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
7.4%
77 strike
EXPECTED MOVE
$3.04
ATM straddle
MAX PAIN
$79.00
+2.3%
PUT/CALL VOLUME
11750.67
35,252 / 3
MAR 19, 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 | 34.80 | 0.0% | 1.000 | 0.0000 | 0.000 | 45 | -0.002 | 0.0018 | -0.013 | 65.5% | 0.00 | 2.21 | 0.00 | ||||
| 24.55 | 29.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 50 | -0.003 | 0.0028 | -0.019 | 54.9% | 0.00 | 2.23 | 0.00 | ||||
| 19.55 | 24.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 55 | -0.003 | 0.0047 | -0.027 | 45.3% | 0.00 | 2.26 | 0.00 | ||||
| 14.55 | 19.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 60 | -0.003 | 0.0081 | -0.040 | 36.3% | 150 | 0.05 | 2.31 | 0.00 | |||
| 10.00 | 14.40 | 14.32 | 0.0% | 1.000 | 0.0000 | 0.000 | 65 | -0.004 | 0.0155 | -0.065 | 27.6% | 717 | 0.53 | 2.35 | 0.00 | |||
| 8.10 | 12.35 | 12.55 | 0.0% | 0.999 | 0.0007 | 0.000 | 67 | -0.004 | 0.0212 | -0.083 | 24.2% | 0.00 | 2.37 | 0.00 | ||||
| 7.10 | 11.35 | 9.22 | 0.0% | 0.999 | 0.0018 | 0.000 | 68 | -0.004 | 0.0252 | -0.095 | 22.5% | 25,015 | 0.27 | 2.39 | 0.00 | |||
| 6.25 | 10.30 | 10.54 | 13.8% | 0.998 | 0.0036 | 0.000 | 69 | -0.004 | 0.0302 | -0.112 | 20.2% | 0.28 | 2.25 | 0.00 | ||||
| 5.25 | 9.30 | 9.96 | 12.2% | 0.994 | 0.0093 | 0.000 | 70 | -0.004 | 0.0366 | -0.133 | 12.3% | 88,254 | 85 | 0.35 | 0.57 | 0.20 | ||
| 4.25 | 8.30 | 8.20 | 0.0% | 0.986 | 0.0213 | -0.001 | 71 | -0.004 | 0.0446 | -0.160 | 10.6% | 2,443 | 8 | 0.33 | 0.66 | 0.06 | ||
| 3.20 | 7.30 | 7.40 | 0.0% | 0.969 | 0.0439 | -0.003 | 72 | -0.005 | 0.0545 | -0.195 | 10.2% | 15,468 | 130 | 0.50 | 0.74 | 0.25 | ||
| 2.09 | 6.30 | 0.00 | 0.0% | 0.933 | 0.0826 | -0.006 | 73 | -0.005 | 0.0669 | -0.240 | 10.3% | 11,120 | 10 | 1.27 | 1.15 | 0.33 | ||
| 1.10 | 5.35 | 6.40 | 0.0% | 0.871 | 0.1278 | -0.009 | 74 | -0.005 | 0.0820 | -0.299 | 9.1% | 46,411 | 0.82 | 1.18 | 0.49 | |||
| 0.82 | 4.40 | 5.00 | 9.2% | 0.773 | 0.1703 | -0.009 | 75 | -0.005 | 0.0998 | -0.377 | 11.3% | 43,352 | 35,011 | 0.96 | 2.77 | 0.41 | ||
| 0.05 | 3.65 | 1.52 | 1,539 | 8.4% | 0.639 | 0.1825 | -0.007 | 76 | -0.005 | 0.1184 | -0.479 | 9.7% | 11,687 | 1.45 | 2.62 | 0.90 | ||
| 0.05 | 2.98 | 0.78 | 16,451 | 9.4% | 0.478 | 0.1732 | -0.005 | 77 | -0.004 | 0.1302 | -0.611 | 5.4% | 45,278 | 6 | 1.55 | 2.94 | 0.10 | |
| 0.00 | 2.52 | 0.40 | 24 | 10.3% | 0.312 | 0.1469 | -0.004 | 78 | -0.003 | 0.1167 | -0.745 | 3.4% | 525 | 2.12 | 3.50 | 0.47 | ||
| 0.04 | 1.06 | 0.16 | 1,851 | 7.9% | 0.155 | 0.1068 | -0.002 | 79 | -0.001 | 0.0836 | -0.876 | 0.0% | 100,237 | 2 | 2.90 | 3.65 | 1.71 | |
| 0.02 | 0.05 | 0.04 | 3 | 392 | 4.3% | 0.054 | 0.0532 | -0.001 | 80 | -0.000 | 0.0389 | -0.957 | 7.2% | 67 | 3.90 | 6.00 | 2.18 | |
| 0.00 | 1.97 | 0.05 | 1 | 13.9% | 0.031 | 0.0305 | -0.001 | 81 | 0.000 | 0.0228 | -0.972 | 8.2% | 299 | 3.27 | 6.95 | 3.15 | ||
| 0.00 | 0.03 | 0.03 | 296 | 5.4% | 0.025 | 0.0216 | -0.001 | 82 | 0.000 | 0.0168 | -0.976 | 10.5% | 207 | 3.83 | 8.20 | 4.10 | ||
| 0.00 | 2.18 | 0.41 | 1 | 17.5% | 0.021 | 0.0165 | -0.001 | 83 | 0.000 | 0.0132 | -0.979 | 10.7% | 73 | 7.50 | 9.00 | 5.10 | ||
| 0.00 | 2.18 | 0.00 | 18.9% | 0.018 | 0.0132 | -0.001 | 84 | 0.000 | 0.0108 | -0.980 | 12.0% | 316 | 7.60 | 10.00 | 6.10 | |||
| 0.00 | 1.00 | 0.00 | 15.4% | 0.016 | 0.0108 | -0.001 | 85 | 0.000 | 0.0090 | -0.982 | 12.9% | 451 | 7.00 | 11.00 | 7.05 | |||
| 0.00 | 1.45 | 0.00 | 18.5% | 0.015 | 0.0091 | -0.001 | 86 | 0.000 | 0.0076 | -0.983 | 13.8% | 752 | 8.25 | 12.00 | 8.00 | |||
| 0.00 | 2.14 | 0.00 | 22.5% | 0.013 | 0.0077 | -0.001 | 87 | 0.000 | 0.0066 | -0.984 | 14.9% | 463 | 10.75 | 13.00 | 9.00 | |||
| 0.00 | 2.13 | 0.00 | 23.7% | 0.012 | 0.0067 | -0.001 | 88 | 0.000 | 0.0057 | -0.985 | 15.8% | 11 | 11.00 | 14.00 | 9.95 | |||
| 0.00 | 2.13 | 0.00 | 24.8% | 0.011 | 0.0058 | -0.001 | 89 | 0.000 | 0.0050 | -0.985 | 16.9% | 130 | 12.12 | 15.00 | 10.95 | |||
| 0.00 | 2.13 | 0.00 | 25.9% | 0.010 | 0.0051 | -0.001 | 90 | 0.000 | 0.0045 | -0.986 | 17.7% | 8 | 13.05 | 16.00 | 11.90 | |||
| 0.00 | 2.13 | 0.00 | 27.0% | 0.009 | 0.0046 | -0.001 | 91 | 0.000 | 0.0040 | -0.987 | 18.8% | 66 | 14.28 | 17.00 | 12.90 | |||
| 0.00 | 2.13 | 0.00 | 28.1% | 0.009 | 0.0041 | -0.001 | 92 | 0.000 | 0.0036 | -0.987 | 0.0% | 7 | 15.25 | 18.00 | 13.05 | |||
How this is calculated: Options Chain methodology
