 159,050 | 5.0% | 0.155 | 0.2640 | -0.005 | 78 | -0.004 | 0.2245 | -0.908 | 0.0% | 250,052 | 1.34 | 1.39 | 0.44 | |
| 0.00 | 0.04 | 0.02 | 6 | 71 | 4.6% | 0.071 | 0.1344 | -0.003 | 78.5 | -0.001 | 0.0880 | -0.972 | 0.0% | 0.00 | 2.13 | 1.00 | ||
| 0.01 | 0.08 | 0.01 | 633 | 221,550 | 6.8% | 0.039 | 0.0752 | -0.002 | 79 | -0.001 | 0.0371 | -0.989 | 9.6% | 119,794 | 20 | 2.15 | 2.55 | 1.91 |
| 0.00 | 0.14 | 0.01 | 3 | 12 | 8.9% | 0.024 | 0.0449 | -0.001 | 79.5 | 0.000 | 0.0169 | -0.995 | 0.0% | 0.00 | 3.15 | 1.80 | ||
| 0.00 | 0.02 | 0.01 | 186,126 | 7.1% | 0.016 | 0.0294 | -0.001 | 80 | 0.000 | 0.0092 | -0.997 | 0.0% | 76,436 | 1 | 3.15 | 3.45 | 2.80 | |
| 0.00 | 0.14 | 0.00 | 11.4% | 0.013 | 0.0213 | -0.001 | 80.5 | 0.000 | 0.0062 | -0.998 | 18.9% | 0.00 | 5.00 | 2.89 | ||||
| 0.00 | 0.01 | 0.01 | 244,309 | 8.2% | 0.011 | 0.0167 | -0.001 | 81 | 0.000 | 0.0048 | -0.998 | 13.1% | 97 | 4.02 | 6.30 | 2.05 | ||
| 0.00 | 2.13 | 0.00 | 33.3% | 0.010 | 0.0137 | -0.001 | 81.5 | 0.000 | 0.0040 | -0.998 | 14.3% | 0.00 | 6.80 | 2.55 | ||||
| 0.00 | 2.13 | 0.01 | 5,945 | 35.1% | 0.009 | 0.0116 | -0.001 | 82 | 0.000 | 0.0035 | -0.998 | 13.7% | 180 | 4.15 | 7.30 | 3.00 | ||
| 0.00 | 2.13 | 0.00 | 36.9% | 0.008 | 0.0099 | -0.001 | 82.5 | 0.000 | 0.0031 | -0.998 | 16.6% | 0.00 | 7.80 | 3.55 | ||||
| 0.00 | 2.13 | 0.01 | 10,006 | 38.6% | 0.007 | 0.0086 | -0.001 | 83 | 0.000 | 0.0027 | -0.998 | 17.8% | 214 | 5.70 | 8.30 | 4.05 | ||
| 0.00 | 0.07 | 0.01 | 30,004 | 17.1% | 0.006 | 0.0067 | -0.001 | 84 | 0.000 | 0.0022 | -0.998 | 0.0% | 228 | 5.10 | 7.40 | 6.75 | ||
| 0.00 | 0.07 | 0.00 | 19.1% | 0.006 | 0.0054 | -0.001 | 85 | 0.000 | 0.0018 | -0.999 | 0.0% | 19 | 2 | 8.10 | 8.75 | 7.50 | ||
| 0.00 | 0.07 | 0.00 | 20.9% | 0.005 | 0.0044 | -0.001 | 86 | 0.000 | 0.0015 | -0.999 | 24.2% | 25 | 8.00 | 9.80 | 8.55 | |||
How this is calculated: Options Chain methodology
