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
6.9%
77 strike
EXPECTED MOVE
$3.26
ATM straddle
MAX PAIN
$79.00
+2.3%
PUT/CALL VOLUME
n/a
3,078 / 0
APR 16, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 34.55 | 39.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 40 | -0.002 | 0.0013 | -0.011 | 45.2% | 3,001 | 0.05 | 0.23 | 0.00 | |||
| 29.55 | 34.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 45 | -0.002 | 0.0021 | -0.017 | 36.9% | 29 | 0.11 | 0.20 | 0.00 | |||
| 24.55 | 29.50 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 50 | -0.003 | 0.0034 | -0.024 | 49.8% | 0.00 | 2.18 | 0.00 | ||||
| 20.15 | 24.30 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 55 | -0.003 | 0.0055 | -0.035 | 33.0% | 10 | 0.35 | 0.99 | 0.00 | |||
| 15.15 | 19.30 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 60 | -0.003 | 0.0092 | -0.051 | 19.4% | 4 | 0.09 | 0.27 | 0.00 | |||
| 10.15 | 14.30 | 0.00 | 0.0% | 1.000 | 0.0000 | 0.000 | 65 | -0.004 | 0.0171 | -0.079 | 15.2% | 41 | 0.50 | 0.39 | 0.03 | |||
| 6.15 | 10.30 | 0.00 | 0.0% | 0.997 | 0.0052 | 0.000 | 69 | -0.004 | 0.0319 | -0.131 | 12.2% | 31 | 42 | 0.37 | 0.61 | 0.14 | ||
| 5.15 | 9.30 | 0.00 | 0.0% | 0.994 | 0.0105 | 0.000 | 70 | -0.004 | 0.0380 | -0.154 | 14.4% | 251 | 762 | 0.43 | 1.41 | 0.21 | ||
| 4.15 | 8.30 | 0.00 | 0.0% | 0.982 | 0.0265 | -0.001 | 71 | -0.004 | 0.0456 | -0.182 | 11.3% | 18,246 | 2,020 | 0.47 | 0.92 | 0.28 | ||
| 3.15 | 7.30 | 0.00 | 0.0% | 0.962 | 0.0542 | -0.003 | 72 | -0.004 | 0.0548 | -0.219 | 11.2% | 52,544 | 109 | 0.72 | 1.24 | 0.36 | ||
| 2.17 | 6.30 | 0.00 | 0.0% | 0.920 | 0.0904 | -0.006 | 73 | -0.005 | 0.0659 | -0.266 | 9.9% | 18 | 1 | 0.85 | 1.31 | 0.41 | ||
| 1.20 | 5.35 | 0.00 | 0.0% | 0.852 | 0.1370 | -0.009 | 74 | -0.005 | 0.0791 | -0.325 | 8.8% | 2,257 | 2 | 1.02 | 1.58 | 0.50 | ||
| 0.33 | 4.40 | 0.00 | 7.0% | 0.751 | 0.1666 | -0.008 | 75 | -0.004 | 0.0943 | -0.400 | 12.6% | 29,733 | 30 | 1.31 | 3.30 | 0.93 | ||
| 0.05 | 3.55 | 0.00 | 7.8% | 0.625 | 0.1689 | -0.006 | 76 | -0.004 | 0.1102 | -0.498 | 8.8% | 46,508 | 100 | 1.38 | 2.53 | 0.93 | ||
| 0.05 | 2.93 | 3.35 | 11 | 8.8% | 0.472 | 0.1590 | -0.005 | 77 | -0.003 | 0.1187 | -0.620 | 5.1% | 44 | 6 | 1.86 | 2.28 | 1.25 | |
| 0.00 | 1.12 | 0.48 | 3 | 5.9% | 0.317 | 0.1382 | -0.004 | 78 | -0.003 | 0.1069 | -0.742 | 4.5% | 181 | 2 | 2.20 | 2.92 | 1.66 | |
| 0.00 | 1.71 | 0.29 | 40 | 9.2% | 0.171 | 0.1043 | -0.002 | 79 | -0.001 | 0.0805 | -0.863 | 7.7% | 0.00 | 5.45 | 1.65 | |||
| 0.00 | 0.13 | 0.04 | 71 | 4.7% | 0.067 | 0.0575 | -0.001 | 80 | -0.000 | 0.0428 | -0.945 | 8.8% | 21 | 3.85 | 6.50 | 2.50 | ||
| 0.00 | 2.23 | 0.22 | 55 | 13.7% | 0.037 | 0.0328 | -0.001 | 81 | 0.000 | 0.0248 | -0.966 | 10.2% | 0.00 | 7.50 | 3.50 | |||
| 0.01 | 2.25 | 0.01 | 4 | 15.2% | 0.029 | 0.0232 | -0.001 | 82 | 0.000 | 0.0183 | -0.971 | 11.5% | 0.00 | 8.50 | 4.50 | |||
| 0.01 | 2.23 | 0.01 | 10 | 16.4% | 0.024 | 0.0179 | -0.001 | 83 | 0.000 | 0.0146 | -0.974 | 12.8% | 0.00 | 9.50 | 5.50 | |||
| 0.00 | 2.18 | 0.01 | 1 | 17.5% | 0.021 | 0.0143 | -0.001 | 84 | 0.000 | 0.0119 | -0.976 | 13.9% | 0.00 | 10.50 | 6.45 | |||
| 0.00 | 2.15 | 0.00 | 18.6% | 0.019 | 0.0118 | -0.001 | 85 | 0.000 | 0.0100 | -0.978 | 14.7% | 0.00 | 11.45 | 7.40 | ||||
| 0.00 | 2.14 | 0.00 | 19.7% | 0.017 | 0.0099 | -0.001 | 86 | 0.000 | 0.0085 | -0.979 | 15.8% | 0.00 | 12.50 | 8.35 | ||||
| 0.00 | 1.45 | 0.00 | 18.2% | 0.015 | 0.0084 | -0.001 | 87 | 0.000 | 0.0074 | -0.980 | 16.3% | 0.00 | 13.40 | 9.30 | ||||
| 0.00 | 2.13 | 0.00 | 21.9% | 0.014 | 0.0073 | -0.001 | 88 | 0.000 | 0.0064 | -0.981 | 17.2% | 0.00 | 14.35 | 10.30 | ||||
| 0.00 | 2.13 | 0.00 | 23.0% | 0.013 | 0.0064 | -0.001 | 89 | 0.000 | 0.0057 | -0.982 | 16.0% | 0.00 | 15.00 | 11.25 | ||||
| 0.00 | 2.13 | 0.00 | 24.0% | 0.012 | 0.0056 | -0.001 | 90 | 0.000 | 0.0050 | -0.983 | 17.2% | 0.00 | 16.00 | 12.25 | ||||
| 0.00 | 2.13 | 0.00 | 25.0% | 0.011 | 0.0050 | -0.001 | 91 | 0.000 | 0.0045 | -0.984 | 0.0% | 0.00 | 17.00 | 12.05 | ||||
| 0.00 | 2.13 | 0.00 | 26.0% | 0.010 | 0.0045 | -0.000 | 92 | 0.000 | 0.0040 | -0.984 | 0.0% | 0.00 | 18.00 | 13.05 | ||||
How this is calculated: Options Chain methodology
