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
$1.83
ATM straddle
MAX PAIN
$79.00
+2.3%
PUT/CALL VOLUME
2.83
59,399 / 20,982
JAN 15, 2027 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 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 45 | -0.001 | 0.0007 | -0.004 | 54.7% | 215 | 0.04 | 0.20 | 0.01 | |||
| 24.55 | 29.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 50 | -0.001 | 0.0012 | -0.006 | 52.0% | 324 | 0.02 | 0.75 | 0.00 | |||
| 19.55 | 24.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 55 | -0.002 | 0.0022 | -0.009 | 30.2% | 255 | 0.03 | 0.06 | 0.00 | |||
| 15.95 | 18.40 | 19.20 | 0.0% | 1.000 | 0.0000 | 0.000 | 60 | -0.002 | 0.0044 | -0.015 | 23.9% | 318 | 0.05 | 0.07 | 0.01 | |||
| 10.90 | 13.45 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 65 | -0.003 | 0.0099 | -0.029 | 18.7% | 79,645 | 3 | 0.07 | 0.10 | 0.05 | ||
| 8.90 | 11.50 | 12.60 | 0.0% | 1.000 | 0.0002 | 0.000 | 67 | -0.003 | 0.0147 | -0.041 | 16.5% | 103 | 0.62 | 0.18 | 0.01 | |||
| 7.10 | 11.35 | 0.00 | 0.0% | 1.000 | 0.0005 | 0.000 | 68 | -0.003 | 0.0183 | -0.049 | 29.8% | 15,040 | 0.11 | 2.23 | 0.00 | |||
| 6.95 | 9.50 | 10.20 | 0.0% | 0.999 | 0.0015 | 0.000 | 69 | -0.004 | 0.0230 | -0.060 | 15.7% | 26,840 | 0.16 | 0.34 | 0.04 | |||
| 6.00 | 8.45 | 9.45 | 0.0% | 0.998 | 0.0031 | 0.000 | 70 | -0.004 | 0.0293 | -0.074 | 14.0% | 177,370 | 11 | 0.14 | 0.25 | 0.13 | ||
| 4.95 | 7.50 | 0.00 | 0.0% | 0.995 | 0.0084 | 0.000 | 71 | -0.004 | 0.0380 | -0.094 | 12.9% | 64 | 0.15 | 0.45 | 0.00 | |||
| 3.90 | 6.50 | 7.50 | 0.0% | 0.990 | 0.0186 | -0.001 | 72 | -0.005 | 0.0500 | -0.121 | 12.3% | 98,796 | 6,269 | 0.23 | 0.45 | 0.01 | ||
| 3.00 | 6.25 | 0.00 | 16.0% | 0.973 | 0.0432 | -0.003 | 73 | -0.005 | 0.0666 | -0.159 | 10.2% | 79,349 | 1,501 | 0.28 | 0.46 | 0.15 | ||
| 2.01 | 4.40 | 3.00 | 0.0% | 0.938 | 0.0896 | -0.006 | 74 | -0.006 | 0.0899 | -0.214 | 16.1% | 143,010 | 21,583 | 0.43 | 2.37 | 0.06 | ||
| 2.10 | 2.59 | 2.13 | 2,157 | 7.9% | 0.860 | 0.1642 | -0.009 | 75 | -0.006 | 0.1210 | -0.298 | 9.8% | 193,472 | 32 | 0.56 | 1.00 | 0.50 | |
| 1.24 | 1.70 | 1.32 | 5,400 | 7.0% | 0.712 | 0.2291 | -0.010 | 76 | -0.006 | 0.1568 | -0.422 | 7.2% | 175,953 | 29,990 | 0.75 | 1.05 | 0.27 | |
| 0.47 | 0.95 | 0.74 | 242 | 2,577 | 5.7% | 0.504 | 0.2352 | -0.007 | 77 | -0.005 | 0.1831 | -0.596 | 5.9% | 204,027 | 5 | 1.08 | 1.40 | 0.83 |
| 0.22 | 0.35 | 0.25 | 718 | 125,905 | 5.3% | 0.270 | 0.1974 | -0.004 | 78 | -0.003 | 0.1577 | -0.799 | 5.8% | 49,629 | 1.86 | 2.32 | 1.30 | |
| 0.04 | 0.25 | 0.03 | 20,021 | 205,737 | 5.8% | 0.096 | 0.1049 | -0.002 | 79 | -0.001 | 0.0752 | -0.939 | 6.1% | 98,317 | 2.71 | 3.40 | 1.94 | |
| 0.01 | 0.02 | 0.01 | 1 | 115,905 | 4.6% | 0.025 | 0.0362 | -0.001 | 80 | 0.000 | 0.0205 | -0.986 | 0.0% | 65,537 | 4 | 2.44 | 4.05 | 3.05 |
| 0.00 | 0.02 | 0.02 | 14,426 | 5.4% | 0.012 | 0.0170 | -0.000 | 81 | 0.000 | 0.0088 | -0.993 | 7.8% | 271 | 2.71 | 5.85 | 3.35 | ||
| 0.00 | 0.01 | 0.01 | 105 | 5.9% | 0.009 | 0.0111 | -0.000 | 82 | 0.000 | 0.0058 | -0.994 | 8.5% | 528 | 1 | 5.55 | 6.30 | 4.85 | |
| 0.00 | 0.02 | 0.01 | 311 | 7.4% | 0.007 | 0.0082 | -0.000 | 83 | 0.000 | 0.0044 | -0.995 | 0.0% | 59 | 4.34 | 7.95 | 4.50 | ||
| 0.00 | 0.03 | 0.02 | 2,987 | 8.8% | 0.006 | 0.0064 | -0.000 | 84 | 0.000 | 0.0036 | -0.995 | 11.3% | 70 | 6.33 | 9.70 | 5.45 | ||
| 0.00 | 0.05 | 0.06 | 763 | 10.5% | 0.006 | 0.0052 | -0.000 | 85 | 0.000 | 0.0029 | -0.995 | 12.7% | 56 | 8.50 | 10.70 | 6.45 | ||
| 0.00 | 2.13 | 0.01 | 35 | 27.5% | 0.005 | 0.0043 | -0.000 | 86 | 0.000 | 0.0025 | -0.996 | 14.1% | 20 | 9.14 | 11.70 | 7.45 | ||
| 0.00 | 0.01 | 0.02 | 82 | 10.3% | 0.005 | 0.0036 | -0.000 | 87 | 0.000 | 0.0021 | -0.996 | 15.5% | 61 | 8.89 | 12.70 | 8.45 | ||
| 0.00 | 2.13 | 0.06 | 8 | 30.8% | 0.004 | 0.0031 | -0.000 | 88 | 0.000 | 0.0018 | -0.996 | 16.8% | 29 | 9.83 | 13.75 | 9.40 | ||
| 0.00 | 2.13 | 0.02 | 57 | 32.3% | 0.004 | 0.0026 | -0.000 | 89 | 0.000 | 0.0016 | -0.996 | 18.1% | 3 | 11.45 | 14.75 | 10.40 | ||
| 0.00 | 2.13 | 0.01 | 79 | 33.8% | 0.004 | 0.0023 | -0.000 | 90 | 0.000 | 0.0014 | -0.996 | 19.4% | 77 | 13.38 | 15.75 | 11.40 | ||
| 0.00 | 2.13 | 0.01 | 7 | 35.3% | 0.003 | 0.0020 | -0.000 | 91 | 0.000 | 0.0012 | -0.996 | 20.8% | 4 | 13.80 | 16.75 | 12.40 | ||
| 0.00 | 2.13 | 0.02 | 9 | 40.8% | 0.002 | 0.0013 | -0.000 | 95 | 0.000 | 0.0008 | -0.997 | 20.5% | 4 | 17.43 | 20.95 | 16.00 | ||
How this is calculated: Options Chain methodology
