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
5.2%
77 strike
EXPECTED MOVE
$1.52
ATM straddle
MAX PAIN
$78.00
+1.0%
PUT/CALL VOLUME
46.24
70,235 / 1,519
DEC 18, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 29.55 | 34.50 | 35.46 | 0.0% | 1.000 | 0.0000 | 0.000 | 45 | -0.001 | 0.0005 | -0.003 | 55.9% | 2,824 | 0.02 | 0.05 | 0.00 | |||
| 24.55 | 29.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 50 | -0.001 | 0.0010 | -0.004 | 89.7% | 10 | 0.01 | 2.14 | 0.00 | |||
| 19.55 | 24.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 55 | -0.002 | 0.0018 | -0.007 | 73.8% | 0.00 | 2.15 | 0.00 | ||||
| 15.95 | 19.25 | 0.00 | 53.4% | 1.000 | 0.0000 | 0.000 | 60 | -0.002 | 0.0034 | -0.011 | 27.5% | 5,010 | 0.02 | 0.05 | 0.00 | |||
| 10.95 | 13.45 | 13.73 | 0.0% | 1.000 | 0.0001 | 0.000 | 65 | -0.003 | 0.0079 | -0.020 | 21.7% | 22,506 | 2,150 | 0.05 | 0.07 | 0.04 | ||
| 7.90 | 10.45 | 10.74 | 0.0% | 1.000 | 0.0004 | 0.000 | 68 | -0.003 | 0.0150 | -0.033 | 17.4% | 15,492 | 0.10 | 0.15 | 0.00 | |||
| 6.90 | 9.45 | 9.40 | 0.0% | 0.999 | 0.0008 | 0.000 | 69 | -0.004 | 0.0194 | -0.041 | 15.8% | 26,678 | 0.08 | 0.16 | 0.00 | |||
| 6.00 | 8.45 | 7.00 | 7 | 0.0% | 0.999 | 0.0014 | 0.000 | 70 | -0.004 | 0.0255 | -0.052 | 13.4% | 193,651 | 3 | 0.03 | 0.11 | 0.02 | |
| 4.95 | 8.30 | 7.70 | 24.3% | 0.998 | 0.0038 | 0.000 | 71 | -0.005 | 0.0344 | -0.068 | 12.7% | 19,215 | 0.12 | 0.20 | 0.00 | |||
| 3.95 | 6.50 | 0.00 | 0.0% | 0.996 | 0.0081 | 0.000 | 72 | -0.005 | 0.0475 | -0.090 | 12.1% | 181,609 | 0.16 | 0.20 | 0.12 | |||
| 2.99 | 6.25 | 4.10 | 6 | 18.6% | 0.989 | 0.0210 | -0.001 | 73 | -0.006 | 0.0672 | -0.125 | 10.3% | 34,821 | 1 | 0.18 | 0.29 | 0.00 | |
| 2.00 | 4.50 | 5.57 | 0.0% | 0.973 | 0.0523 | -0.003 | 74 | -0.006 | 0.0971 | -0.179 | 8.5% | 213,467 | 1,082 | 0.29 | 0.37 | 0.05 | ||
| 1.74 | 2.95 | 2.32 | 93 | 8.9% | 0.925 | 0.1284 | -0.006 | 75 | -0.007 | 0.1411 | -0.268 | 7.5% | 698,643 | 50,404 | 0.39 | 0.45 | 0.00 | |
| 1.15 | 1.60 | 1.39 | 4 | 2,506 | 6.7% | 0.796 | 0.2653 | -0.010 | 76 | -0.007 | 0.1964 | -0.415 | 7.6% | 142,862 | 1 | 0.61 | 1.03 | 0.35 |
| 0.26 | 0.60 | 0.60 | 2 | 33,095 | 3.8% | 0.537 | 0.3568 | -0.008 | 77 | -0.005 | 0.2341 | -0.640 | 6.5% | 210,303 | 16,566 | 0.99 | 1.24 | 0.94 |
| 0.04 | 0.24 | 0.16 | 1,265 | 172,074 | 4.5% | 0.204 | 0.2438 | -0.004 | 78 | -0.002 | 0.1478 | -0.885 | 4.0% | 97,744 | 1 | 1.70 | 2.06 | 1.22 |
| 0.02 | 0.03 | 0.03 | 4 | 179,757 | 4.5% | 0.059 | 0.0921 | -0.002 | 79 | -0.001 | 0.0508 | -0.967 | 0.0% | 129,740 | 2.93 | 3.10 | 1.51 | |
| 0.00 | 0.02 | 0.01 | 244 | 207,394 | 5.2% | 0.027 | 0.0398 | -0.001 | 80 | 0.000 | 0.0240 | -0.982 | 6.5% | 203 | 27 | 3.55 | 4.15 | 3.05 |
| 0.00 | 0.02 | 0.01 | 90,785 | 6.5% | 0.018 | 0.0230 | -0.001 | 81 | 0.000 | 0.0152 | -0.986 | 8.3% | 176 | 4.40 | 5.85 | 3.35 | ||
| 0.00 | 0.05 | 0.02 | 68,565 | 8.9% | 0.013 | 0.0154 | -0.001 | 82 | 0.000 | 0.0110 | -0.988 | 11.0% | 387 | 5.58 | 7.75 | 3.50 | ||
| 0.00 | 2.13 | 0.01 | 96 | 27.3% | 0.011 | 0.0113 | -0.001 | 83 | 0.000 | 0.0084 | -0.990 | 11.8% | 72 | 5.39 | 8.75 | 4.45 | ||
| 0.00 | 2.13 | 0.01 | 3 | 29.6% | 0.009 | 0.0086 | -0.001 | 84 | 0.000 | 0.0067 | -0.991 | 12.1% | 23 | 5.53 | 9.70 | 5.45 | ||
| 0.00 | 2.13 | 0.00 | 31.8% | 0.008 | 0.0068 | -0.001 | 85 | 0.000 | 0.0054 | -0.992 | 13.8% | 52 | 7.10 | 10.70 | 6.45 | |||
| 0.00 | 2.13 | 0.00 | 33.9% | 0.007 | 0.0056 | -0.001 | 86 | 0.000 | 0.0045 | -0.992 | 15.5% | 40 | 8.30 | 11.70 | 7.45 | |||
| 0.00 | 2.13 | 0.18 | 1 | 36.0% | 0.006 | 0.0046 | -0.001 | 87 | 0.000 | 0.0038 | -0.993 | 0.0% | 59 | 8.60 | 12.50 | 8.45 | ||
| 0.00 | 2.13 | 0.00 | 37.9% | 0.005 | 0.0039 | -0.001 | 88 | 0.000 | 0.0033 | -0.993 | 18.9% | 5 | 10.00 | 13.70 | 9.45 | |||
| 0.00 | 2.13 | 0.00 | 39.8% | 0.005 | 0.0033 | -0.001 | 89 | 0.000 | 0.0028 | -0.994 | 20.5% | 5 | 11.09 | 14.70 | 10.45 | |||
| 0.00 | 2.13 | 0.00 | 41.7% | 0.005 | 0.0029 | -0.001 | 90 | 0.000 | 0.0025 | -0.994 | 22.1% | 5 | 12.13 | 15.70 | 11.45 | |||
| 0.00 | 2.13 | 0.00 | 43.5% | 0.004 | 0.0025 | -0.001 | 91 | 0.000 | 0.0022 | -0.994 | 22.3% | 0.00 | 16.75 | 12.35 | ||||
| 0.00 | 1.06 | 0.00 | 35.7% | 0.004 | 0.0022 | -0.001 | 92 | 0.000 | 0.0020 | -0.994 | 0.0% | 0.00 | 17.95 | 13.00 | ||||
How this is calculated: Options Chain methodology
